Saloff-Coste, Laurent Heat kernel estimates on Harnack manifolds and beyond. (English) Zbl 07821698 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 6. Sections 12–14. Berlin: European Mathematical Society (EMS). 4452-4473 (2023). MSC: 58J35 60J60 58J65 60J46 PDFBibTeX XMLCite \textit{L. Saloff-Coste}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 6. Sections 12--14. Berlin: European Mathematical Society (EMS). 4452--4473 (2023; Zbl 07821698) Full Text: DOI OA License
Bauzet, Caroline; Nabet, Flore; Schmitz, Kerstin; Zimmermann, Aleksandra Finite volume approximations for non-linear parabolic problems with stochastic forcing. (English) Zbl 07781696 Franck, Emmanuel (ed.) et al., Finite volumes for complex applications X – Volume 1. Elliptic and parabolic problems. FVCA 10, Strasbourg, France, October 30 – November 3, 2023. Invited contributions. Cham: Springer. Springer Proc. Math. Stat. 432, 157-166 (2023). MSC: 65M08 65M06 65N08 35K55 35A15 35R09 35R60 PDFBibTeX XMLCite \textit{C. Bauzet} et al., Springer Proc. Math. Stat. 432, 157--166 (2023; Zbl 07781696) Full Text: DOI arXiv
Izydorczyk, Lucas; Oudjane, Nadia; Russo, Francesco McKean Feynman-Kac probabilistic representations of non-linear partial differential equations. (English) Zbl 1499.60189 Ugolini, Stefania (ed.) et al., Geometry and invariance in stochastic dynamics. Selected papers based on the presentations at the the conference on random transformations and invariance in stochastic dynamics, Verona, Italy, March 25–29, 2019. Cham: Springer. Springer Proc. Math. Stat. 378, 187-212 (2021). MSC: 60H10 60H30 60J60 65C05 65C35 35K58 PDFBibTeX XMLCite \textit{L. Izydorczyk} et al., Springer Proc. Math. Stat. 378, 187--212 (2021; Zbl 1499.60189) Full Text: DOI arXiv
Li, Songzi; Li, Xiang-Dong Entropy power concavity inequality on Riemannian manifolds and Ricci flow. (English) Zbl 1479.53104 Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 359-384 (2021). MSC: 53E20 58J35 58J65 60J60 60H30 53-02 PDFBibTeX XMLCite \textit{S. Li} and \textit{X.-D. Li}, Adv. Anal. Geom. 3, 359--384 (2021; Zbl 1479.53104) Full Text: DOI
Grigor’yan, Alexander; Ishiwata, Satoshi; Saloff-Coste, Laurent Geometric analysis on manifolds with ends. (English) Zbl 1476.58030 Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 325-343 (2021). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 58J35 35K08 58J65 PDFBibTeX XMLCite \textit{A. Grigor'yan} et al., Adv. Anal. Geom. 3, 325--343 (2021; Zbl 1476.58030) Full Text: DOI arXiv
Grigor’yan, Alexander Analysis on manifolds and volume growth. (English) Zbl 1476.58029 Grigor’yan, Alexander (ed.) et al., Analysis and partial differential equations on manifolds, fractals and graphs. Contributions of the conference, Tianjin, China, September 2019. Berlin: De Gruyter. Adv. Anal. Geom. 3, 299-323 (2021). Reviewer: Mohammed El Aïdi (Bogotá) MSC: 58J35 58J65 35K05 PDFBibTeX XMLCite \textit{A. Grigor'yan}, Adv. Anal. Geom. 3, 299--323 (2021; Zbl 1476.58029) Full Text: DOI
Coulibaly-Pasquier, Koléhè A. Heat kernel coupled with geometric flow and Ricci flow. (English) Zbl 1451.53125 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités L. Cham: Springer. Lect. Notes Math. 2252, 221-256 (2019). MSC: 53E20 58J65 58J35 PDFBibTeX XMLCite \textit{K. A. Coulibaly-Pasquier}, Lect. Notes Math. 2252, 221--256 (2019; Zbl 1451.53125) Full Text: DOI HAL
Léandre, Rémi Bismut’s way of the Malliavin calculus for non-Markovian semi-groups: an introduction. (English) Zbl 1480.60145 Molahajloo, Shahla (ed.) et al., Analysis of pseudo-differential operators. Based on the 11th ISAAC congress, Växjö, Sweden, August 14–18, 2017. Cham: Birkhäuser. Trends Math., 157-179 (2019). MSC: 60H07 35K05 PDFBibTeX XMLCite \textit{R. Léandre}, in: Analysis of pseudo-differential operators. Based on the 11th ISAAC congress, Växjö, Sweden, August 14--18, 2017. Cham: Birkhäuser. 157--179 (2019; Zbl 1480.60145) Full Text: DOI arXiv
Garrido-Atienza, María J.; Schmalfuß, Björn; Valero, José Attractors for a random evolution equation with infinite memory: an application. (English) Zbl 1474.37099 Sadovnichiy, Victor A. (ed.) et al., Modern mathematics and mechanics. Fundamentals, problems and challenges. Cham: Springer. Underst. Complex Syst., 215-236 (2019). MSC: 37L55 37L30 60H15 35K57 45R05 PDFBibTeX XMLCite \textit{M. J. Garrido-Atienza} et al., in: Modern mathematics and mechanics. Fundamentals, problems and challenges. Cham: Springer. 215--236 (2019; Zbl 1474.37099) Full Text: DOI
Shirikyan, Armen Mixing for the Burgers equation driven by a localized two-dimensional stochastic forcing. (English) Zbl 1423.35476 Ammari, Kaïs (ed.) et al., Evolution equations. Long time behavior and control. Proceedings of the summer school, Université Savoie Mont Blanc, Chambéry, France, June 15–18, 2015. Cambridge: Cambridge University Press. Lond. Math. Soc. Lect. Note Ser. 439, 179-194 (2018). MSC: 35R60 35K10 60H15 PDFBibTeX XMLCite \textit{A. Shirikyan}, Lond. Math. Soc. Lect. Note Ser. 439, 179--194 (2018; Zbl 1423.35476) Full Text: DOI arXiv
Grubb, Gerd Fractional-order operators: boundary problems, heat equations. (English) Zbl 1414.35099 Rodino, Luigi G. (ed.) et al., Mathematical analysis and applications – plenary lectures. Papers based on the presentations at the 11th international ISAAC congress, Växjö, Sweden, August 14–18, 2017. Cham: Springer. Springer Proc. Math. Stat. 262, 51-81 (2018). MSC: 35K05 35K25 47G30 60G52 PDFBibTeX XMLCite \textit{G. Grubb}, Springer Proc. Math. Stat. 262, 51--81 (2018; Zbl 1414.35099) Full Text: DOI arXiv
Bei, Francesco; Brüning, Jochen; Güneysu, Batu; Ludewig, Matthias Geometric analysis on singular spaces. (English) Zbl 1421.58007 Brüning, Jochen (ed.) et al., Space – time – matter. Analytic and geometric structures. Berlin: De Gruyter. 349-416 (2018). Reviewer: Dian K. Palagachev (Bari) MSC: 58J35 57R35 58C25 58J05 58J65 81S40 53Z05 PDFBibTeX XMLCite \textit{F. Bei} et al., in: Space -- time -- matter. Analytic and geometric structures. Berlin: De Gruyter. 349--416 (2018; Zbl 1421.58007)
Mohammed, Mogtaba A. Y.; Sango, Mamadou Homogenization of stochastic parabolic equations in varying domains. (English) Zbl 1405.60095 Schulz, Volker (ed.) et al., Shape optimization, homogenization and optimal control. DFG-AIMS workshop held at the AIMS Center Sénégal, Mbour, Sénégal, March 13–16, 2017. Cham: Birkhäuser (ISBN 978-3-319-90468-9/hbk; 978-3-319-90469-6/ebook). ISNM. International Series of Numerical Mathematics 169, 19-40 (2018). MSC: 60H15 35K58 PDFBibTeX XMLCite \textit{M. A. Y. Mohammed} and \textit{M. Sango}, ISNM, Int. Ser. Numer. Math. 169, 19--40 (2018; Zbl 1405.60095) Full Text: DOI
