Stochastic integral equation
Articles

Yashima, Hisao Fujita, Gianesini, Anna.
Asymptotic behavior of the solution of an integral stochastic equation in $R^n$.
Acta Mathematica Vietnamica
2006.
31:115129

Hoppensteadt, F., Salehi, H., Skorokhod, A. V..
Randomly perturbed Volterra integral equations and some applications.
Stochastics and Stochastics Reports
1995.
54:89125

Zahle, Henryk, Zaehle, Henryk, ZĂ¤hle, Henryk.
Heat equation with strongly inhomogeneous noise.
Stochastic Processes and their Applications
2004.
112:95118

Dorogovtsev, A. A..
On solutions of integral equations with an extended stochastic integral.
Theory of Probability and its Applications
1995.
40:456468

Chen, Zengjing.
On existence and local stability of solutions of stochastic differential equations.
Stochastic Analysis and Applications
2001.
19:703714

Bouchen, A., El Arni, A., Ouknine, Y., N'zi, M..
Multivalued stochastic integration and backward stochastic differential inclusions.
Acta Mathematica Vietnamica
1998.
23:325345

Swart, Jan M..
A.
Electronic Communications in Probability
2001.
6:6771

Brockwell, P. J., Chung, K. L..
Emptiness times of a dam with stable input and general release function.
Journal of Applied Probability
1975.
12:212217

Kubilius, K..
On weak solutions of an integral equation driven by a $p$semimartingale of special type.
Acta Applicandae Mathematicae
2003.
78:233242

Wahba, Grace, Wang, Yonghua.
When is the optimal regularization parameter insensitive to the choice of the loss function?.
Communications in Statistics: Theory and Methods
1990.
19:16851700

Antonyuk, A. Val., Antonyuk, A. Vil..
Continuity with respect to initial data and absolutecontinuity approach to the firstorder regularity of nonlinear diffusions on noncompact manifolds.
Ukrainian Mathematical Journal
2008.
60:12991316

Heinrich, Stefan.
Invertibility of random Fredholm operators.
Stochastic Analysis and Applications
1990.
8:159

Dawson, D. A., Li, Zenghu.
Skew convolution semigroups and affine Markov processes.
The Annals of Probability
2006.
34:11031142

Gikhman, Il. I..
Quasilinear evolutionary stochastic systems with averaging.
Theory of Probability and its Applications
1990.
34:416429

D{\polhk{a}}browski, Jacek.
Quasidiffusion solution of stochastic differential equations.
Demonstratio Mathematica
1978.
11:453464

Li, Haijun.
Stochastic models for dependent life lengths induced by common pure jump shock environments.
Journal of Applied Probability
2000.
37:453469

Anderson, W. J..
Hedge portfolios and the BlackScholes equations.
Stochastic Analysis and Applications
1984.
2:111