Robeva, Raina S.; Pitt, Loren D. On the equality of sharp and germ \(\sigma\)-fields for Gaussian processes and fields. (English) Zbl 1524.60075 PLISKA, Stud. Math. Bulg. 16, 183-205 (2004). MSC: 60G15 31B25 60G60 60H15 PDFBibTeX XMLCite \textit{R. S. Robeva} and \textit{L. D. Pitt}, PLISKA, Stud. Math. Bulg. 16, 183--205 (2004; Zbl 1524.60075) Full Text: Link
Kolkovska, Ekaterina T. On a stochastic partial differential equation with a noisy term. (English) Zbl 1524.60143 PLISKA, Stud. Math. Bulg. 16, 89-99 (2004). MSC: 60H15 60H40 PDFBibTeX XMLCite \textit{E. T. Kolkovska}, PLISKA, Stud. Math. Bulg. 16, 89--99 (2004; Zbl 1524.60143) Full Text: Link
Santos, A.; Bedrikovetsky, P. Size exclusion during particle suspension transport in porous media: stochastic and averaged equations. (English) Zbl 1213.76209 Comput. Appl. Math. 23, No. 2-3, 259-284 (2004); erratum ibid. 24, No. 3, 491-495 (2005). MSC: 76S05 60H15 76M35 76T99 PDFBibTeX XMLCite \textit{A. Santos} and \textit{P. Bedrikovetsky}, Comput. Appl. Math. 23, No. 2--3, 259--284 (2004; Zbl 1213.76209) Full Text: Link
Glimm, James; Hou, Shuling; Lee, Yoon-Ha; Sharp, David H.; Ye, Kenny Sources of uncertainty and error in the simulation of flow in porous media. (English) Zbl 1213.60110 Comput. Appl. Math. 23, No. 2-3, 109-120 (2004). MSC: 60H30 62P30 35R60 PDFBibTeX XMLCite \textit{J. Glimm} et al., Comput. Appl. Math. 23, No. 2--3, 109--120 (2004; Zbl 1213.60110) Full Text: Link
Zähle, Henryk Stochastic heat equation and catalytic super-Brownian motion. (English) Zbl 1213.60014 Berlin: TU Berlin, Fakultät II, Mathematik und Naturwissenschaften (Diss.). 206 p. (2004). MSC: 60-02 60H15 60K40 PDFBibTeX XMLCite \textit{H. Zähle}, Stochastic heat equation and catalytic super-Brownian motion. Berlin: TU Berlin, Fakultät II, Mathematik und Naturwissenschaften (Diss.) (2004; Zbl 1213.60014) Full Text: Link
Bourgain, Jean; Wang, Wei-Min Anderson localization for time quasi-periodic random Schrödinger and wave equations. (English) Zbl 1233.82020 Commun. Math. Phys. 248, No. 3, 429-466 (2004). MSC: 82B44 35B15 35R60 47B80 47N50 PDFBibTeX XMLCite \textit{J. Bourgain} and \textit{W.-M. Wang}, Commun. Math. Phys. 248, No. 3, 429--466 (2004; Zbl 1233.82020) Full Text: DOI arXiv
Kumar, Sunil; Muthuraman, Kumar A numerical method for solving singular stochastic control problems. (English) Zbl 1165.49305 Oper. Res. 52, No. 4, 563-582 (2004). MSC: 49L20 35R60 65C30 91B28 93E20 PDFBibTeX XMLCite \textit{S. Kumar} and \textit{K. Muthuraman}, Oper. Res. 52, No. 4, 563--582 (2004; Zbl 1165.49305) Full Text: DOI
Chen, Bin White noise functional solutions of a Wick-type stochastic Fisher equation. (Chinese) Zbl 1160.60327 J. Nanjing Norm. Univ., Nat. Sci. Ed. 27, No. 4, 11-14 (2004). MSC: 60H40 35K55 35R60 PDFBibTeX XMLCite \textit{B. Chen}, J. Nanjing Norm. Univ., Nat. Sci. Ed. 27, No. 4, 11--14 (2004; Zbl 1160.60327)
Kuksin, Sergei B. The Eulerian limit for 2D statistical hydrodynamics. (English) Zbl 1157.76319 J. Stat. Phys. 115, No. 1-2, 469-492 (2004). MSC: 76D05 35Q30 35R60 60H40 76M35 PDFBibTeX XMLCite \textit{S. B. Kuksin}, J. Stat. Phys. 115, No. 1--2, 469--492 (2004; Zbl 1157.76319) Full Text: DOI
Da Prato, Giuseppe; Debussche, Arnaud Absolute continuity of the invariant measures for some stochastic PDEs. (English) Zbl 1157.60333 J. Stat. Phys. 115, No. 1-2, 451-468 (2004). MSC: 60H15 35B65 35R60 PDFBibTeX XMLCite \textit{G. Da Prato} and \textit{A. Debussche}, J. Stat. Phys. 115, No. 1--2, 451--468 (2004; Zbl 1157.60333) Full Text: DOI
Albeverio, S.; Mazzucchi, S. Some new developments in the theory of path integrals, with applications to quantum theory. (English) Zbl 1157.81324 J. Stat. Phys. 115, No. 1-2, 191-215 (2004). MSC: 81S40 58D30 60H15 60H40 PDFBibTeX XMLCite \textit{S. Albeverio} and \textit{S. Mazzucchi}, J. Stat. Phys. 115, No. 1--2, 191--215 (2004; Zbl 1157.81324) Full Text: DOI
Chushkin, V. A. On the solvability of the problem of optimizing a Fourier filter for a class of models of nonlinear optical systems with feedback. (Russian) Zbl 1154.93435 Berenzev, V. A. (ed.), Problems of modeling and analysis in decision making problems. Moscow: Rossiĭskaya Akademiya Nauk, Vychislitel’nyĭTsentr im. A. A. Dorodnitsyna (ISBN 5-201-09814-2/pbk). 123-135 (2004). MSC: 93E11 35K55 35R10 78A60 PDFBibTeX XMLCite \textit{V. A. Chushkin}, in: Вопросы моделирования и анализа в задачах принятия решений. Moscow: Rossiĭskaya Akademiya Nauk, Vychislitel'nyĭ Tsentr im. A. A. Dorodnitsyna. 123--135 (2004; Zbl 1154.93435)
Antoniouk, Alexander Val.; Antoniouk, Alexandra Vict. Nonlinear calculus of variations for differential flows on manifolds: geometrically correct introduction of covariant and stochastic variations. (English) Zbl 1152.58309 Ukr. Mat. Visn. 1, No. 4, 449-484 (2004) and in Ukr. Math. Bull. 1, No. 4, 453-488 (2004). MSC: 58J35 58J65 35K05 35R60 58E30 60H10 60H30 PDFBibTeX XMLCite \textit{A. Val. Antoniouk} and \textit{A. Vict. Antoniouk}, Ukr. Mat. Visn. 1, No. 4, 449--484 (2004; Zbl 1152.58309)