Ballew, Joshua Bose-Einstein condensation and global dynamics of solutions to a hyperbolic Kompaneets equation. (English) Zbl 1407.82056 Klingenberg, Christian (ed.) et al., Theory, numerics and applications of hyperbolic problems I, Aachen, Germany, August 2016. Cham: Springer. Springer Proc. Math. Stat. 236, 111-123 (2018). MSC: 82D10 82C10 35K57 35K55 35L60 35Q82 35Q20 82C31 81U10 PDFBibTeX XMLCite \textit{J. Ballew}, Springer Proc. Math. Stat. 236, 111--123 (2018; Zbl 1407.82056) Full Text: DOI
Barbu, Viorel Generalized solutions to nonlinear Fokker-Planck equations with linear drift. (English) Zbl 1406.35407 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 293-302 (2018). MSC: 35Q84 35K55 47H07 82C31 35B40 35A01 PDFBibTeX XMLCite \textit{V. Barbu}, Springer Proc. Math. Stat. 229, 293--302 (2018; Zbl 1406.35407) Full Text: DOI
Tölle, Jonas M. Estimates for nonlinear stochastic partial differential equations with gradient noise via Dirichlet forms. (English) Zbl 1405.35268 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 249-262 (2018). MSC: 35R60 35K55 35K92 60H15 PDFBibTeX XMLCite \textit{J. M. Tölle}, Springer Proc. Math. Stat. 229, 249--262 (2018; Zbl 1405.35268) Full Text: DOI
Denis, Clément; Funaki, Tadahisa; Yokoyama, Satoshi Curvature motion perturbed by a direction-dependent colored noise. (English) Zbl 1405.60090 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 177-200 (2018). MSC: 60H15 35K93 PDFBibTeX XMLCite \textit{C. Denis} et al., Springer Proc. Math. Stat. 229, 177--200 (2018; Zbl 1405.60090) Full Text: DOI
Brzeźniak, Zdzisław; Dhariwal, Gaurav; Hussain, Javed; Mariani, Mauro Stochastic and deterministic constrained partial differential equations. (English) Zbl 1405.60084 Eberle, Andreas (ed.) et al., Stochastic partial differential equations and related fields. In honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10–14, 2016. Cham: Springer (ISBN 978-3-319-74928-0/hbk; 978-3-319-74929-7/ebook). Springer Proceedings in Mathematics & Statistics 229, 133-146 (2018). MSC: 60H15 35K05 35K55 35Q30 35Q60 58J65 60J25 76M35 PDFBibTeX XMLCite \textit{Z. Brzeźniak} et al., Springer Proc. Math. Stat. 229, 133--146 (2018; Zbl 1405.60084) Full Text: DOI
Zimmermann, Aleksandra \(L^1\)-contraction and strong convergence of approximations for a pseudomonotone SPDE. (English) Zbl 1391.35441 López de Silanes, M. C. (ed.) et al., Fourteenth international conference Zaragoza-Pau on mathematics and its applications. Proceedings of the conference, Jaca, Spain, September 12–15, 2016. Zaragoza: Prensas de la Universidad de Zaragoza (ISBN 978-84-17358-00-6/pbk). Monografías Matemáticas “García de Galdeano” 41, 199-209 (2018). MSC: 35R60 35K92 60H15 PDFBibTeX XMLCite \textit{A. Zimmermann}, Monogr. Mat. García Galdeano 41, 199--209 (2018; Zbl 1391.35441)
Cosso, Andrea; Di Girolami, Cristina; Russo, Francesco Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. (English) Zbl 1415.60056 Budzban, Gregory (ed.) et al., Probability on algebraic and geometric structures. International research conference in honor of Philip Feinsilver, Salah-Eldin A. Mohammed, and Arunava Mukherjea, Southern Illinois University, Carbondale, IL, USA, June 5–7, 2014. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 668, 43-65 (2016). MSC: 60H05 60H30 35K10 35C99 PDFBibTeX XMLCite \textit{A. Cosso} et al., Contemp. Math. 668, 43--65 (2016; Zbl 1415.60056) Full Text: DOI arXiv
Vallet, Guy; Wittbold, Petra; Zimmermann, Aleksandra On a stochastic \(p(\omega,t,x)\)-Laplace equation. 2nd edition. (English) Zbl 1350.60062 Ahusborde, É. (ed.) et al., Thirteenth international conference Zaragoza-Pau on mathematics and its applications. Proceedings of the conference, Jaca, Spain, September 17–18, 2014. Zaragoza: Prensas de la Universidad de Zaragoza (ISBN 978-84-16515-68-4/pbk). Monografías Matemáticas “García de Galdeano” 40, 125-134 (2016). MSC: 60H15 35R60 35K92 46E30 PDFBibTeX XMLCite \textit{G. Vallet} et al., Monogr. Mat. García Galdeano 40, 125--134 (2016; Zbl 1350.60062)
Mueller, Carl Stochastic PDE from the point of view of particle systems and duality. (English) Zbl 1333.60141 Dalang, Robert C. (ed.) et al., Stochastic analysis: a series of lectures. Centre Interfacultaire Bernoulli, January–June 2012, École Polytechnique Fédérale Lausanne, Switzerland. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0908-5/hbk; 978-3-0348-0909-2/ebook). Progress in Probability 68, 271-295 (2015). MSC: 60H15 60K35 60J68 35R60 35K05 60-02 PDFBibTeX XMLCite \textit{C. Mueller}, Prog. Probab. 68, 271--295 (2015; Zbl 1333.60141) Full Text: DOI
Nagai, Hideo Robust estimates of certain large deviation probabilities for controlled semi-martingales. (English) Zbl 1325.60027 Chojnowska-Michalik, Anna (ed.) et al., Stochastic analysis. Special volume in honour of Jerzy Zabczyk. Selected papers based on the presentations at the Banach Center conference on stochastic analysis and control, Bȩdlewo, Poland, May 6–10, 2013. Warsaw: Polish Academy of Sciences, Institute of Mathematics (ISBN 978-83-86806-28-7/pbk). Banach Center Publications 105, 159-192 (2015). MSC: 60F10 60G48 60H10 60H20 93E20 91G80 91G10 35K55 35K10 PDFBibTeX XMLCite \textit{H. Nagai}, Banach Cent. Publ. 105, 159--192 (2015; Zbl 1325.60027) Full Text: DOI
Franchi, Jacques Small time asymptotics for an example of strictly hypoelliptic heat kernel. (English) Zbl 1390.60288 Donati-Martin, Catherine (ed.) et al., Séminaire de Probabilités XLVI. Cham: Springer (ISBN 978-3-319-11969-4/pbk; 978-3-319-11970-0/ebook). Lecture Notes in Mathematics 2123. Séminaire de Probabilités, 71-103 (2014). MSC: 60J60 58J35 58J65 PDFBibTeX XMLCite \textit{J. Franchi}, Lect. Notes Math. 2123, 71--103 (2014; Zbl 1390.60288) Full Text: DOI arXiv
Elworthy, David Decompositions of diffusion operators and related couplings. (English) Zbl 1387.58035 Crisan, Dan (ed.) et al., Stochastic analysis and applications 2014. In honour of Terry Lyons. Selected articles based on the presentations at the conference, Oxford, UK, September 23–27, 2013. Cham: Springer (ISBN 978-3-319-11291-6/hbk; 978-3-319-11292-3/ebook). Springer Proceedings in Mathematics & Statistics 100, 283-306 (2014). MSC: 58J65 53C12 58J35 PDFBibTeX XMLCite \textit{D. Elworthy}, Springer Proc. Math. Stat. 100, 283--306 (2014; Zbl 1387.58035) Full Text: DOI
Zambotti, Lorenzo [Hairer, Martin] The Kardar-Parisi-Zhang equation (after Martin Hairer). (L’équation de Kardar-Parisi-Zhang (d’après Martin Hairer).) (French) Zbl 1372.35387 Séminaire Bourbaki. Volume 2012/2013. Exposés 1059–1073. Avec table par noms d’auteurs de 1948/49 à 2012/13. Paris: Société Mathématique de France (SMF) (ISBN 978-2-85629-785-8/pbk). Astérisque 361, 251-269, Exp. No. 1066 (2014). MSC: 35R60 35-02 35B10 35B65 35K59 60H15 60K35 PDFBibTeX XMLCite \textit{L. Zambotti}, Astérisque 361, 251--269, Exp. No. 1066 (2014; Zbl 1372.35387)
Schwab, Christoph QMC Galerkin discretization of parametric operator equations. (English) Zbl 1302.65020 Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 613-629 (2013). MSC: 65C05 65N30 35J25 35J05 35R60 65N15 PDFBibTeX XMLCite \textit{C. Schwab}, Springer Proc. Math. Stat. 65, 613--629 (2013; Zbl 1302.65020) Full Text: DOI Link
