Saved in:
| Main Author: | Huber, Florian |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2406.10352 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Itô's Formula for the Rearranged Stochastic Heat Equation
by: Delarue, François, et al.
Published: (2024)
by: Delarue, François, et al.
Published: (2024)
Explicit Solution of Infinite-Horizon Linear Backward Stochastic Volterra Integral Equations
by: Yakhlef, Samia, et al.
Published: (2026)
by: Yakhlef, Samia, et al.
Published: (2026)
Fluctuation Correction and Global Solutions for the Stochastic Shigesada-Kawasaki-Teramoto System via Entropy-Based Regularization
by: Huber, Florian
Published: (2025)
by: Huber, Florian
Published: (2025)
Markovian projections for Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2024)
by: Larsson, Martin, et al.
Published: (2024)
An Optimal Functional Itô's Formula For Lévy Processes
by: Houdré, Christian, et al.
Published: (2024)
by: Houdré, Christian, et al.
Published: (2024)
Stochastic Itô Equations and Parabolic Second-Order Equations with singular Drift
by: Krylov, N. V.
Published: (2026)
by: Krylov, N. V.
Published: (2026)
Stochastic Wright's Equation: Existence of Invariant Measures
by: Bosch, Mark van den, et al.
Published: (2026)
by: Bosch, Mark van den, et al.
Published: (2026)
Markovian projections for functionals of Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2025)
by: Larsson, Martin, et al.
Published: (2025)
An Operator Ito Formula for Volterra Gaussian Processes: The Intrinsic Bracket via Causal Derivation-Divergence Factorization
by: Fontes, Ramiro
Published: (2026)
by: Fontes, Ramiro
Published: (2026)
Existence, Regularity, and a Strong Itô Formula for the Isochronal Phase of SPDE
by: Adams, Zachary P.
Published: (2021)
by: Adams, Zachary P.
Published: (2021)
Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
by: Jaber, Eduardo Abi, et al.
Published: (2025)
by: Jaber, Eduardo Abi, et al.
Published: (2025)
Four New Forms of the Taylor-Ito and Taylor-Stratonovich Expansions and its Application to the High-Order Strong Numerical Methods for Ito Stochastic Differential Equations
by: Kuznetsov, Dmitriy F.
Published: (2020)
by: Kuznetsov, Dmitriy F.
Published: (2020)
Strong Approximation of Iterated Ito and Stratonovich Stochastic Integrals Based on Generalized Multiple Fourier Series. Application to Numerical Solution of Ito SDEs and Semilinear SPDEs
by: Kuznetsov, Dmitriy F.
Published: (2020)
by: Kuznetsov, Dmitriy F.
Published: (2020)
Rough Functional Itô Formula
by: Bielert, Franziska
Published: (2024)
by: Bielert, Franziska
Published: (2024)
On a Stationarity Theory for Stochastic Volterra Integral Equations
by: Gnabeyeu, Emmanuel, et al.
Published: (2025)
by: Gnabeyeu, Emmanuel, et al.
Published: (2025)
Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay
by: Djaber, Ibtissem, et al.
Published: (2026)
by: Djaber, Ibtissem, et al.
Published: (2026)
Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
by: Bosch, Mark van den, et al.
Published: (2024)
by: Bosch, Mark van den, et al.
Published: (2024)
Stochastic Mackey-Glass Equations and Other Negative Feedback Systems: Existence of Invariant Measures
by: Bosch, Mark van den, et al.
Published: (2026)
by: Bosch, Mark van den, et al.
Published: (2026)
Inviscid Limit of the Stochastic Hyperviscous Navier-Stokes Equations and Invariant Measures for the Euler Equations in $\mathbb R^2$
by: Brzeźniak, Zdzisław, et al.
Published: (2024)
by: Brzeźniak, Zdzisław, et al.
Published: (2024)
Itô's Formula for Itô processes defined with respect to a cylindrical-martingale valued measure
by: Cambronero, Santiago, et al.
Published: (2024)
by: Cambronero, Santiago, et al.
Published: (2024)
Nonlinear Stochastic Filtering with Volterra Gaussian noises
by: Cass, Thomas, et al.
Published: (2025)
by: Cass, Thomas, et al.
Published: (2025)
Balancing Polynomial for Solution Nonlinear Stochastic Itô–Volterra Integral Equations
by: Zahra Beyranvand, et al.