Makhno, S. Ya. Preservation of the convergence of solutions of stochastic equations under the perturbation of their coefficients. (Russian. English summary) Zbl 1152.60333 Ukr. Mat. Visn. 1, No. 2, 244-258 (2004); translation in Ukr. Math. Bull. 1, No. 2, 251-264 (2004). MSC: 60H20 60H15 PDFBibTeX XMLCite \textit{S. Ya. Makhno}, Ukr. Mat. Visn. 1, No. 2, 244--258 (2004; Zbl 1152.60333); translation in Ukr. Math. Bull. 1, No. 2, 251--264 (2004)
Grecksch, Wilfried Wong-Zakai approximation of fractional stochastic partial differential equation. (English) Zbl 1213.60104 Lassmann, Wolfgang (ed.) et al., Optimieren und entscheiden in der Wirtschaft. Gewidmet dem Nobelpreisträger Leonid W. Kantorowitsch. Mit seiner Nobelpreisrede vom Dezember 1975. Leipzig: Edition am Gutenbergplatz Leipzig (EAGLE) (ISBN 3-937219-13-7/pbk). EAGLE 13, 51-55 (2004). Reviewer: Dirk Blömker (Augsburg) MSC: 60H15 60H99 35R60 PDFBibTeX XMLCite \textit{W. Grecksch}, EAGLE 13, 51--55 (2004; Zbl 1213.60104)
Villarroel, Javier The stochastic Burger’s equation in Ito’s sense. (English) Zbl 1141.60354 Stud. Appl. Math. 112, No. 1, 87-100 (2004). MSC: 60H15 35Q35 35R60 PDFBibTeX XMLCite \textit{J. Villarroel}, Stud. Appl. Math. 112, No. 1, 87--100 (2004; Zbl 1141.60354) Full Text: DOI
Afouda, Abel; Lawin, Emmanuel A.; Lebel, Thierry A stochastic streamflow model based on a minimum energy expenditure concept. (English) Zbl 1417.86007 Govaerts, Jan (ed.) et al., Contemporary problems in mathematical physics. Proceedings of the third international workshop, Cotonou, Republic of Benin, November 1–7, 2003. Hackensack, NJ: World Scientific. 153-169 (2004). MSC: 86A10 35R60 60H10 60H30 PDFBibTeX XMLCite \textit{A. Afouda} et al., in: Contemporary problems in mathematical physics. Proceedings of the third international workshop, Cotonou, Republic of Benin, November 1--7, 2003. Hackensack, NJ: World Scientific. 153--169 (2004; Zbl 1417.86007) Full Text: DOI
Chueshov, Igor; Schmalfuss, Björn Parabolic stochastic partial differential equations with dynamical boundary conditions. (English) Zbl 1150.60032 Differ. Integral Equ. 17, No. 7-8, 751-780 (2004). Reviewer: Ivan Straškraba (Praha) MSC: 60H15 35Q30 37H10 47H10 PDFBibTeX XMLCite \textit{I. Chueshov} and \textit{B. Schmalfuss}, Differ. Integral Equ. 17, No. 7--8, 751--780 (2004; Zbl 1150.60032)
Xie, Yingchao Exact solutions for Wick-type stochastic coupled KdV equations. (English) Zbl 1138.35419 Phys. Lett., A 327, No. 2-3, 174-179 (2004). MSC: 35R60 35Q53 35C05 PDFBibTeX XMLCite \textit{Y. Xie}, Phys. Lett., A 327, No. 2--3, 174--179 (2004; Zbl 1138.35419) Full Text: DOI
Aurnhammer, Andreas; Marti, Kurt Real-time robust optimal trajectory planning of industrial robots. (English) Zbl 1137.93382 Marti, Kurt (ed.) et al., Dynamic stochastic optimization. Selected papers presented at the IFIP / IIASA / GAMM-workshop on “Dynamic stochastic optimization”, Laxenburg, Austria, March 11–14, 2002. Berlin: Springer (ISBN 3-540-40506-2/pbk). Lect. Notes Econ. Math. Syst. 532, 133-154 (2004). MSC: 93C85 49K20 93E20 PDFBibTeX XMLCite \textit{A. Aurnhammer} and \textit{K. Marti}, Lect. Notes Econ. Math. Syst. 532, 133--154 (2004; Zbl 1137.93382)
Logachev, A. V. On the polynomial rate of mixing for solutions of stochastic differential equations. (Russian. English summary) Zbl 1166.60319 Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 77-90 (2004). MSC: 60H15 PDFBibTeX XMLCite \textit{A. V. Logachev}, Prykl. Stat., Aktuarna Finans. Mat. 2004, No. 2, 77--90 (2004; Zbl 1166.60319)
Conlon, Joseph G. PDE with random coefficients and Euclidean field theory. (English) Zbl 1142.81353 J. Stat. Phys. 116, No. 1-4, 933-958 (2004). MSC: 81T08 35R60 PDFBibTeX XMLCite \textit{J. G. Conlon}, J. Stat. Phys. 116, No. 1--4, 933--958 (2004; Zbl 1142.81353) Full Text: DOI
Rincón, L. A. Path integral representation for the solution of a stochastic Schrödinger equation driven by a semimartingale. (English) Zbl 1172.60324 J. Interdiscip. Math. 7, No. 2, 183-204 (2004). MSC: 60H15 35R60 47D08 82B44 PDFBibTeX XMLCite \textit{L. A. Rincón}, J. Interdiscip. Math. 7, No. 2, 183--204 (2004; Zbl 1172.60324) Full Text: DOI
Bogachev, V. I.; Da Prato, G.; Röckner, M. Invariant measures of generalized stochastic porous medium equations. (English) Zbl 1282.60060 Dokl. Math. 69, No. 3, 321-325 (2004) and Dokl. Akad. Nauk, Ross. Akad. Nauk 396, No. 1, 7-11 (2004). MSC: 60H15 35R60 76S05 47D07 35K55 PDFBibTeX XMLCite \textit{V. I. Bogachev} et al., Dokl. Math. 69, No. 3, 321--325 (2004; Zbl 1282.60060)
Slyvka, G. I. Round membrane vibrations with random initial conditions. (Ukrainian. English summary) Zbl 1119.60303 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 9, 65-76 (2004). MSC: 60G20 35R60 PDFBibTeX XMLCite \textit{G. I. Slyvka}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. 9, 65--76 (2004; Zbl 1119.60303)
Bratus’, A. S.; Ivanova, A. P. Local solutions to the Hamilton-Jacobi-Bellman equation and their application to the problem of optimal control of vibrations of elastic distributed systems. (English, Russian) Zbl 1110.93391 J. Comput. Syst. Sci. Int. 43, No. 2, 189-197 (2004); translation from Izv. Akad. Nauk, Teor. Sist. Upr. 2004, No. 2, 34-42 (2004). MSC: 93E20 49L20 49L25 74H45 74M05 35R60 PDFBibTeX XMLCite \textit{A. S. Bratus'} and \textit{A. P. Ivanova}, J. Comput. Syst. Sci. Int. 43, No. 2, 189--197 (2004; Zbl 1110.93391); translation from Izv. Akad. Nauk, Teor. Sist. Upr. 2004, No. 2, 34--42 (2004)