Kovács, Mihály; Larsson, Stig; Urban, Karsten On wavelet-Galerkin methods for semilinear parabolic equations with additive noise. (English) Zbl 1302.65028 Dick, Josef (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2012. Proceedings of the 10th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Sydney, Australia, February 13–17, 2012. Berlin: Springer (ISBN 978-3-642-41094-9/hbk; 978-3-642-41095-6/ebook). Springer Proceedings in Mathematics & Statistics 65, 481-499 (2013). MSC: 65C30 60H15 60H35 35K05 35R60 35K58 65T60 65M60 65M15 PDFBibTeX XMLCite \textit{M. Kovács} et al., Springer Proc. Math. Stat. 65, 481--499 (2013; Zbl 1302.65028) Full Text: DOI arXiv Link
Davis, Mark; Lleo, Sébastien Jump-diffusion risk-sensitive benchmarked asset management. (English) Zbl 1292.91159 Gassmann, Horand I. (ed.) et al., Stochastic programming. Applications in finance, energy, planning and logistics. Based on the 12th international conference on stochastic programming (ICSP 12), Halifax, Ns, Canada, August, 2010. Hackensack, NJ: World Scientific (ISBN 978-981-4407-50-2/hbk; 978-981-4407-52-6/ebook). World Scientific Series in Finance 4, 97-127 (2013). MSC: 91G10 91G80 35R09 35Q91 60G51 60J75 93E20 PDFBibTeX XMLCite \textit{M. Davis} and \textit{S. Lleo}, World Sci. Ser. Finance 4, 97--127 (2013; Zbl 1292.91159)
Valdez, Adrian Roy L.; Vargiolu, Tiziano Optimal portfolio in a regime-switching model. (English) Zbl 1281.91146 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications VII. Centro Stefano Franscini, Ascona (Ticino), Switzerland, May 23–27, 2011. Basel: Birkhäuser/Springer (ISBN 978-3-0348-0544-5/hbk; 978-3-0348-0545-2/ebook). Progress in Probability 67, 435-449 (2013). MSC: 91G10 35K40 60H30 PDFBibTeX XMLCite \textit{A. R. L. Valdez} and \textit{T. Vargiolu}, Prog. Probab. 67, 435--449 (2013; Zbl 1281.91146) Full Text: DOI
Pacelli Bessa, Gregorio; Pigola, Stefano; Setti, Alberto G. Stochastic properties of Riemannian manifolds and applications to PDE’s. (English) Zbl 1272.58018 Picardello, Massimo A. (ed.), Trends in harmonic analysis. Selected papers of the conference on harmonic analysis, Rome, Italy, May 30–June 4, 2011. Berlin: Springer (ISBN 978-88-470-2852-4/hbk; 978-88-470-2853-1/ebook). Springer INdAM Series 3, 381-398 (2013). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 58J05 31B35 58J35 PDFBibTeX XMLCite \textit{G. Pacelli Bessa} et al., Springer INdAM Ser. 3, 381--398 (2013; Zbl 1272.58018) Full Text: DOI
Bär, Christian Renormalized integrals and a path integral formula for the heat kernel on a manifold. (English) Zbl 1317.58039 Aldana, Clara L. (ed.) et al., Analysis, geometry and quantum field theory. International conference in honor of Steve Rosenberg’s 60th birthday, Potsdam, Germany, September 26–30, 2011. Proceedings. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-9144-5/pbk). Contemporary Mathematics 584, 179-197 (2012). MSC: 58J65 58J35 47D08 81S40 PDFBibTeX XMLCite \textit{C. Bär}, Contemp. Math. 584, 179--197 (2012; Zbl 1317.58039) Full Text: DOI arXiv
Stehlíková, Beáta; Zíková, Zuzana A three-factor convergence model of interest rates. (English) Zbl 1278.91174 Handlovičová, Angela (ed.) et al., Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9–14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry (ISBN 978-80-227-3742-5/pbk). 95-104 (2012). MSC: 91G30 35Q91 35K15 PDFBibTeX XMLCite \textit{B. Stehlíková} and \textit{Z. Zíková}, in: Algoritmy 2012. 19th conference on scientific computing, Vysoké Tatry, Podbanské, Slovakia, September 9--14, 2012. Proceedings of contributed papers and posters. Bratislava: Slovak University of Technology, Faculty of Civil Engineering, Department of Mathematics and Descriptive Geometry. 95--104 (2012; Zbl 1278.91174)
Desch, Wolfgang; Londen, Stig-Olof Semilinear stochastic integral equations in \(L_{p}\). (English) Zbl 1272.60047 Escher, Joachim (ed.) et al., Parabolic problems. The Herbert Amann Festschrift. Based on the conference on nonlinear parabolic problems held in celebration of Herbert Amann’s 70th birthday at the Banach Center in Bȩdlewo, Poland, May 10–16, 2009. Basel: Birkhäuser (ISBN 978-3-0348-0074-7/hbk; 978-3-0348-0075-4/ebook). Progress in Nonlinear Differential Equations and Their Applications 80, 131-166 (2011). Reviewer: Maria Stolarczyk (Katowice) MSC: 60H20 60H15 45N05 PDFBibTeX XMLCite \textit{W. Desch} and \textit{S.-O. Londen}, Prog. Nonlinear Differ. Equ. Appl. 80, 131--166 (2011; Zbl 1272.60047) Full Text: DOI
Peng, Shige Backward stochastic differential equation, nonlinear expectation and their applications. (English) Zbl 1233.60031 Bhatia, Rajendra (ed.) et al., Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19–27, 2010. Vol. I: Plenary lectures and ceremonies. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency (ISBN 978-981-4324-30-4/set; 978-81-85931-08-3/hbk; 978-981-4324-31-1/hbk; 978-981-4324-35-9/ebook). 393-432 (2011). Reviewer: H. M. Mai (Berlin) MSC: 60H10 35K55 35R60 PDFBibTeX XMLCite \textit{S. Peng}, in: Proceedings of the international congress of mathematicians (ICM 2010), Hyderabad, India, August 19--27, 2010. Vol. I: Plenary lectures and ceremonies. Hackensack, NJ: World Scientific; New Delhi: Hindustan Book Agency. 393--432 (2011; Zbl 1233.60031) Full Text: Link
Grigor’yan, Alexander Heat kernels on metric measure spaces with regular volume growth. (English) Zbl 1217.58018 Ji, Lizhen (ed.) et al., Handbook of geometric analysis. No. 2. Somerville, MA: International Press; Beijing: Higher Education Press (ISBN 978-1-57146-204-6/pbk). Advanced Lectures in Mathematics (ALM) 13, 1-60 (2010). Reviewer: Chiung-Jue Sung (Hsinchu) MSC: 58J35 47D07 46E35 28A80 60G52 60J60 58J65 PDFBibTeX XMLCite \textit{A. Grigor'yan}, Adv. Lect. Math. (ALM) 13, 1--60 (2010; Zbl 1217.58018)
Byrnes, Christopher I.; Lindquist, Anders On the stability and instability of Padé approximants. (English) Zbl 1197.93064 Willems, Jan C. (ed.) et al., Perspectives in mathematical system theory, control, and signal processing. A Festschrift in honor of Yutaka Yamamoto on the occasion of his 60th birthday. Invited papers of the symposium, Kyoto, Japan, March 29–31, 2010. Berlin: Springer (ISBN 978-3-540-93917-7/pbk; 978-3-540-93918-4/ebook). Lecture Notes in Control and Information Sciences 398, 165-175 (2010). MSC: 93B11 93E15 93C20 35K20 PDFBibTeX XMLCite \textit{C. I. Byrnes} and \textit{A. Lindquist}, Lect. Notes Control Inf. Sci. 398, 165--175 (2010; Zbl 1197.93064) Full Text: DOI
