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Results: 1 to 30 of 157 found      Go to page: 1 2 3 4 > >>

[1] Yaozhong Hu and Khoa Lê. Nonlinear Young integrals and differential systems in H\"older media. Trans. Amer. Math. Soc.
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[2] Jian-Guo Liu and Rong Yang. A random particle blob method for the Keller-Segel equation and convergence analysis. Math. Comp.
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[3] René L. Schilling and Zoran Vondraček. Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable process. Trans. Amer. Math. Soc.
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[4] Hoang-Long Ngo and Dai Taguchi. Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. Math. Comp. 85 (2016) 1793-1819.
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[5] Zhen-Qing Chen and Longmin Wang. Uniqueness of stable processes with drift. Proc. Amer. Math. Soc. 144 (2016) 2661-2675.
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[6] G. L. Kulinich, S. V. Kushnirenko and Yu. S. Mishura. Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations. Theor. Probability and Math. Statist. 90 (2015) 115-126.
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[7] G. L. Kulinich, S. V. Kushnirenko and Y. S. Mishura. Asymptotic behavior of integral functionals of unstable solutions of one-dimensional It\^o stochastic differential equations. Theor. Probability and Math. Statist. 89 (2014) 101-114.
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[8] G. Shevchenko. Mixed stochastic delay differential equations. Theor. Probability and Math. Statist. 89 (2014) 181-195.
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[9] A. Yu. Veretennikov and A. M. Kulik. Diffusion approximation of systems with weakly ergodic Markov perturbations. II. Theor. Probability and Math. Statist. 88 (2014) 1-17.
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[10] J. Dhaene, A. Kukush and D. Linders. The multivariate Black \& Scholes market: conditions for completeness and no-arbitrage. Theor. Probability and Math. Statist. 88 (2014) 85-98.
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[11] A. Yu. Veretennikov and A. M. Kulik. Diffusion approximation of systems with weakly ergodic Markov perturbations. I. Theor. Probability and Math. Statist. 87 (2013) 13-29.
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[12] L. J. S. Allen and E. J. Allen. Deterministic and Stochastic SIR Epidemic Models with Power Function Transmission and Recovery Rates. Contemporary Mathematics 618 (2014) 1-15.
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[13] Appendix. AMS Non-Series Monographs 82 (2013) 127-133.
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[14] Lawrence C. Evans. An Introduction to Stochastic Differential Equations. AMS Non-Series Monographs 82 (2013) MR MR3154922.
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[15] Brownian motion and ``white noise''. AMS Non-Series Monographs 82 (2013) 37-58.
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[16] Introduction. AMS Non-Series Monographs 82 (2013) 1-5.
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[17] A crash course in probability theory. AMS Non-Series Monographs 82 (2013) 7-36.
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[18] Stochastic differential equations. AMS Non-Series Monographs 82 (2013) 83-102.
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[19] Notes and suggested reading. AMS Non-Series Monographs 82 (2013) 145-146.
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[20] Stochastical integrals. AMS Non-Series Monographs 82 (2013) 59-81.
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[21] Applications. AMS Non-Series Monographs 82 (2013) 103-126.
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[22] Exercises. AMS Non-Series Monographs 82 (2013) 135-144.
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[23] Samuel Herrmann, Peter Imkeller, Ilya Pavlyukevich and Dierk Peithmann. Stochastic Resonance. Math. Surveys Monogr. 194 (2013) MR 3155413.
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[24] Seán Dineen. Solutions. Graduate Studies in Mathematics 70 (2013) 281-298.
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[25] Seán Dineen. Martingales. Graduate Studies in Mathematics 70 (2013) 209-226.
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[26] Seán Dineen. Stochastic integration. Graduate Studies in Mathematics 70 (2013) 243-280.
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[27] Seán Dineen. Continuity and integrability. Graduate Studies in Mathematics 70 (2013) 143-164.
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[28] Seán Dineen. The Black-Scholes formula. Graduate Studies in Mathematics 70 (2013) 227-242.
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[29] Seán Dineen. Set theory. Graduate Studies in Mathematics 70 (2013) 29-58.
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[30] Seán Dineen. Money and markets. Graduate Studies in Mathematics 70 (2013) 1-16.
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Results: 1 to 30 of 157 found      Go to page: 1 2 3 4 > >>


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