Luo, Qi; Deng, Feigi; Bao, Jundong; Zhao, Birong; Fu, Yuli Stabilization of stochastic Hopfield neural network with distributed parameters. (English) Zbl 1187.35128 Sci. China, Ser. F 47, No. 6, 752-762 (2004). MSC: 35K57 35B35 35R60 37N25 62M45 82C32 PDFBibTeX XMLCite \textit{Q. Luo} et al., Sci. China, Ser. F 47, No. 6, 752--762 (2004; Zbl 1187.35128)
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)
Marinescu, Marinela; Vârsan, Constantin Stochastic Hamiltonians associated with finite dimensional nonlinear filters and non-smooth final value. (English) Zbl 1108.60056 Rev. Roum. Math. Pures Appl. 49, No. 1, 27-37 (2004). Reviewer: Toader Morozan (Bucureşti) MSC: 60H15 91G80 PDFBibTeX XMLCite \textit{M. Marinescu} and \textit{C. Vârsan}, Rev. Roum. Math. Pures Appl. 49, No. 1, 27--37 (2004; Zbl 1108.60056)
Luckhaus, Stephan; Triolo, Livio The continuum reaction-diffusion limit of a stochastic cellular growth model. (English) Zbl 1162.60346 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 15, No. 3-4, 215-223 (2004). MSC: 60K35 35K45 35K57 35R60 92C50 PDFBibTeX XMLCite \textit{S. Luckhaus} and \textit{L. Triolo}, Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 15, No. 3--4, 215--223 (2004; Zbl 1162.60346)
Caraballo, Tomás; Robinson, James C. Stabilisation of linear PDEs by Stratonovich noise. (English) Zbl 1157.60332 Syst. Control Lett. 53, No. 1, 41-50 (2004). MSC: 60H15 35R60 93D21 PDFBibTeX XMLCite \textit{T. Caraballo} and \textit{J. C. Robinson}, Syst. Control Lett. 53, No. 1, 41--50 (2004; Zbl 1157.60332) Full Text: DOI Link
Kozachenko, Yu. V.; Slyvka, G. I. Justification of the Fourier method for hyperbolic equations with random initial conditions. (Ukrainian, English) Zbl 1106.35152 Teor. Jmovirn. Mat. Stat. 69, 63-78 (2004); translation in Theory Probab. Math. Stat. 69, 67-83 (2004). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 35R60 35L20 60G35 42A16 PDFBibTeX XMLCite \textit{Yu. V. Kozachenko} and \textit{G. I. Slyvka}, Teor. Ĭmovirn. Mat. Stat. 69, 63--78 (2004; Zbl 1106.35152); translation in Theory Probab. Math. Stat. 69, 67--83 (2004) Full Text: Link
Nolen, James; Xin, Jack Min-max variational principle and front speeds in random shear flows. (English) Zbl 1107.35366 Methods Appl. Anal. 11, No. 4, 635-644 (2004). Reviewer: Messoud A. Efendiev (Berlin) MSC: 35K57 35R60 35B40 PDFBibTeX XMLCite \textit{J. Nolen} and \textit{J. Xin}, Methods Appl. Anal. 11, No. 4, 635--644 (2004; Zbl 1107.35366) Full Text: DOI arXiv
Achdou, Yves; Indragoby, Govindaraj; Pironneau, Olivier Volatility calibration with American options. (English) Zbl 1177.91121 Methods Appl. Anal. 11, No. 4, 533-556 (2004). MSC: 91G10 35R60 60H10 60H30 91G80 PDFBibTeX XMLCite \textit{Y. Achdou} et al., Methods Appl. Anal. 11, No. 4, 533--556 (2004; Zbl 1177.91121) Full Text: DOI
Berthelot, Christophe; Bossy, Mireille; Talay, Denis Numerical analysis and misspecifications in finance: from model risk to localization error estimates for nonlinear PDEs. (English) Zbl 1191.91052 Akahori, Jiro (ed.) et al., Stochastic processes and applications to mathematical finance. Proceedings of the Ritsumeikan international symposium, Kusatsu, Shiga, Japan, March 5–9, 2003. River Edge, NJ: World Scientific (ISBN 981-238-778-1/hbk). 1-25 (2004). MSC: 91G10 91G80 91B30 60H30 60H10 60H35 35R60 PDFBibTeX XMLCite \textit{C. Berthelot} et al., in: Stochastic processes and applications to mathematical finance. Proceedings of the Ritsumeikan international symposium, Kusatsu, Shiga, Japan, March 5--9, 2003. River Edge, NJ: World Scientific. 1--25 (2004; Zbl 1191.91052) Full Text: Link
Ye, Quanmin; Ding, Shijin Local smooth solution of one dimensional Landau-Lifshitz equations of antiferromagnets. (Chinese. English summary) Zbl 1101.35302 J. South China Norm. Univ., Nat. Sci. Ed. 2004, No. 2, 43-51 (2004). MSC: 35A07 35R60 PDFBibTeX XMLCite \textit{Q. Ye} and \textit{S. Ding}, J. South China Norm. Univ., Nat. Sci. Ed. 2004, No. 2, 43--51 (2004; Zbl 1101.35302)
Villarroel, J. Statistical study of Raman scattering in optical fibers affected by random conditions. (English) Zbl 1101.35392 Abdullaev, Fatkhulla Kh. (ed.) et al., Nonlinear waves: Classical and quantum aspects. Proceedings of the NATO advanced research workshop, Estoril, Portugal, July 13-17, 2003. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-2189-5/pbk; 1-4020-2188-7/hbk). NATO Science Series II: Mathematics, Physics and Chemistry 153, 381-388 (2004). MSC: 35Q60 35R60 78A45 PDFBibTeX XMLCite \textit{J. Villarroel}, NATO Sci. Ser. II, Math. Phys. Chem. 153, 381--388 (2004; Zbl 1101.35392)
De Lillo, Silvana; Sanchini, Giampaolo Stochastic effects on the Eckhaus equation. (English) Zbl 1099.35544 Abdullaev, Fatkhulla Kh. (ed.) et al., Nonlinear waves: Classical and quantum aspects. Proceedings of the NATO advanced research workshop, Estoril, Portugal, July 13-17, 2003. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-2189-5/pbk; 1-4020-2188-7/hbk). NATO Science Series II: Mathematics, Physics and Chemistry 153, 145-150 (2004). MSC: 35R60 35Q55 PDFBibTeX XMLCite \textit{S. De Lillo} and \textit{G. Sanchini}, NATO Sci. Ser. II, Math. Phys. Chem. 153, 145--150 (2004; Zbl 1099.35544)