Arnaudon, Marc; Thalmaier, Anton Li-Yau type gradient estimates and Harnack inequalities by stochastic analysis. (English) Zbl 1201.58023 Kotani, Motoko (ed.) et al., Probabilistic approach to geometry. Proceedings of the 1st international conference, Kyoto, Japan, 28th July – 8th August, 2008. Tokyo: Mathematical Society of Japan (MSJ) (ISBN 978-4-931469-58-7/hbk). Advanced Studies in Pure Mathematics 57, 29-48 (2010). Reviewer: Jean Picard (Aubière) MSC: 58J65 60H30 58J35 PDFBibTeX XMLCite \textit{M. Arnaudon} and \textit{A. Thalmaier}, Adv. Stud. Pure Math. 57, 29--48 (2010; Zbl 1201.58023) Full Text: arXiv
Akhmetov, D. R.; Lavrentiev, M. M. jun.; Spigler, R. Existence and uniqueness of classical solutions to certain nonlinear parabolic integrodifferential equations and applications. (English) Zbl 1181.45021 Begehr, H. G. W. (ed.) et al., More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25–30, 2005. Hackensack, NJ: World Scientific (ISBN 978-981-283-562-8/hbk). 737-746 (2009). MSC: 45K05 45G10 65R20 82C31 PDFBibTeX XMLCite \textit{D. R. Akhmetov} et al., in: More progresses in analysis. Proceedings of the 5th international ISAAC congress, Catania, Italy, July 25--30, 2005. Hackensack, NJ: World Scientific. 737--746 (2009; Zbl 1181.45021)
Company, Rafael; Jódar, Lucas; Ponsoda, Enrique Numerical solution of Black-Scholes option pricing with variable yield discrete dividend payment. (English) Zbl 1153.91476 Stettner, Łukasz (ed.), Advances in mathematics of finance. Contributed papers of the 2nd general AMaMeF (advanced mathematical methods of finance) conference and Banach Center conference on advances in mathematics of finance, Bȩdlewo, Poland, April 30–May 5, 2007. Warsaw: Polish Academy of Sciences, Institute of Mathematics. Banach Center Publications 83, 37-47 (2008). MSC: 91G60 60H10 35K15 91G20 PDFBibTeX XMLCite \textit{R. Company} et al., Banach Cent. Publ. 83, 37--47 (2008; Zbl 1153.91476)
du Toit, Jacques; Peskir, Goran Predicting the time of the ultimate maximum for Brownian motion with drift. (English) Zbl 1149.60311 Sarychev, Andrey (ed.) et al., Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10–14, 2007. Berlin: Springer (ISBN 978-3-540-69531-8/hbk). 95-112 (2008). MSC: 60G40 60J65 35R35 62M20 45G10 PDFBibTeX XMLCite \textit{J. du Toit} and \textit{G. Peskir}, in: Mathematical control theory and finance. Proceedings of the workshop, Lisbon, April 10--14, 2007. Berlin: Springer. 95--112 (2008; Zbl 1149.60311) Full Text: DOI
Ambrosio, Luigi; Savaré, Giuseppe Gradient flows of probability measures. (English) Zbl 1203.35002 Dafermos, C.M.(ed.) et al., Handbook of differential equations: Evolutionary equations. Vol. III. Amsterdam: Elsevier/North-Holland (ISBN 978-0-444-52848-3/hbk). Handbook of Differential Equations, 1-136 (2007). Reviewer: Roman Srzednicki (Kraków) MSC: 35-02 28A33 35K55 49-02 37B35 37A50 47J35 60B05 35Q84 PDFBibTeX XMLCite \textit{L. Ambrosio} and \textit{G. Savaré}, in: Handbook of differential equations: Evolutionary equations. Vol. III. Amsterdam: Elsevier/North-Holland. 1--136 (2007; Zbl 1203.35002)
Maticiuc, Lucian; Răşcanu, Aurel Backward stochastic generalized variational inequality. (English) Zbl 1168.60023 Cârjă, Ovidiu (ed.) et al., Applied analysis and differential equations. Selected papers from the international conference, “Al. I. Cuza” University of Iaşi, Iaşi, Romania, September 4–9, 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-594-5/hbk). 217-226 (2007). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60H15 35K85 PDFBibTeX XMLCite \textit{L. Maticiuc} and \textit{A. Răşcanu}, in: Applied analysis and differential equations. Selected papers from the international conference, ``Al. I. Cuza'' University of Iaşi, Iaşi, Romania, September 4--9, 2006. Hackensack, NJ: World Scientific. 217--226 (2007; Zbl 1168.60023)
Sazhenkov, S. A. Entropy solutions to a genuinely nonlinear ultraparabolic Kolmogorov-type equation. (English) Zbl 1131.82033 Aslam, M. Jamil (ed.) et al., Mathematical physics. Proceedings of the 12th regional conference, Islamabad, Pakistan, 27 March – 1 April 2006. Hackensack, NJ: World Scientific (ISBN 978-981-270-591-4/hbk). 47-52 (2007). MSC: 82C31 PDFBibTeX XMLCite \textit{S. A. Sazhenkov}, in: Mathematical physics. Proceedings of the 12th regional conference, Islamabad, Pakistan, 27 March -- 1 April 2006. Hackensack, NJ: World Scientific. 47--52 (2007; Zbl 1131.82033)
König, Wolfgang The parabolic Anderson model and its universality classes. (English) Zbl 1154.60054 Dawson, Donald A. (ed.) et al., Probability and mathematical physics. A volume in honor of Stanislav Molchanov. Proceedings of a conference in honor of Stanislav Molchanov’s 65th birthday, Montreal, Canada, June 27–July 1, 2005. Providence, RI: American Mathematical Society (AMS) (ISBN 978-0-8218-4089-4/pbk). CRM Proceedings and Lecture Notes 42, 283-298 (2007). Reviewer: Peter Mörters (Bath) MSC: 60H25 82C44 60F10 35B40 PDFBibTeX XMLCite \textit{W. König}, in: Probability and mathematical physics. A volume in honor of Stanislav Molchanov. Proceedings of a conference in honor of Stanislav Molchanov's 65th birthday, Montreal, Canada, June 27--July 1, 2005. Providence, RI: American Mathematical Society (AMS). 283--298 (2007; Zbl 1154.60054)
Aihara, S. I.; Bagchi, A. Parameter estimation of parabolic type factor model and empirical study of US Treasury bonds. (English) Zbl 1341.62072 Ceragioli, F. (ed.) et al., System modeling and optimization. Proceedings of the 22nd IFIP TC7 conference, July 18–22, 2005, Turin, Italy. New York, NY: Springer (ISBN 0-387-32774-6/hbk). IFIP, International Federation for Information Processing 199, 207-217 (2006). MSC: 62F10 62P05 PDFBibTeX XMLCite \textit{S. I. Aihara} and \textit{A. Bagchi}, IFIP, Int. Fed. Inf. Process. 199, 207--217 (2006; Zbl 1341.62072) Full Text: DOI
Larsson, Stig Semilinear parabolic partial differential equations: theory, approximation, and application. (English) Zbl 1197.35003 Ekhaguere, G. O. S. (ed.) et al., New trends in the mathematical and computer sciences. Papers from the international workshop on new trends in the mathematical and computer sciences with applications to real world problems, Covenant University, Ota, Nigeria, June 19–23, 2006. Lagos: International Centre for Mathematical & Computer Sciences (ICMCS) (ISBN 978-37246-2-2/pbk). Publications of the ICMCS 3, 153-194 (2006). Reviewer: Angela Handlovičová (Bratislava) MSC: 35-02 35K20 35A01 35K58 35R60 35B35 35B65 65M60 65M15 PDFBibTeX XMLCite \textit{S. Larsson}, Publ. ICMCS 3, 153--194 (2006; Zbl 1197.35003)
Lotosky, Sergey; Rozovskii, Boris Stochastic differential equations: a Wiener chaos approach. (English) Zbl 1178.60048 Kabanov, Yuri (ed.) et al., From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Allmost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9–15, 2005. Berlin: Springer (ISBN 3-540-30782-6/hbk). 433-506 (2006). MSC: 60H15 35R60 60H40 PDFBibTeX XMLCite \textit{S. Lotosky} and \textit{B. Rozovskii}, in: From stochastic calculus to mathematical finance. The Shiryaev Festschrift. Almost all papers based on the presentation at the second Bachelier colloquium on stochastic calculus and probability, Meatbief, France, January 9--15, 2005. Berlin: Springer. 433--506 (2006; Zbl 1178.60048) Full Text: DOI arXiv
