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Results: 1 to 30 of 34 found      Go to page: 1 2

[1] Sergio Albeverio, Luca Di Persio and Elisa Mastrogiacomo. Invariant measures for stochastic differential equations on networks. Proceedings of Symposia in Pure Mathematics 87 1-33.
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[2] Batu Güneysu. Kato's inequality and form boundedness of Kato potentials on arbitrary Riemannian manifolds. Proc. Amer. Math. Soc. 142 (2014) 1289-1300.
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[3] Erhan Bayraktar and Mihai Sîrbu. Stochastic Perron's method and verification without smoothness using viscosity comparison: Obstacle problems and Dynkin games. Proc. Amer. Math. Soc. 142 (2014) 1399-1412.
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[4] Jorge Aarão and Michael D. O’Neill. Sharp estimates in some inequalities of Zygmund type for Riesz transforms. Proc. Amer. Math. Soc. 140 (2012) 4227-4233.
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[5] Erhan Bayraktar and Mihai Sîrbu. Stochastic Perron's method and verification without smoothness using viscosity comparison: The linear case. Proc. Amer. Math. Soc. 140 (2012) 3645-3654.
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[6] Robert W. Neel. Stochastic methods for minimal surfaces. Contemporary Mathematics 570 (2012) 111-136.
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[7] Rachel Hess-Green and Ross G. Pinsky. A probabilistic approach to the Liouville property for Schrödinger operators with an application to infinite configurations of balls. Proc. Amer. Math. Soc. 138 (2010) 4487-4496. MR 2680073.
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[8] Jianhai Bao, Zhenting Hou and Chenggui Yuan. Stability in distribution of mild solutions to stochastic partial differential equations. Proc. Amer. Math. Soc. 138 (2010) 2169-2180. MR 2596056.
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[9] B. Franke, C.-R. Hwang, H.-M. Pai and S.-J. Sheu. The behavior of the spectral gap under growing drift. Trans. Amer. Math. Soc. 362 (2010) 1325-1350. MR 2563731.
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[10] Selly Kane and Alexander Melnikov. On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion. Theor. Probability and Math. Statist. 78 (2009) 75-82. MR 2446850.
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[11] S. V. Posashkov. The optimal hedging price of a European type contingent claim. Theor. Probability and Math. Statist. 77 (2008) 147-154. MR 2432778.
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[12] M. V. Bratyk. Ruin probability for an insurer investing in several risky assets. Theor. Probability and Math. Statist. 77 (2008) 1-13.
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[13] S. Kane and A. Melnikov. On pricing contingent claims in a two interest rates jump-diffusion model via market completions. Theor. Probability and Math. Statist. 77 (2008) 57-69. MR 2432772.
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[14] James Hirschorn. Random gaps. Trans. Amer. Math. Soc. 361 (2009) 19-39. MR 2439396.
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[15] Peter M. Kotelenez. Itô and Stratonovich stochastic partial differential equations: Transition from microscopic to macroscopic equations. Quart. Appl. Math. 66 (2008) 539-564. MR 2445528.
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[16] Ross G. Pinsky. A probabilistic approach to bounded/positive solutions for Schrödinger operators with certain classes of potentials. Trans. Amer. Math. Soc. 360 (2008) 6545-6554. MR 2434298.
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[17] Grzegorz Karch and Wojbor A. Woyczynski. Fractal Hamilton-Jacobi-KPZ equations. Trans. Amer. Math. Soc. 360 (2008) 2423-2442. MR 2373320.
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[18] A. V. Baev and B. V. Bondarev. On the ruin probability of an insurance company dealing in a $BS$-market. Theor. Probability and Math. Statist. 74 (2007) 11-23. MR 2336774.
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[19] A. V. Melnikov, M. M. Moliboga and V. S. Skornyakova. Valuation of flexible insurance contracts. Theor. Probability and Math. Statist. 73 (2006) 109-115.
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[20] S. Albeverio, Yu. Kondratiev, T. Pasurek and M. Röckner. Existence and a priori estimates for Euclidean Gibbs states. Trans. Moscow Math. Soc. 67 (2006) 1-85. MR 2301591.
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[21] A. V. Melnikov and M. L. Nechaev. On the pricing of equity-linked life insurance contracts in Gaussian financial environment. Theor. Probability and Math. Statist. 70 (2005) 105-111. MR 2109827.
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[22] Wendell H. Fleming and Tao Pang. A stochastic control model of investment, production and consumption. Quart. Appl. Math. 63 (2005) 71-87. MR 2126570.
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[23] Archil Gulisashvili. Nonautonomous Kato classes of measures and Feynman-Kac propagators. Trans. Amer. Math. Soc. 357 (2005) 4607-4632. MR 2156723.
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[24] E. B. Dynkin. A new inequality for superdiffusions and its applications to nonlinear differential equations. Electron. Res. Announc. Amer. Math. Soc. 10 (2004) 68-77. MR 2075898.
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[25] Rami Atar and Krzysztof Burdzy. On Neumann eigenfunctions in lip domains. J. Amer. Math. Soc. 17 (2004) 243-265. MR 2051611.
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[26] Carlos M. Mora. Numerical simulation of stochastic evolution equations associated to quantum Markov semigroups. Math. Comp. 73 (2004) 1393-1415. MR 2047093.
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[27] Hassan Allouba. Brownian-time processes: The PDE connection II and the corresponding Feynman-Kac formula. Trans. Amer. Math. Soc. 354 (2002) 4627-4637. MR 1926892.
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[28] Matthias Birkner, José Alfredo López-Mimbela and Anton Wakolbinger. Blow-up of semilinear pde's at the critical dimension. A probabilistic approach. Proc. Amer. Math. Soc. 130 (2002) 2431-2442. MR 1897470.
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[29] Brian C. Hall. Harmonic analysis with respect to heat kernel measure. Bull. Amer. Math. Soc. 38 (2001) 43-78. MR 1803077.
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[30] G. N. Milstein and M. V. Tretyakov. Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. Math. Comp. 69 (2000) 237-267. MR 1653966.
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Results: 1 to 30 of 34 found      Go to page: 1 2