Published: (2024)
by: Zahra Beyranvand, et al.
Published: (2024)
Invariant Measure for Linear Stochastic PDEs in the space of Tempered distributions
by: Nath, Arvind Kumar
Published: (2024)
by: Nath, Arvind Kumar
Published: (2024)
Existence of Martingale Solutions to Stochastic Constrained Heat Equation
by: Hussain, Javed, et al.
Published: (2024)
by: Hussain, Javed, et al.
Published: (2024)
Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals of Multiplicities 1 to 6 from the Taylor-Ito and Taylor-Stratonovich Expansions Using Legendre Polynomials
by: Kuznetsov, Dmitriy F.
Published: (2017)
by: Kuznetsov, Dmitriy F.
Published: (2017)
Existence and Uniqueness of Permutation-Invariant Optimizers for Parisi Formula
by: Issa, Victor
Published: (2024)
by: Issa, Victor
Published: (2024)
Stochastic Volterra integral equations driven by $ G $-Brownian motion
by: Zhao, Bingru, et al.
Published: (2025)
by: Zhao, Bingru, et al.
Published: (2025)
Revisiting Stochastic Realization Theory using Functional Itô Calculus
by: Veeravalli, Tanya, et al.
Published: (2024)
by: Veeravalli, Tanya, et al.
Published: (2024)
Development and Application of the Fourier Method to the Mean-Square Approximation of Iterated Ito and Stratonovich Stochastic Integrals
by: Kuznetsov, Dmitriy F.
Published: (2017)
by: Kuznetsov, Dmitriy F.
Published: (2017)
Scaling Limit Theorems for Multivariate Hawkes Processes and Stochastic Volterra Equations with Measure Kernel
by: Xu, Wei
Published: (2024)
by: Xu, Wei
Published: (2024)
Backward Stochastic Volterra integral equations driven by G-Brownian motion
by: Zhao, Bingru, et al.
Published: (2025)
by: Zhao, Bingru, et al.
Published: (2025)
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)
by: Paikaray, Prit Pritam, et al.
Published: (2023)
Stochastic Approximation in a Markovian Framework Revisited: Lipschitz Continuity of the Poisson Equation
by: Carè, Algo, et al.
Published: (2019)
by: Carè, Algo, et al.
Published: (2019)
A Meyer-Itô Formula for Stable Processes via Fractional Calculus
by: Cano, Alejandro Santoyo, et al.
Published: (2022)
by: Cano, Alejandro Santoyo, et al.
Published: (2022)
Exact Simulation for Multivariate Itô Diffusions
by: Blanchet, Jose, et al.
Published: (2017)
by: Blanchet, Jose, et al.
Published: (2017)
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)
by: Liang, Dunxiang, et al.
Published: (2026)
Martingale Solutions of Stochastic Constrained Modified Swift-Hohenberg Equation
by: Ahmed, Saeed, et al.
Published: (2025)
by: Ahmed, Saeed, et al.
Published: (2025)
Mild Solutions for Time--Fractional Stochastic Nonlocal Diffusion Equations
by: Alwohaibi, M., et al.
Published: (2026)
by: Alwohaibi, M., et al.
Published: (2026)
Expansion of Iterated Ito Stochastic Integrals of Arbitrary Multiplicity Based on Generalized Multiple Fourier Series Converging in the Mean
by: Kuznetsov, Dmitriy F.
Published: (2017)
by: Kuznetsov, Dmitriy F.
Published: (2017)
Stochastic billiards with Markovian reflections in generalized parabolic domains
by: da Costa, Conrado, et al.
Published: (2021)
by: da Costa, Conrado, et al.
Published: (2021)
Similar Items
-
Itô's Formula for the Rearranged Stochastic Heat Equation
by: Delarue, François, et al.
Published: (2024) -
Explicit Solution of Infinite-Horizon Linear Backward Stochastic Volterra Integral Equations
by: Yakhlef, Samia, et al.
Published: (2026) -
Fluctuation Correction and Global Solutions for the Stochastic Shigesada-Kawasaki-Teramoto System via Entropy-Based Regularization
by: Huber, Florian
Published: (2025) -
Markovian projections for Itô semimartingales with jumps
by: Larsson, Martin, et al.
Published: (2024) -
An Optimal Functional Itô's Formula For Lévy Processes
by: Houdré, Christian, et al.
Published: (2024)