Fine, Dana S. The heat kernel in low-dimensional quantum theories. (English) Zbl 1229.58022 Jorgenson, Jay (ed.) et al., The ubiquitous heat kernel. AMS special session, Boulder, CO, USA, October 2–4, 2003. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3698-6/pbk). Contemporary Mathematics 398, 83-91 (2006). MSC: 58J35 58J90 81Q60 81S20 81T13 PDFBibTeX XMLCite \textit{D. S. Fine}, Contemp. Math. 398, 83--91 (2006; Zbl 1229.58022)
Léandre, Rémi A geometrical hypoelliptic diffusion. (English) Zbl 1107.53022 Bureš, Jarolím (ed.) et al., Differential geometry and its applications. Proceedings of the 9th international conference on differential geometry and its applications, DGA 2004, Prague, Czech Republic, August 30–September 3, 2004. Prague: matfyzpress (ISBN 80-86732-63-0/pbk). 517-521 (2005). Reviewer: Peter B. Gilkey (Eugene) MSC: 53C17 58J65 58J35 PDFBibTeX XMLCite \textit{R. Léandre}, in: Differential geometry and its applications. Proceedings of the 9th international conference on differential geometry and its applications, DGA 2004, Prague, Czech Republic, August 30--September 3, 2004. Prague: matfyzpress. 517--521 (2005; Zbl 1107.53022)
Gärtner, Jürgen; König, Wolfgang The parabolic Anderson model. (English) Zbl 1111.82011 Deuschel, Jean-Dominique (ed.) et al., Interacting stochastic systems. Berlin: Springer (ISBN 3-540-23033-5/hbk). 153-179 (2005). MSC: 82B20 82C31 PDFBibTeX XMLCite \textit{J. Gärtner} and \textit{W. König}, in: Interacting stochastic systems. Berlin: Springer. 153--179 (2005; Zbl 1111.82011)
Shigekawa, Ichiro \(L^p\) multiplier theorem for the Hodge-Kodaira operator. (English) Zbl 1080.58024 Émery, Michel (ed.) et al., 38th seminar on probability. Dedicated Jacques Azéma on the occasion on his 65th birthday. Berlin: Springer (ISBN 3-540-23973-1/pbk). Lecture Notes in Mathematics 1857, 226-246 (2005). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J65 60H07 58J35 47B25 PDFBibTeX XMLCite \textit{I. Shigekawa}, Lect. Notes Math. 1857, 226--246 (2005; Zbl 1080.58024)
Theting, Thomas Gorm Numerical solution of Wick-stochastic partial differential equations. (English) Zbl 1106.65304 Albeverio, Sergio (ed.) et al., Proceedings of the international conference on stochastic analysis and applications, Hammamet, Tunesia, October 22–27, 2001. Dedicated to Professor Paul Kreé on the occasion of his 65th birthday. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-2467-3/hbk). 303-349 (2004). MSC: 65C30 60H15 60H35 60H40 35R60 65M60 65N30 PDFBibTeX XMLCite \textit{T. G. Theting}, in: Proceedings of the international conference on stochastic analysis and applications, Hammamet, Tunesia, October 22--27, 2001. Dedicated to Professor Paul Kreé on the occasion of his 65th birthday. Dordrecht: Kluwer Academic Publishers. 303--349 (2004; Zbl 1106.65304)
Belopolskaya, Yana Probabilistic approach to nonlinear parabolic and hyperbolic systems. (English) Zbl 1102.35334 Antonov, V. (ed.) et al., Longevity, aging and degradation models in reliability, public health, medicine and biology, LAD 2004. Selected papers from the first French-Russian conference, St. Petersburg, Russia, June 7–9, 2004. Vol. 2. St. Petersburg: St. Petersburg State Politechnical University (ISBN 5-7422-0638-0/hbk). 44 (2004). MSC: 35K55 35R60 35K15 PDFBibTeX XMLCite \textit{Y. Belopolskaya}, in: Longevity, aging and degradation models in reliability, public health, medicine and biology, LAD 2004. Selected papers from the first French-Russian conference, St. Petersburg, Russia, June 7--9, 2004. Vol. 2. St. Petersburg: St. Petersburg State Politechnical University. 44 (2004; Zbl 1102.35334)
Aida, Shigeki Precise Gaussian estimates of heat kernels on asymptotically flat Riemannian manifolds with poles. (English) Zbl 1160.58309 Albeverio, Sergio (ed.) et al., Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August – 3 September 2002. River Edge, NJ: World Scientific (ISBN 981-256-104-8/hbk). 1-19 (2004). MSC: 58J65 58J35 60J60 PDFBibTeX XMLCite \textit{S. Aida}, in: Recent developments in stochastic analysis and related topics. Proceedings of the first Sino-German conference on stochastic analysis (a satellite conference of ICM 2002), Beijing, China, 29 August -- 3 September 2002. River Edge, NJ: World Scientific. 1--19 (2004; Zbl 1160.58309)
Di Francesco, Marco; Markowich, Peter A. Entropy dissipation and Wasserstein metric methods for the viscous Burgers’ equation: Convergence to diffusive waves. (English) Zbl 1062.35111 Conca, Carlos (ed.) et al., Partial differential equations and inverse problems. Proceedings of the Pan-American Advanced Studies Institute on partial differential equations, nonlinear analysis and inverse problems, Santiago, Chile, January 6–18, 2003. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3448-7/pbk). Contemporary Mathematics 362, 145-165 (2004). MSC: 35Q53 35Q35 35B40 35K55 82C31 PDFBibTeX XMLCite \textit{M. Di Francesco} and \textit{P. A. Markowich}, Contemp. Math. 362, 145--165 (2004; Zbl 1062.35111)
Grigor’yan, Alexander Heat kernels and function theory on metric measure spaces. (English) Zbl 1048.58021 Auscher, Pascal (ed.) et al., Heat kernels and analysis on manifolds, graphs, and metric spaces. Lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs, April 16–July 13, 2002, Paris, France. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3383-9/pbk). Contemp. Math. 338, 143-172 (2003). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J35 58J65 60J35 PDFBibTeX XMLCite \textit{A. Grigor'yan}, Contemp. Math. 338, 143--172 (2003; Zbl 1048.58021)
Driver, Bruce K. Heat kernels measures and infinite dimensional analysis. (English) Zbl 1048.58020 Auscher, Pascal (ed.) et al., Heat kernels and analysis on manifolds, graphs, and metric spaces. Lecture notes from a quarter program on heat kernels, random walks, and analysis on manifolds and graphs, April 16–July 13, 2002, Paris, France. Providence, RI: American Mathematical Society (AMS) (ISBN 0-8218-3383-9/pbk). Contemp. Math. 338, 101-141 (2003). Reviewer: Jacques Franchi (Strasbourg) MSC: 58J35 60H07 81T08 58J65 PDFBibTeX XMLCite \textit{B. K. Driver}, Contemp. Math. 338, 101--141 (2003; Zbl 1048.58020)
Rosu, Ioanid; Stroock, Daniel W. On the derivation of the Black-Scholes formula. (English) Zbl 1062.91039 Azéma, J. (ed.) et al., 37th seminar on probability. Berlin: Springer (ISBN 3-540-20520-9/pbk). Lect. Notes Math. 1832, 399-414 (2003). MSC: 91G20 60H30 PDFBibTeX XMLCite \textit{I. Rosu} and \textit{D. W. Stroock}, Lect. Notes Math. 1832, 399--414 (2003; Zbl 1062.91039)
