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Found 81 Documents (Results 1–81)

Hyperbolic conservation laws with stochastic discontinuous flux functions. (English) Zbl 1462.65123

Klöfkorn, Robert (ed.) et al., Finite volumes for complex applications IX – methods, theoretical aspects, examples. FVCA 9, Bergen, Norway, June 15–19, 2020. In 2 volumes. Volume I and II. Cham: Springer. Springer Proc. Math. Stat. 323, 265-273 (2020).
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The semigroup approach to conservation laws with discontinuous flux. (English) Zbl 1284.35272

Chen, Gui-Qiang G. (ed.) et al., Hyperbolic conservation laws and related analysis with applications. Selected papers based on the presentations at the workshop at the International Centre for Mathematical Sciences (ICMS) Edinburgh, UK, September 19–23, 2011. Berlin: Springer (ISBN 978-3-642-39006-7/hbk; 978-3-642-39007-4/ebook). Springer Proceedings in Mathematics & Statistics 49, 1-22 (2014).

Discretization of backward stochastic Volterra integral equations. (English) Zbl 1310.91143

Gerstner, Thomas (ed.) et al., Recent developments in computational finance. Foundations, algorithms and applications. In part based on the presentations at the international workshop on numerical algorithms in computational finance, Frankfurt/Main, Germany, July 20–22, 2011. Hackensack, NJ: World Scientific (ISBN 978-981-4436-42-7/hbk; 978-981-4436-44-1/ebook). Interdisciplinary Mathematical Sciences 14, 245-278 (2013).

Adapted solutions to the backward stochastic Navier-Stokes equations in 3D. (English) Zbl 1146.60316

Sengupta, Ambar N. (ed.) et al., Infinite dimensional stochastic analysis. In honor of Hui-Hsiung Kuo. Several papers based on the presentation at a special session of the American Mathematical Society annual meeting, New Orleans, LA, USA, January 2007. Hackensack, NJ: World Scientific (ISBN 978-981-277-954-0/hbk). QP-PQ: Quantum Probability and White Noise Analysis 22, 114-134 (2008).
MSC:  60H15 35Q30 76D05

Smooth mappings and non \(\mathcal F_T\)-adapted solutions associated with Hamilton-Iacobi stochastic equations. (English) Zbl 1038.35178

Barbu, Viorel (ed.) et al., Analysis and optimization of differential systems. IFIP TC7/WG 7.2 international working conference, Constanta, Romania, September 10–14, 2002. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-7439-5/hbk). 211-218 (2003).
MSC:  35R60 70H20 60H15

Stochastic differential equations with extra properties. (English) Zbl 0914.60023

Arkeryd, Leif O. (ed.) et al., Nonstandard analysis: theory and applications. Proceedings of the NATO Advanced Study Institute on nonstandard analysis and its applications, Edinburgh, UK, June 30–July 13, 1996. Dordrecht: Kluwer Academic Publishers. NATO ASI Ser., Ser. C, Math. Phys. Sci. 493, 259-277 (1997).
Reviewer: G.Pestov (Tomsk)

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