Antoniouk, Alexandra Vict. Regularity properties of infinite-dimensional evolutions. (English) Zbl 1093.58505 Nikitin, A.G.(ed.) et al., Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23–29, 2003. Part 3. Kyïv: Institute of Mathematics of NAS of Ukraine (ISBN 966-02-3227-6). Proceedings of the Institute of Mathematics of the National Academy of Sciences of Ukraine. Mathematics and its Applications. 50(3), 1236-1243 (2004). Reviewer: I. Yehorchenko (Kyïv) MSC: 58J65 60H15 47H20 PDFBibTeX XMLCite \textit{A. Vict. Antoniouk}, in: Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23--29, 2003. Part 3. Kyïv: Institute of Mathematics of NAS of Ukraine. 1236--1243 (2004; Zbl 1093.58505)
Antoniouk, A. Val. Nonlinear symmetries of variational calculus and regularity properties of differential flows. (English) Zbl 1093.60040 Nikitin, A.G.(ed.) et al., Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23–29, 2003. Part 3. Kyïv: Institute of Mathematics of NAS of Ukraine (ISBN 966-02-3227-6). Proceedings of the Institute of Mathematics of the National Academy of Sciences of Ukraine. Mathematics and its Applications. 50(3), 1228-1235 (2004). Reviewer: I. Yehorchenko (Kyïv) MSC: 60H20 60H15 58J65 60H07 PDFBibTeX XMLCite \textit{A. Val. Antoniouk}, in: Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23--29, 2003. Part 3. Kyïv: Institute of Mathematics of NAS of Ukraine. 1228--1235 (2004; Zbl 1093.60040)
Gaeta, G. Symmetry of stochastic equations. (English) Zbl 1093.60030 Nikitin, A.G.(ed.) et al., Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23–29, 2003. Part 1. Kyïv: Institute of Mathematics of NAS of Ukraine (ISBN 966-02-3225-X). Proceedings of the Institute of Mathematics of the National Academy of Sciences of Ukraine. Mathematics and its Applications. 50(1), 98-109 (2004). Reviewer: S. V. Spichak (Kyïv) MSC: 60H10 82C31 58J70 34C14 35R60 PDFBibTeX XMLCite \textit{G. Gaeta}, in: Proceedings of the fifth international conference on symmetry in nonlinear mathematical physics, Kyïv, Ukraine, June 23--29, 2003. Part 1. Kyïv: Institute of Mathematics of NAS of Ukraine. 98--109 (2004; Zbl 1093.60030) Full Text: arXiv
Lefebvre, Mario First hitting time and place for the integrated geometric Brownian motion. (English) Zbl 1101.35082 Int. J. Differ. Equ. Appl. 9, No. 4, 365-374 (2004). MSC: 35R60 60J60 PDFBibTeX XMLCite \textit{M. Lefebvre}, Int. J. Differ. Equ. Appl. 9, No. 4, 365--374 (2004; Zbl 1101.35082)
Keese, Andreas Numerical solution of systems with stochastic uncertainties. A general purpose framework for stochastic finite elements. (English) Zbl 1096.60027 Braunschweiger Schriften zur Mechanik 57-2005. Braunschweig: Univ. Braunschweig, Institut für Wissenschaftliches Rechnen (Diss.). 194 p. (2004). MSC: 60H35 60H25 65C20 35R60 65M60 PDFBibTeX XMLCite \textit{A. Keese}, Numerical solution of systems with stochastic uncertainties. A general purpose framework for stochastic finite elements. Braunschweig: Univ. Braunschweig, Institut für Wissenschaftliches Rechnen (Diss.) (2004; Zbl 1096.60027) Full Text: Link
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)
Tindel, Samy; Viens, Frederi Convergence of a branching and interacting particle system to the solution of a nonlinear stochastic PDE. (English) Zbl 1088.60071 Random Oper. Stoch. Equ. 12, No. 2, 129-144 (2004). Reviewer: L. M. Sakhno (Kyïv) MSC: 60H15 60K35 65C35 PDFBibTeX XMLCite \textit{S. Tindel} and \textit{F. Viens}, Random Oper. Stoch. Equ. 12, No. 2, 129--144 (2004; Zbl 1088.60071) Full Text: DOI Link
Carmona, Rene; Grishin, Stanislav A.; Molchanov, Stanislav Asymptotics for the boundary parabolic Anderson problem in a half space. (English) Zbl 1093.35015 Random Oper. Stoch. Equ. 12, No. 2, 105-128 (2004). Reviewer: L. M. Sakhno (Kyïv) MSC: 35B40 60H25 60H15 35R60 35K20 82B44 PDFBibTeX XMLCite \textit{R. Carmona} et al., Random Oper. Stoch. Equ. 12, No. 2, 105--128 (2004; Zbl 1093.35015) Full Text: DOI
Knopova, Victoria Limit behaviour of the renormalized solution of the Airy equation with strongly dependent initial data. (English) Zbl 1088.60068 Random Oper. Stoch. Equ. 12, No. 1, 35-42 (2004). Reviewer: L. M. Sakhno (Kyïv) MSC: 60H15 35R60 15B33 65C40 60J22 35G10 60G17 60G20 PDFBibTeX XMLCite \textit{V. Knopova}, Random Oper. Stoch. Equ. 12, No. 1, 35--42 (2004; Zbl 1088.60068) Full Text: DOI
Tehranchi, Michael A note of invariant measures for HJM models. (English) Zbl 1088.60078 Finance Stoch. 9, No. 3, 389-398 (2004). Reviewer: Yuliya Mishura (Kyïv) MSC: 60H30 60B12 60H15 91G80 PDFBibTeX XMLCite \textit{M. Tehranchi}, Finance Stoch. 9, No. 3, 389--398 (2004; Zbl 1088.60078) Full Text: DOI
Perun, G. M. The Dirichlet problem for linear stochastic equation of parabolic type with continuous perturbations. (Ukrainian) Zbl 1087.35516 Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 160-165 (2004). Reviewer: R. K. Azimov (Andizhan) MSC: 35K20 35R60 60H15 PDFBibTeX XMLCite \textit{G. M. Perun}, Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 160--165 (2004; Zbl 1087.35516)