Delarue, François Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. (English) Zbl 1055.35029 Azéma, J. (ed.) et al., 37th seminar on probability. Berlin: Springer (ISBN 3-540-20520-9/pbk). Lect. Notes Math. 1832, 290-332 (2003). Reviewer: Kazuaki Taira (Tsukuba) MSC: 35B45 35K55 60H15 PDFBibTeX XMLCite \textit{F. Delarue}, Lect. Notes Math. 1832, 290--332 (2003; Zbl 1055.35029)
Mitchell, Jeffrey J. Asymptotic behavior in heat kernel analysis on manifolds. (English) Zbl 1031.58017 Kuo, Hui-Hsiung (ed.) et al., Finite and infinite dimensional analysis in honor of Leonard Gross. Proceedings of the AMS special session on analysis on infinite dimensional spaces, New Orleans, LA, USA, January 12-13, 2001. Providence, RI: American Mathematical Society (AMS). Contemp. Math. 317, 179-192 (2003). Reviewer: Dian K.Palagachev (Bari) MSC: 58J35 58J37 22E30 43A85 58J65 81R30 PDFBibTeX XMLCite \textit{J. J. Mitchell}, Contemp. Math. 317, 179--192 (2003; Zbl 1031.58017)
Cerrai, S. Classical solutions for Kolmogorov equations in Hilbert spaces. (English) Zbl 1050.35131 Dalang, Robert C. (ed.) et al., Seminar on stochastic analysis, random fields and applications III. Proceedings of the 3rd seminar, Ascona, Switzerland, September 20–24, 1999. Basel: Birkhäuser (ISBN 3-7643-6721-0/hbk). Prog. Probab. 52, 55-71 (2002). Reviewer: Andrzej Palczewski (Warszawa) MSC: 35R15 60H15 47F05 35K15 35J15 PDFBibTeX XMLCite \textit{S. Cerrai}, Prog. Probab. 52, 55--71 (2002; Zbl 1050.35131)
Peszat, Szymon SPDEs driven by a homogeneous Wiener process. (English) Zbl 1006.60060 Da Prato, Giuseppe (ed.) et al., Stochastic partial differential equations and applications. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 227, 417-427 (2002). Reviewer: Dirk Blömker (Aachen) MSC: 60H15 PDFBibTeX XMLCite \textit{S. Peszat}, Lect. Notes Pure Appl. Math. 227, 417--427 (2002; Zbl 1006.60060)
Coulhon, Thierry Random walks and geometry on infinite graphs. (English) Zbl 1063.60063 Ambrosio, Luigi (ed.) et al., Lecture notes on analysis in metric spaces. Papers from the international summer school, Trento, Italy, May 1999. Pisa: Scuola Normale Superiore. Appunti dei Corsi Tenuti da Docenti della Scuola, 5-36 (2000). Reviewer: Athanase Papadopoulos (Strasbourg) MSC: 60G50 58J65 58J35 PDFBibTeX XMLCite \textit{T. Coulhon}, in: Lecture notes on analysis in metric spaces. Papers from the international summer school, Trento, Italy, May 1999. Pisa: Scuola Normale Superiore. 5--36 (2000; Zbl 1063.60063)
Talay, Denis Discretization of stochastic differential equations. Application to simulation. Stochastic numerical methods for partial differential equations. (English) Zbl 0968.65005 Neittaanmäki, Pekka (ed.) et al., ENUMATH 99. Numerical mathematics and advanced applications. Proceedings of the 3rd European conference, Jyväskylä, Finland, July 26-30, 1999. Singapore: World Scientific. 72-86 (2000). MSC: 65C35 65C05 35K15 65M06 PDFBibTeX XMLCite \textit{D. Talay}, in: ENUMATH 99. Numerical mathematics and advanced applications. Proceedings of the 3rd European conference, Jyväskylä, Finland, July 26--30, 1999. Singapore: World Scientific. 72--86 (2000; Zbl 0968.65005)
Spichak, Stanislav; Stognij, Valerij One-dimensional Fokker-Planck equation invariant under four- and six-parametrical groups. (English) Zbl 1053.35053 Proceedings of the third international conference on symmetry in nonlinear mathematical physics, Kyiv, Ukraine, July 12–18, 1999. Part 1. Transl. from the Ukrainian. Kyiv: Institute of Mathematics of NAS of Ukraine (ISBN 966-02-1401-4/pt. 1; 966-02-1444-8/set). Proc. Inst. Math. Natl. Acad. Sci. Ukr., Math. Appl. 30(1), 204-209 (2000). Reviewer: A. N. Kochubei (Kyïv) MSC: 35K10 35A30 82C31 PDFBibTeX XMLCite \textit{S. Spichak} and \textit{V. Stognij}, in: Proceedings of the third international conference on symmetry in nonlinear mathematical physics, Kyiv, Ukraine, July 12--18, 1999. Part 1. Transl. from the Ukrainian. Kyiv: Institute of Mathematics of NAS of Ukraine. 204--209 (2000; Zbl 1053.35053)
Aihara, Shin Ichi; Bagchi, Arunabha A semigroup approach to the maximum likelihood state estimation of stochastic parabolic systems. (English) Zbl 0997.62064 Balakrishnan, A. V. (ed.), Semigroups of operators: theory and applications. Proceedings of the international conference in Newport Beach, CA, USA, December 14-18, 1998. Basel: Birkhäuser. Prog. Nonlinear Differ. Equ. Appl. 42, 1-14 (2000). MSC: 62M09 60H15 47D06 62M05 PDFBibTeX XMLCite \textit{S. I. Aihara} and \textit{A. Bagchi}, Prog. Nonlinear Differ. Equ. Appl. 42, 1--14 (2000; Zbl 0997.62064)
Athreya, Siva Monotonicity property for a class of semilinear partial differential equations. (English) Zbl 0956.60067 Azéma, J. (ed.) et al., Séminaire de Probabilités XXXIV. Berlin: Springer. Lect. Notes Math. 1729, 388-392 (2000). MSC: 60H15 PDFBibTeX XMLCite \textit{S. Athreya}, Lect. Notes Math. 1729, 388--392 (2000; Zbl 0956.60067) Full Text: arXiv Numdam EuDML
Coulhon, Thierry Analysis on infinite graphs with regular volume growth. (English) Zbl 0960.58021 Picardello, Massimo (ed.) et al., Random walks and discrete potential theory. Cortona 1997. Proceedings of the conference, Cortona, Italy, June 1997. Cambridge: Cambridge University Press. Symp. Math. 39, 165-187 (1999). Reviewer: Yuri E.Gliklikh (Voronezh) MSC: 58J65 58J35 PDFBibTeX XMLCite \textit{T. Coulhon}, Symp. Math. 39, 165--187 (1999; Zbl 0960.58021)
Zabczyk, J. Parabolic equations on Hilbert spaces. (English) Zbl 0942.35167 Krylov, N. V. et al., Stochastic PDE’s and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 1998. Berlin: Springer. Lect. Notes Math. 1715, 117-213 (1999). Reviewer: Markus Reiß (Berlin) MSC: 35R15 58J35 60H30 91B28 35K90 PDFBibTeX XMLCite \textit{J. Zabczyk}, Lect. Notes Math. 1715, 117--213 (1999; Zbl 0942.35167)
Russo, Francesco; Oberguggenberger, Michael White noise driven stochastic partial differential equations: Triviality and non-triviality. (English) Zbl 0937.35193 Grosser, Michael (ed.) et al., Nonlinear theory of generalized functions. Proceedings of the workshop on nonlinear theory of nonlinear functions, Erwin-Schrödinger-Institute, Vienna, Austria, October-December 1997. Boca Raton, FL: Chapman & Hall. Chapman Hall/CRC Res. Notes Math. 401, 315-333 (1999). Reviewer: S.Wedrychowicz (Rzeszów) MSC: 35R60 35K55 60H15 PDFBibTeX XMLCite \textit{F. Russo} and \textit{M. Oberguggenberger}, Chapman Hall/CRC Res. Notes Math. 401, 315--333 (1999; Zbl 0937.35193)
Hausenblas, Erika A Monte-Carlo method with inherent parallelism for numerical solving partial differential equations with boundary conditions. (English) Zbl 0931.65003 Zinterhof, Peter (ed.) et al., Parallel computation. 4th international ACPC conference including special tracks on Parallel numerics (ParNum ’99) and parallel computing in image processing, video processing, and multimedia. Salzburg, Austria, February 16–18, 1999. Proceedings. Berlin: Springer. Lect. Notes Comput. Sci. 1557, 117-126 (1999). MSC: 65C30 65M06 60H15 35R60 65C05 65Y05 PDFBibTeX XMLCite \textit{E. Hausenblas}, Lect. Notes Comput. Sci. 1557, 117--126 (1999; Zbl 0931.65003)