Antonyuk, A. Val. Nonlinear regularity estimates of differential flows on manifolds. (Ukrainian) Zbl 1085.60505 Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 63-71 (2004). Reviewer: A. N. Chernienko (Kyïv) MSC: 60H15 35K20 60K37 PDFBibTeX XMLCite \textit{A. Val. Antonyuk}, Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 63--71 (2004; Zbl 1085.60505)
Antonyuk, A. Vikt. Regular properties of semigroups, generated by nonlinear flows on manifolds. (Ukrainian) Zbl 1087.35515 Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 56-62 (2004). Reviewer: A. N. Chernienko (Kyïv) MSC: 35K20 60H15 58J35 PDFBibTeX XMLCite \textit{A. Vikt. Antonyuk}, Mat. Metody Fiz.-Mekh. Polya 47, No. 4, 56--62 (2004; Zbl 1087.35515)
Chernukha, O. Yu. Diffusion of an admixture in a randomly nonhomogeneous fibroid layer. (Ukrainian) Zbl 1122.76384 Mat. Metody Fiz.-Mekh. Polya 47, No. 2, 173-180 (2004). Reviewer: A. Ja. Olejnik (Kyïv) MSC: 76R50 45K05 76M35 76S05 PDFBibTeX XMLCite \textit{O. Yu. Chernukha}, Mat. Metody Fiz.-Mekh. Polya 47, No. 2, 173--180 (2004; Zbl 1122.76384)
Yasue, Ayako Bessel-like processes and SDE. (English) Zbl 1088.60061 J. Math. Kyoto Univ. 44, No. 4, 799-809 (2004). Reviewer: Makiko Nisio (Kobe) MSC: 60H10 60H15 35Q30 60G44 60J45 31C25 PDFBibTeX XMLCite \textit{A. Yasue}, J. Math. Kyoto Univ. 44, No. 4, 799--809 (2004; Zbl 1088.60061) Full Text: DOI
Sénéor, R. Global and perturbative approach to some equations of fluid dynamics. (English) Zbl 1085.60045 Vietnam J. Math. 32, Spec. Iss., 1-7 (2004). MSC: 60H15 76D05 76M35 35Q35 35R60 PDFBibTeX XMLCite \textit{R. Sénéor}, Vietnam J. Math. 32, 1--7 (2004; Zbl 1085.60045)
Attia, G. M.; El-Kalla, I. L.; Abd El-Monem, R. A. On the use and convergence of Adomian’s decomposition method applied to nonhomogeneous and nonlinear partial differential equations. (English) Zbl 1085.65097 Int. J. Differ. Equ. Appl. 9, No. 2, 153-168 (2004). MSC: 65M70 35G15 35K05 60H15 60H35 PDFBibTeX XMLCite \textit{G. M. Attia} et al., Int. J. Differ. Equ. Appl. 9, No. 2, 153--168 (2004; Zbl 1085.65097)
Méléard, Sylvie Stochastic particle approximations for two-dimensional Navier-Stokes equations. (English) Zbl 1107.76028 Maass, Alejandro (ed.) et al., Dynamics and randomness II. Lectures given at the 2nd conference, Santiago, Chile, December 9–13, 2002. Dordrecht: Kluwer Academic Publishers (ISBN 1-4020-1990-4/hbk). Nonlinear Phenomena and Complex Systems 10, 147-197 (2004). Reviewer: Yuri E. Gliklikh (Voronezh) MSC: 76D06 76M35 60H15 35Q30 PDFBibTeX XMLCite \textit{S. Méléard}, Nonlinear Phenom. Complex Syst. 10, 147--197 (2004; Zbl 1107.76028)
Li, Tiejun; Zhang, Pingwen; Zhou, Xiang Analysis of \(1+1\) dimensional stochastic models of liquid crystal polymer flows. (English) Zbl 1153.76320 Commun. Math. Sci. 2, No. 2, 295-316 (2004). MSC: 76A15 60H15 65C30 76M35 82D60 PDFBibTeX XMLCite \textit{T. Li} et al., Commun. Math. Sci. 2, No. 2, 295--316 (2004; Zbl 1153.76320) Full Text: DOI Euclid
Shirikyan, Armen Exponential mixing for 2D Navier-Stokes equations perturbed by an unbounded noise. (English) Zbl 1095.35032 J. Math. Fluid Mech. 6, No. 2, 169-193 (2004). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 35Q30 35R60 60H15 60J05 PDFBibTeX XMLCite \textit{A. Shirikyan}, J. Math. Fluid Mech. 6, No. 2, 169--193 (2004; Zbl 1095.35032) Full Text: DOI
Al-Hussein, Abdulrahman Backward stochastic differential equations in infinite dimensions and applications. (English) Zbl 1087.60044 Arab J. Math. Sci. 10, No. 2, 1-42 (2004). Reviewer: Maria Stolarczyk (Katowice) MSC: 60H10 60H30 35K55 PDFBibTeX XMLCite \textit{A. Al-Hussein}, Arab J. Math. Sci. 10, No. 2, 1--42 (2004; Zbl 1087.60044)
Bal, Guillaume; Ryzhik, Lenya Time splitting for the Liouville equation in a random medium. (English) Zbl 1082.65093 Commun. Math. Sci. 2, No. 3, 515-534 (2004). MSC: 65M20 65M12 60F05 60H15 35L60 65C30 PDFBibTeX XMLCite \textit{G. Bal} and \textit{L. Ryzhik}, Commun. Math. Sci. 2, No. 3, 515--534 (2004; Zbl 1082.65093) Full Text: DOI
Kurtz, Thomas G.; Xiong, Jie A stochastic evolution equation arising from the fluctuations of a class of interacting particle systems. (English) Zbl 1087.60050 Commun. Math. Sci. 2, No. 3, 325-358 (2004). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 60H35 60B12 60F17 60F25 60H10 93E11 PDFBibTeX XMLCite \textit{T. G. Kurtz} and \textit{J. Xiong}, Commun. Math. Sci. 2, No. 3, 325--358 (2004; Zbl 1087.60050) Full Text: DOI
Stuart, Andrew M.; Voss, Jochen; Wiberg, Petter Conditional path sampling of SDEs and the Langevin MCMC method. (English) Zbl 1082.65004 Commun. Math. Sci. 2, No. 4, 685-697 (2004). MSC: 65C05 65C30 60H15 65C60 62D05 PDFBibTeX XMLCite \textit{A. M. Stuart} et al., Commun. Math. Sci. 2, No. 4, 685--697 (2004; Zbl 1082.65004) Full Text: DOI
Proske, Frank The stochastic transport equation driven by Lévy white noise. (English) Zbl 1083.60059 Commun. Math. Sci. 2, No. 4, 627-641 (2004). Reviewer: George Stoica (Saint John) MSC: 60H40 60H15 PDFBibTeX XMLCite \textit{F. Proske}, Commun. Math. Sci. 2, No. 4, 627--641 (2004; Zbl 1083.60059) Full Text: DOI
Gianni, Roberto; Mannucci, Paola Mathematical study of a parabolic system describing the evolution of the solar magnetic field. (English) Zbl 1084.35030 Rend. Ist. Mat. Univ. Trieste 36, No. 1-2, 65-83 (2004). MSC: 35K50 35B10 35K55 35R60 PDFBibTeX XMLCite \textit{R. Gianni} and \textit{P. Mannucci}, Rend. Ist. Mat. Univ. Trieste 36, No. 1--2, 65--83 (2004; Zbl 1084.35030)
Markov, Konstantin; Ilieva, Keranka A generalization of the Voigt-Reuss bounds for a binary medium. (English) Zbl 1092.74040 God. Sofij. Univ., Fak. Mat. Inform. 95, 153-162 (2004). MSC: 74Q20 60G60 60H15 74E35 PDFBibTeX XMLCite \textit{K. Markov} and \textit{K. Ilieva}, God. Sofiĭ. Univ., Fak. Mat. Inform. 95, 153--162 (2004; Zbl 1092.74040)
Kouritzin, Michael A.; Long, Hongwei; Sun, Wei Markov chain approximations to filtering equations for reflecting diffusion processes. (English) Zbl 1075.60033 Stochastic Processes Appl. 110, No. 2, 275-294 (2004). Reviewer: Bohdan Maslowski (Praha) MSC: 60G35 60H15 PDFBibTeX XMLCite \textit{M. A. Kouritzin} et al., Stochastic Processes Appl. 110, No. 2, 275--294 (2004; Zbl 1075.60033) Full Text: DOI
Gugg, Christoph; Duan, Jinqiao A Markov jump process approximation of the stochastic Burgers equation. (English) Zbl 1095.35082 Stoch. Dyn. 4, No. 2, 245-264 (2004). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 35R60 60H15 82C22 PDFBibTeX XMLCite \textit{C. Gugg} and \textit{J. Duan}, Stoch. Dyn. 4, No. 2, 245--264 (2004; Zbl 1095.35082) Full Text: DOI arXiv
Allouba, H.; Langa, J. A. Semimartingale attractors for Allen-Cahn SPDEs driven by space-time white noise. I: Existence and finite dimensional asymptotic behavior. (English) Zbl 1078.60046 Stoch. Dyn. 4, No. 2, 223-244 (2004). MSC: 60H15 35B41 35R60 60G48 PDFBibTeX XMLCite \textit{H. Allouba} and \textit{J. A. Langa}, Stoch. Dyn. 4, No. 2, 223--244 (2004; Zbl 1078.60046) Full Text: DOI arXiv
Nualart, David; Ouknine, Youssef Regularization of quasilinear heat equations by a fractional noise. (English) Zbl 1080.60065 Stoch. Dyn. 4, No. 2, 201-221 (2004). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60G18 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{Y. Ouknine}, Stoch. Dyn. 4, No. 2, 201--221 (2004; Zbl 1080.60065) Full Text: DOI
Gao, Hongjun; Duan, Jinqiao Dynamics of a coupled atmosphere-ocean model. (English) Zbl 1087.35048 Nonlinear Anal., Real World Appl. 5, No. 4, 667-693 (2004). Reviewer: Lahcen Maniar (Marrakech) MSC: 35K35 37L30 37N10 60H15 76U05 86A05 86A10 34D35 PDFBibTeX XMLCite \textit{H. Gao} and \textit{J. Duan}, Nonlinear Anal., Real World Appl. 5, No. 4, 667--693 (2004; Zbl 1087.35048) Full Text: DOI arXiv
Ouerdiane, Habib On the stochastic transport equation of convolution type. (English) Zbl 1085.60044 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). 384-398 (2004). Reviewer: Sabir R. Umarov (Albuquerque) MSC: 60H15 46F25 35D05 PDFBibTeX XMLCite \textit{H. Ouerdiane}, 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. 384--398 (2004; Zbl 1085.60044)
Lototsky, S. V. Optimal filtering of stochastic parabolic equations. (English) Zbl 1077.60032 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). 330-353 (2004). MSC: 60G35 60H15 62M20 PDFBibTeX XMLCite \textit{S. V. Lototsky}, 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. 330--353 (2004; Zbl 1077.60032)
Brzeźniak, Zdzislaw; Li, Yuhong Asymptotic behaviour of solutions to the 2D stochastic Navier-Stokes equations in unbounded domains – new developments. (English) Zbl 1087.60048 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). 78-111 (2004). Reviewer: Sabir R. Umarov (Albuquerque) MSC: 60H15 35Q30 60H30 37H10 76D06 PDFBibTeX XMLCite \textit{Z. Brzeźniak} and \textit{Y. Li}, 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. 78--111 (2004; Zbl 1087.60048)
Blömker, Dirk; Gugg, Christoph Thin-film-growth-models: on local solutions. (English) Zbl 1080.60063 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). 66-77 (2004). Reviewer: Tomasz Bojdecki (Warszawa) MSC: 60H15 82D99 PDFBibTeX XMLCite \textit{D. Blömker} and \textit{C. Gugg}, 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. 66--77 (2004; Zbl 1080.60063)
Fannjiang, Albert C.; Solna, Knut Scaling limits for beam wave propagation in atmospheric turbulence. (English) Zbl 1114.86001 Stoch. Dyn. 4, No. 1, 135-151 (2004). MSC: 86A10 35J05 35Q40 35R60 60H40 PDFBibTeX XMLCite \textit{A. C. Fannjiang} and \textit{K. Solna}, Stoch. Dyn. 4, No. 1, 135--151 (2004; Zbl 1114.86001) Full Text: DOI arXiv
Luo, Qi; Deng, Feiqi; Bao, Jundong Sufficient and necessary conditions of stability of linear stochastic reaction diffusion systems. Published as an added volume to DCDIS Series A: Mathematical Analysis. (English) Zbl 1131.93053 Liu, Xinzhi (ed.) et al., Impulsive dynamical systems and applications. Proceedings of the 1st international conference, Shanghai, China, August 7–9, 2004. Waterloo: Watam Press. 199-205 (2004). Reviewer: Vjatscheslav Vasiliev (Tomsk) MSC: 93E15 93D05 60H10 60H15 PDFBibTeX XMLCite \textit{Q. Luo} et al., in: Impulsive dynamical systems and applications. Proceedings of the 1st international conference, Shanghai, China, August 7--9, 2004. Waterloo: Watam Press. 199--205 (2004; Zbl 1131.93053)