Pardoux, Étienne Backward stochastic differential equations and viscosity solutions of systems of semilinear parabolic and elliptic PDEs of second order. (English) Zbl 0893.60036 Decreusefond, Laurent (ed.) et al., Stochastic analysis and related topics VI. Proceedings of the 6th Oslo-Silivri workshop, Geilo, Norway, July 29–August 6, 1996. Boston, MA: Birkhäuser. Prog. Probab. 42, 79-127 (1998). Reviewer: R.Buckdahn (Brest) MSC: 60H15 PDFBibTeX XMLCite \textit{É. Pardoux}, Prog. Probab. 42, 79--127 (1998; Zbl 0893.60036)
El Karoui, N.; Pardoux, E.; Quenez, M. C. Reflected backward SDEs and American options. (English) Zbl 0898.90033 Rogers, L. C. G. (ed.) et al., Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Cambridge: Cambridge Univ. Press. 215-231 (1997). MSC: 91B24 60H15 91B28 35R60 60G40 35K85 PDFBibTeX XMLCite \textit{N. El Karoui} et al., in: Numerical methods in finance. Session at the Isaac Newton Institute, Cambridge, GB, 1995. Cambridge: Cambridge Univ. Press. 215--231 (1997; Zbl 0898.90033)
Hu, Ying Stability theorems and homogenization of nonlinear PDEs with periodic structures. (English) Zbl 0884.60055 El Karoui, Nicole (ed.) et al., Backward stochastic differential equations. Harlow: Longman. Pitman Res. Notes Math. Ser. 364, 193-205 (1997). Reviewer: A.Ya.Dorogovtsev (Kiev) MSC: 60H15 PDFBibTeX XMLCite \textit{Y. Hu}, Pitman Res. Notes Math. Ser. 364, 193--205 (1997; Zbl 0884.60055)
Stroock, Daniel W. An estimate on the Hessian of the heat kernel. (English) Zbl 0868.58075 Ikeda, N. (ed.) et al., Itô’s stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355-371 (1996). Reviewer: J.Picard (Aubière) MSC: 58J35 60H07 58J65 60H30 PDFBibTeX XMLCite \textit{D. W. Stroock}, in: Itô's stochastic calculus and probability theory. Tribute dedicated to Kiyosi Itô on the occasion of his 80th birthday. Tokyo: Springer. 355--371 (1996; Zbl 0868.58075)
Stroock, D. W.; Zeitouni, O. Variations on a theme by Bismut. (English) Zbl 0863.58065 Hommage à P. A. Meyer et J. Neveu. Paris: Société Mathématique de France, Astérisque. 236, 291-301 (1996). Reviewer: M.Biroli (Monza) MSC: 58J35 58J65 47D07 PDFBibTeX XMLCite \textit{D. W. Stroock} and \textit{O. Zeitouni}, in: Hommage à P. A. Meyer et J. Neveu. Paris: Société Mathématique de France. 291--301 (1996; Zbl 0863.58065)
Talay, Denis Probabilistic numerical methods for partial differential equations: Elements of analysis. (English) Zbl 0854.65116 Graham, C. (ed.) et al., Probabilistic models for nonlinear partial differential equations. Lectures given at the 1st session of the Centro Internazionale Matematico Estivo, Montecatini Terme, Italy, May 22-30, 1995. Berlin: Springer. Lect. Notes Math. 1627, 148-196 (1996). MSC: 65Z05 65R20 45K05 35Q53 65C05 35K57 35K55 65M15 PDFBibTeX XMLCite \textit{D. Talay}, Lect. Notes Math. 1627, 148--196 (1996; Zbl 0854.65116)
Thalmaier, A. Martingales on Riemannian manifolds and the nonlinear heat equation. (English) Zbl 0927.58020 Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 429-440 (1996). Reviewer: K.Kubilius (Vilnius) MSC: 58J65 58J35 PDFBibTeX XMLCite \textit{A. Thalmaier}, in: Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 429--440 (1996; Zbl 0927.58020)
Driver, Bruce K.; Hu, Yaozhong On heat kernel logarithmic Sobolev inequalities. (English) Zbl 0918.60039 Davies, I. M. (ed.) et al., Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 189-200 (1996). MSC: 60H07 47J20 58J35 PDFBibTeX XMLCite \textit{B. K. Driver} and \textit{Y. Hu}, in: Stochastic analysis and applications. Proceedings of the 5th Gregynog symposium, Gregynog, Powys, GB, July 9-14, 1995. Singapore: World Scientific. 189--200 (1996; Zbl 0918.60039)
Belopol’skaya, Ya. Quasilinear parabolic equations with small parameter in a Hilbert space. (English) Zbl 0836.35160 Uraltseva, N. N. (ed.), Nonlinear evolution equations. Providence, RI: American Mathematical Society. Transl., Ser. 2, Am. Math. Soc. 164 (22), 43-73 (1995). Reviewer: A.D.Borisenko (Kiev) MSC: 35R15 35K55 35R60 PDFBibTeX XMLCite \textit{Ya. Belopol'skaya}, Transl., Ser. 2, Am. Math. Soc. 164, 43--73 (1995; Zbl 0836.35160)
McGillivray, I. Recurrence for fractional powers of diffusion operators in terms of volume-growth. (English) Zbl 0839.58066 Demuth, M. (ed.) et al., Partial differential operators and mathematical physics. International conference in Holzhau, Germany, July 3-9, 1994. Basel: Birkhäuser Verlag. Oper. Theory, Adv. Appl. 78, 253-259 (1995). Reviewer: Yu.E.Gliklikh (Voronezh) MSC: 58J65 58J35 PDFBibTeX XMLCite \textit{I. McGillivray}, in: Partial differential operators and mathematical physics. International conference in Holzhau, Germany, July 3-9, 1994. Basel: Birkhäuser Verlag. 253--259 (1995; Zbl 0839.58066)
Zheng, Weian Diffusion processes on a Lipschitz Riemannian manifold and their applications. (English) Zbl 0824.60083 Cranston, Michael C. (ed.) et al., Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 57, 373-381 (1995). Reviewer: Ph.Biane (Paris) MSC: 60J60 60J65 60J35 58J65 58J35 PDFBibTeX XMLCite \textit{W. Zheng}, Proc. Symp. Pure Math. 57, 373--381 (1995; Zbl 0824.60083)
Grigor’yan, Alexander Heat kernel of a noncompact Riemannian manifold. (English) Zbl 0829.58041 Cranston, Michael C. (ed.) et al., Stochastic analysis. Proceedings of the Summer Research Institute on stochastic analysis, held at Cornell University, Ithaca, NY, USA, July 11-30, 1993. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 57, 239-263 (1995). Reviewer: B.Goldys (Kensington) MSC: 58J35 35B40 35K05 58J60 58J65 35K10 PDFBibTeX XMLCite \textit{A. Grigor'yan}, Proc. Symp. Pure Math. 57, 239--263 (1995; Zbl 0829.58041)
Mikulevicius, R.; Rozovskii, B. L. Soft solutions of linear parabolic SPDE’s and the Wiener chaos expansion. (English) Zbl 0815.60052 Kunita, Hiroshi (ed.) et al., Stochastic analysis on infinite dimensional spaces. Proceedings of the U.S.-Japan bilateral seminar, January 4-8, 1994, Baton Rouge, LA, USA. Harlow, Essex: Longman Scientific Technical. Pitman Res. Notes Math. Ser. 310, 211-220 (1994). Reviewer: A.D.Borisenko (Kiev) MSC: 60H15 PDFBibTeX XMLCite \textit{R. Mikulevicius} and \textit{B. L. Rozovskii}, Pitman Res. Notes Math. Ser. 310, 211--220 (1994; Zbl 0815.60052)
Mikulevičius, R.; Pragarauskas, H. On classical solutions of certain nonlinear integro-differential equations. (English) Zbl 0826.35052 Engelbert, Hans J. (ed.) et al., Stochastic processes and optimal control. Lectures presented at the 9th winterschool held in Friedrichroda, Germany, March 1-7, 1992. Montreux: Gordon and Breach Science Publishers. Stochastics Monogr. 7, 151-163 (1993). MSC: 35K55 45K05 60H30 PDFBibTeX XMLCite \textit{R. Mikulevičius} and \textit{H. Pragarauskas}, Stochastics Monogr. 7, 151--163 (1993; Zbl 0826.35052)