Deng, Feiqi; Luo, Qi; Bao, Jundong Boundedness of solution of reaction-diffusion systems with random coefficients. Published as an added volume to DCDIS Series A: Mathematical Analysis. (English) Zbl 1135.60322 Liu, Xinzhi (ed.) et al., Impulsive dynamical systems and applications. Proceedings of the 1st international conference, Shanghai, China, August 7–9, 2004. Waterloo: Watam Press. 139-144 (2004). MSC: 60H15 35B45 35K57 35R60 PDFBibTeX XMLCite \textit{F. Deng} et al., in: Impulsive dynamical systems and applications. Proceedings of the 1st international conference, Shanghai, China, August 7--9, 2004. Waterloo: Watam Press. 139--144 (2004; Zbl 1135.60322)
Da Prato, Giuseppe; Barbu, Viorel; Debussche, Arnaud Essential \(m\)-dissipativity of Kolmogorov operators corresponding to periodic 2D-Navier Stokes equations. (English) Zbl 1096.35126 Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 15, No. 1, 29-38 (2004). Reviewer: George Stoica (Saint John) MSC: 35R60 60H15 35Q30 PDFBibTeX XMLCite \textit{G. Da Prato} et al., Atti Accad. Naz. Lincei, Cl. Sci. Fis. Mat. Nat., IX. Ser., Rend. Lincei, Mat. Appl. 15, No. 1, 29--38 (2004; Zbl 1096.35126)
Wu, Zhen; Yu, Zhiyong Fully coupled forward-backward stochastic differential equations and related partial differential equation systems. (Chinese. English summary) Zbl 1073.60065 Chin. Ann. Math., Ser. A 25, No. 4, 457-468 (2004). MSC: 60H10 35K45 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Z. Yu}, Chin. Ann. Math., Ser. A 25, No. 4, 457--468 (2004; Zbl 1073.60065)
Gasanenko, V. A.; Roitman, A. B. Rarefaction of moving diffusion particles. (Russian, English) Zbl 1075.60066 Ukr. Mat. Zh. 56, No. 5, 691-694 (2004); translation in Ukr. Math. J. 56, No. 5, 835-839 (2004). MSC: 60H10 60J50 35R60 76R50 PDFBibTeX XMLCite \textit{V. A. Gasanenko} and \textit{A. B. Roitman}, Ukr. Mat. Zh. 56, No. 5, 691--694 (2004; Zbl 1075.60066); translation in Ukr. Math. J. 56, No. 5, 835--839 (2004) Full Text: DOI
Dovgaj, B. V. Justification of the Fourier method for nonhomogeneous hyperbolic equation with random right-hand side. (Ukrainian, English) Zbl 1075.60076 Ukr. Mat. Zh. 56, No. 5, 616-624 (2004); translation in Ukr. Math. J. 56, No. 5, 741-752 (2004). MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{B. V. Dovgaj}, Ukr. Mat. Zh. 56, No. 5, 616--624 (2004; Zbl 1075.60076); translation in Ukr. Math. J. 56, No. 5, 741--752 (2004)
Kulinich, G. L.; Kushnirenko, S. V. On the stabilization of a solution of the Cauchy problem for a class of integro-differential equations. (Ukrainian, English) Zbl 1075.60083 Ukr. Mat. Zh. 56, No. 12, 1699-1706 (2004); translation in Ukr. Math. J. 56, No. 12, 2007-2016 (2004). Reviewer: A. N. Kochubei (Kyïv) MSC: 60H30 35K99 45K05 60J35 PDFBibTeX XMLCite \textit{G. L. Kulinich} and \textit{S. V. Kushnirenko}, Ukr. Mat. Zh. 56, No. 12, 1699--1706 (2004; Zbl 1075.60083); translation in Ukr. Math. J. 56, No. 12, 2007--2016 (2004) Full Text: DOI
Yan, Yubin Semidiscrete Galerkin approximation for a linear stochastic parabolic partial differential equation driven by an additive noise. (English) Zbl 1080.65006 BIT 44, No. 4, 829-847 (2004). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H15 65M60 65M15 60H35 65M20 PDFBibTeX XMLCite \textit{Y. Yan}, BIT 44, No. 4, 829--847 (2004; Zbl 1080.65006) Full Text: DOI
Kurkina, E. S.; Semendyaeva, N. L. The study of oscillatory modes in a stochastic model of a heterogeneous catalytic reaction. (Russian, English) Zbl 1079.34036 Zh. Vychisl. Mat. Mat. Fiz. 44, No. 10, 1808-1823 (2004); translation in Comput. Math. Math. Phys. 44, No. 10, 1721-1735 (2004). MSC: 34C60 35Q35 90C40 80A30 92E99 34F05 60F10 60H15 PDFBibTeX XMLCite \textit{E. S. Kurkina} and \textit{N. L. Semendyaeva}, Zh. Vychisl. Mat. Mat. Fiz. 44, No. 10, 1808--1823 (2004; Zbl 1079.34036); translation in Comput. Math. Math. Phys. 44, No. 10, 1721--1735 (2004)
Barbu, Viorel; Da Prato, Giuseppe; Debussche, Arnaud The Kolmogorov equation associated to the stochastic Navier-Stokes equations in 2D. (English) Zbl 1085.60041 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 7, No. 2, 163-182 (2004). Reviewer: Michael Röckner (Bielefeld) MSC: 60H15 35Q30 35R60 76D05 76M35 PDFBibTeX XMLCite \textit{V. Barbu} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 7, No. 2, 163--182 (2004; Zbl 1085.60041) Full Text: DOI
Matache, Ana-Maria; von Petersdorff, Tobias; Schwab, Christoph Fast deterministic pricing of options on Lévy driven assets. (English) Zbl 1072.60052 M2AN, Math. Model. Numer. Anal. 38, No. 1, 37-71 (2004). MSC: 60H30 60G51 60H15 60J75 65M60 65T60 91G20 PDFBibTeX XMLCite \textit{A.-M. Matache} et al., M2AN, Math. Model. Numer. Anal. 38, No. 1, 37--71 (2004; Zbl 1072.60052) Full Text: DOI Numdam EuDML
Kapustyan, A. V. A random attractor of a stochastically perturbed evolution inclusion. (English. Russian original) Zbl 1080.37060 Differ. Equ. 40, No. 10, 1383-1388 (2004); translation from Differ. Uravn. 40, No. 10, 1314-1318 (2004). Reviewer: Hans Crauel (Ilmenau) MSC: 37H10 34A60 34G25 35R60 35R70 37L55 60H40 PDFBibTeX XMLCite \textit{A. V. Kapustyan}, Differ. Equ. 40, No. 10, 1383--1388 (2004; Zbl 1080.37060); translation from Differ. Uravn. 40, No. 10, 1314--1318 (2004) Full Text: DOI
Gevorkyan, A. S. Exactly solvable models of stochastic quantum mechanics within the framework of Langevin-Schrödinger type equations. (English) Zbl 1078.81046 Barsegian, Grigor A. (ed.) et al., Topics in analysis and its applications. Proceedings of the NATO Advanced Research Workshop, Yerevan, Armenia, September, 22–25, 2002. Boston, MA: Kluwer Academic Publishers (ISBN 1-4020-2063-5/pbk; 1-4020-2062-7/hbk). NATO Science Series II: Mathematics, Physics and Chemistry 147, 415-442 (2004). Reviewer: Stanisław Wedrychowicz (Rzeszów) MSC: 81S25 74A15 60H15 82C31 35R60 81S20 PDFBibTeX XMLCite \textit{A. S. Gevorkyan}, NATO Sci. Ser. II, Math. Phys. Chem. 147, 415--442 (2004; Zbl 1078.81046) Full Text: DOI
Kim, Kyeong-Hun \(L_{q}\) (\(L_{p}\)) theory and Hölder estimates for parabolic SPDEs. (English) Zbl 1078.60050 Stochastic Processes Appl. 114, No. 2, 313-330 (2004). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35R60 35B65 PDFBibTeX XMLCite \textit{K.-H. Kim}, Stochastic Processes Appl. 114, No. 2, 313--330 (2004; Zbl 1078.60050) Full Text: DOI
Albeverio, Sergio; Lytvynov, Eugene; Mahnig, Andrea A model of the term structure of interest rates based on Lévy fields. (English) Zbl 1151.91471 Stochastic Processes Appl. 114, No. 2, 251-263 (2004). MSC: 91B28 60J75 60H15 60G51 PDFBibTeX XMLCite \textit{S. Albeverio} et al., Stochastic Processes Appl. 114, No. 2, 251--263 (2004; Zbl 1151.91471) Full Text: DOI arXiv
Vigo, Daniel G. Alfaro; Fouque, Jean-Pierre; Garnier, Josselin; Nachbin, André Robustness of time reversal for waves in time-dependent random media. (English) Zbl 1073.35031 Stochastic Processes Appl. 113, No. 2, 289-313 (2004). MSC: 35B35 35L05 60H15 74J20 35R60 PDFBibTeX XMLCite \textit{D. G. A. Vigo} et al., Stochastic Processes Appl. 113, No. 2, 289--313 (2004; Zbl 1073.35031) Full Text: DOI
Kim, Kyeong-Hun On stochastic partial differential equations with variable coefficients in \(C^1\) domains. (English) Zbl 1074.60071 Stochastic Processes Appl. 112, No. 2, 261-283 (2004). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35R60 PDFBibTeX XMLCite \textit{K.-H. Kim}, Stochastic Processes Appl. 112, No. 2, 261--283 (2004; Zbl 1074.60071) Full Text: DOI
Zähle, Henryk Heat equation with strongly inhomogeneous noise. (English) Zbl 1074.60073 Stochastic Processes Appl. 112, No. 1, 95-118 (2004). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 35R60 60H20 60J80 PDFBibTeX XMLCite \textit{H. Zähle}, Stochastic Processes Appl. 112, No. 1, 95--118 (2004; Zbl 1074.60073) Full Text: DOI
Stănciulescu, Vasile A class of anticipating linear heat equations with space noise potential. (English) Zbl 1070.60053 Math. Rep., Bucur. 6(56), No. 3, 319-334 (2004). MSC: 60H15 60H07 PDFBibTeX XMLCite \textit{V. Stănciulescu}, Math. Rep., Buchar. 6(56), No. 3, 319--334 (2004; Zbl 1070.60053)
Matheis, Ingo Stochastic weighted partical methods for the spatially homogeneous Boltzmann equation. (Stochastische gewichtete Partikelverfahren für die räumlich homogene Boltzmann-Gleichung.) (German) Zbl 1086.35110 Berlin: Humboldt-Univ., Mathematisch-Naturwissenschaftliche Fakultät II (Dissertation). vi, 103 p. (2004). MSC: 35Q72 65C35 35-02 82C80 82C40 PDFBibTeX XMLCite \textit{I. Matheis}, Stocha\-stische gewichtete Partikelverfahren für die räumlich homogene Boltzmann-Gleichung. Berlin: Humboldt-Univ., Mathematisch-Naturwissenschaftliche Fakultät II (Dissertation) (2004; Zbl 1086.35110)
Ungureanu, Viorica Mariela Representations of mild solutions of time-varying linear stochastic equations and the exponential stability of periodic systems. (English) Zbl 1072.60047 Electron. J. Qual. Theory Differ. Equ. 2004, Paper No. 4, 22 p. (2004). Reviewer: G. G. Vrănceanu (Bucureşti) MSC: 60H15 35B40 PDFBibTeX XMLCite \textit{V. M. Ungureanu}, Electron. J. Qual. Theory Differ. Equ. 2004, Paper No. 4, 22 p. (2004; Zbl 1072.60047) Full Text: DOI EuDML EMIS
Di Francesco, Marco; Pascucci, Andrea On the complete model with stochastic volatility by Hobson and Rogers. (English) Zbl 1092.91024 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2051, 3327-3338 (2004). MSC: 91B28 35H10 35K55 35R60 PDFBibTeX XMLCite \textit{M. Di Francesco} and \textit{A. Pascucci}, Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 460, No. 2051, 3327--3338 (2004; Zbl 1092.91024) Full Text: DOI
Yang, Desheng The asymptotic behavior of the stochastic Ginzburg-Landau equation with multiplicative noise. (English) Zbl 1064.37038 J. Math. Phys. 45, No. 11, 4064-4076 (2004). MSC: 37H10 35Q55 35R60 37L30 60H15 82C31 PDFBibTeX XMLCite \textit{D. Yang}, J. Math. Phys. 45, No. 11, 4064--4076 (2004; Zbl 1064.37038) Full Text: DOI
Bulychev, Yu. G.; Lapsar’, A. P. The problem of on-line forecasting of stochastic characteristics of Markovian parametric systems. (English. Russian original) Zbl 1071.65005 Cybern. Syst. Anal. 40, No. 1, 66-74 (2004); translation from Kibern. Sist. Anal. 2004, No. 1, 79-90 (2004). MSC: 65C30 37H10 60H35 60H15 65M60 62M20 60G25 PDFBibTeX XMLCite \textit{Yu. G. Bulychev} and \textit{A. P. Lapsar'}, Cybern. Syst. Anal. 40, No. 1, 66--74 (2004; Zbl 1071.65005); translation from Kibern. Sist. Anal. 2004, No. 1, 79--90 (2004) Full Text: DOI
Kolkovska, E. K. On the Burgers equation with a stochastic stepping-stone noisy term. (English) Zbl 1069.60054 J. Math. Sci., New York 121, No. 5, 2645-2652 (2004). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60H20 PDFBibTeX XMLCite \textit{E. K. Kolkovska}, J. Math. Sci., New York 121, No. 5, 2645--2652 (2004; Zbl 1069.60054) Full Text: DOI