Ledoux, Michel Isoperimetric inequalities in analysis and probability. (Inégalités isopérimétriques en analyse et probabilités.) (French) Zbl 0809.60021 Séminaire Bourbaki. Volume 1992/93. Exposés 760-774. Paris: Société Mathématique de France, Astérisque. 216, 343-375 (Exp. No. 773) (1993). Reviewer: V.M.Kruglov (Moskva) MSC: 60E15 60G15 28A75 28C20 46B20 52A40 58J35 60B12 49R50 PDFBibTeX XMLCite \textit{M. Ledoux}, in: Séminaire Bourbaki. Volume 1992/93. Exposés 760-774 (de 1948/49 à 1992/93). Paris: Société Mathé\-ma\-tique de France. 343--375 (Exp. No. 773) (1993; Zbl 0809.60021) Full Text: Numdam EuDML Link
Elliott, Robert J.; Yang, Hailiang Forward and backward equations for an adjoint process. (English) Zbl 0803.60071 Cambanis, Stamatis (ed.) et al., Stochastic processes: a Festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag. 61-69 (1993). Reviewer: M.Jerschow (Essen) MSC: 60J27 60H15 49N30 93C41 PDFBibTeX XMLCite \textit{R. J. Elliott} and \textit{H. Yang}, in: Stochastic processes: a Festschrift in honour of Gopinath Kallianpur. New York: Springer-Verlag. 61--69 (1993; Zbl 0803.60071)
Chavel, Isaac; Feldman, Edgar A. Isoperimetric constants and large time heat diffusion in Riemannian manifolds. (English) Zbl 0788.58051 Greene, Robert (ed.) et al., Differential geometry. Part 3: Riemannian geometry. Proceedings of a summer research institute, held at the University of California, Los Angeles, CA, USA, July 8-28, 1990. Providence, RI: American Mathematical Society. Proc. Symp. Pure Math. 54, Part 3, 111-121 (1993). MSC: 58J35 53C20 58J65 31C15 PDFBibTeX XMLCite \textit{I. Chavel} and \textit{E. A. Feldman}, Proc. Symp. Pure Math. 54, 111--121 (1993; Zbl 0788.58051)
Blaquière, A.; Sigal-Pauchard, M. Stochastic control approach to the control of a forward parabolic equation, reciprocal process and minimum entropy. (English) Zbl 0798.93053 Curtain, R. F. (ed.) et al., Analysis and optimization of systems: state and frequency domain approaches for infinite-dimensional systems. Proceedings of the 10th international conference, Sophia-Antipolis, France, June 9-12, 1992. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 185, 476-488 (1993). Reviewer: D.Franke (Hamburg) MSC: 93E03 93C20 PDFBibTeX XMLCite \textit{A. Blaquière} and \textit{M. Sigal-Pauchard}, Lect. Notes Control Inf. Sci. 185, 476--488 (1993; Zbl 0798.93053)
Brzezniak, Z.; Flandoli, F. Regularity of solutions and random evolution operator for stochastic parabolic equations. (English) Zbl 0797.60048 Da Prato, G. (ed.) et al., Stochastic partial differential equations and applications. Proceedings of the third meeting on stochastic partial differential equations and applications held at Villa Madruzzo, Trento, Italy, January 1990. Harlow: Longman Scientific & Technical. Pitman Res. Notes Math. Ser. 268, 54-71 (1992). MSC: 60H15 PDFBibTeX XMLCite \textit{Z. Brzezniak} and \textit{F. Flandoli}, Pitman Res. Notes Math. Ser. 268, 54--71 (1992; Zbl 0797.60048)
Barlow, Martin Harmonic analysis on fractal spaces. (English) Zbl 0798.58079 Séminaire Bourbaki, Vol. 1991/92. Exposés 745-759 (avec table par noms d’auteurs de 1948/49 à 1991/92). Paris: Société Mathématique de France, Astérisque. 206, 345-368 (Exp. No. 755) (1992). Reviewer: S.Eloshvili (Tbilisi) MSC: 58J65 60J60 58J35 PDFBibTeX XMLCite \textit{M. Barlow}, in: Séminaire Bourbaki, volume 1991/92. Exposés 745-759 (avec table par noms d'auteurs de 1948/49 à 1991/92). Paris: Société Mathématique de France. 345--368 (Exp. No. 755) (1992; Zbl 0798.58079) Full Text: Numdam EuDML Link
Freidlin, Mark I. Semi-linear PDE’s and limit theorems for large deviations. (English) Zbl 0777.60025 Probabilités, Ec. d’Eté XX, Saint-Flour/Fr. 1990, Lect. Notes Math. 1527, 1-109 (1992). Reviewer: U.F.Schmock (Zürich) MSC: 60F10 60H10 35B40 35K57 35R60 PDFBibTeX XMLCite \textit{M. I. Freidlin}, Lect. Notes Math. 1527, 1--109 (1992; Zbl 0777.60025)
Pardoux, E.; Peng, S. Backward stochastic differential equations and quasilinear parabolic partial differential equations. (English) Zbl 0766.60079 Stochastic partial differential equations and their applications, Proc. IFIP Int. Conf., Charlotte/NC (USA) 1991, Lect. Notes Control Inf. Sci. 176, 200-217 (1992). Reviewer: S.Peng (Jinan) MSC: 60H15 60J60 PDFBibTeX XMLCite \textit{E. Pardoux} and \textit{S. Peng}, Lect. Notes Control Inf. Sci. 176, 200--217 (1992; Zbl 0766.60079)
Chow, Pao-Liu Stochastic analysis and quasilinear parabolic equations. (English) Zbl 0818.60049 Liu, Fon-Che (ed.) et al., Proceedings of the 1989 conference on nonlinear analysis, Academia Sinica, Taipei, Republic of China, 19-24 June, 1989. Singapore: World Scientific. 31-41 (1991). MSC: 60H15 35K57 PDFBibTeX XMLCite \textit{P.-L. Chow}, in: Proceedings of the 1989 conference on nonlinear analysis, Academia Sinica, Taipei, Republic of China, 19-24 June, 1989. Singapore: World Scientific. 31--41 (1991; Zbl 0818.60049)
Caraballo Garrido, Tomás Stability of nonlinear stochastic evolution equations. (Spanish. English summary) Zbl 0752.60050 Analysis, Proc. 15th Port.-Span. Meet. Math., Évora/Port. 1990, Vol. II, 95-100 (1991). MSC: 60H15 35K99 93E15 PDFBibTeX XMLCite \textit{T. Caraballo Garrido}, in: Análise. Actas de XV jornadas luso-espanholas de matemática, 3-7 de setembro, 1990, Vol. II. Évora (Portugal): Universidade de Évora. 95--100 (1991; Zbl 0752.60050)
Goldstein, Jerome A.; Lin, Chin-Yuan Parabolic problems with strong degeneracy at the spatial boundary. (English) Zbl 0766.60084 Semigroup theory and evolution equations, Proc. 2nd Int. Conf., Delft/Neth. 1989, Lect. Notes Pure Appl. Math. 135, 181-191 (1991). MSC: 60H99 60J35 PDFBibTeX XMLCite \textit{J. A. Goldstein} and \textit{C.-Y. Lin}, Lect. Notes Pure Appl. Math. 135, 181--191 (1991; Zbl 0766.60084)
Arede, Maria Teresa Heat kernels on Lie groups. (English) Zbl 0749.58055 Stochastic analysis and applications, Proc. 1st Lisbon Conf., Lisbon/Port. 1989, Prog. Probab. 26, 52-62 (1991). Reviewer: G.Popov (Sofia) MSC: 58J35 60H30 35K05 PDFBibTeX XMLCite \textit{M. T. Arede}, Prog. Probab. 26, 52--62 (1991; Zbl 0749.58055)
Gyöngy, István On stochastic partial differential equations. Results on approximations. (English) Zbl 0791.60046 Gerencsér, L. (ed.) et al., Topics in stochastic systems: modelling, estimation and adaptive control. Berlin: Springer-Verlag. Lect. Notes Control Inf. Sci. 161, 116-136 (1991). Reviewer: W.Grecksch (Halle) MSC: 60H15 60G35 PDFBibTeX XMLCite \textit{I. Gyöngy}, Lect. Notes Control Inf. Sci. 161, 116--136 (1991; Zbl 0791.60046)
Manthey, Ralf Weak approximation of a nonlinear stochastic partial differential equation. (English) Zbl 0746.60067 Random partial differential equations, Proc. Conf., Oberwolfach/Ger. 1989, ISNM 102, 139-148 (1991). Reviewer: R.Manthey MSC: 60H15 60H10 PDFBibTeX XMLCite \textit{R. Manthey}, in: Feynman-Kac semigroups in terms of signed smooth measures. . 139--148 (1991; Zbl 0746.60067)