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作者:Alyona A.Zamyshlyaeva , Evgenij V.Bychkov
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)Mind Reader Publications
摘要:We prove a unique solvability of the Cauchy problem for a class of second order semilinear Sobolev type equations. We use ideas and techniques developed by G.A. Sviridyuk for the investigation of the Cauchy problem for a class of first order semilinear Sobolev type equations...
作者:S.V. Filchakov
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (1)Mind Reader Publications
摘要:Some existence of solution theorems are proved for second order differential inclusions on the groups of diffeomorphisms of a flat n- dimensional torus. The technical tool for the proofs is the use of the notion of parallelism on those groups.
作者:S.Albeverio , N.Smorodina , M.Faddeev
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (2)Mind Reader Publications
摘要:In the present paper we construct a probabilistic representation of the operator exponent etA where A belongs to some class of pseudodifferential operators
作者:R.S. Pereira , E. Shamarova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (2)Mind Reader Publications
摘要:Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L´evy processes, that admit jumps over time, have been found more useful for applications. Thus, we suggest a L´evy model based on For...
作者:Yuri E. Gliklikh , Salah E.A. Mohammed
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)Mind Reader Publications
摘要:We find new existence of solution theorems to stochastic delay equations and inclusions with mean derivatives on a Riemannian manifold. The delays in both the equations and the inclusions are expressed in terms of stochastic Riemannian parallel translation.
作者:M. Osintsev , V. Sobolev
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (1)Mind Reader Publications
摘要:We use a geometric singular perturbations method for reducing the model order in optimal estimation problems for singularly perturbed stochastic differential systems. The method relies on the theory of integral manifolds, which essentially replaces the original system by another ...
作者:Alet Roux , Chih-Yuan Tien , Tomasz Zastawniak
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (2)Mind Reader Publications
摘要:Recent developments and results concerned with pricing and hedging derivative securities in markets with proportional transaction costs represented as bid-ask spreads are reported. The focus is on a constructive approach to representing and computing the prices and hedging portfo...
作者:B.D. Gel'man , S.N. Kalabukhova
来源:[J].Global and Stochastic Analysis, 2015, Vol.2 (1)Mind Reader Publications
摘要:The paper is devoted to investigation of solvability of operator equa- tions containing condensing perturbations of linear surjective operators. Some solvability theorems for such equations are proved. Those the- orems are applied to investigation of some classes of neutral ...
作者:Zdzis law Brze´zniak , El˙zbieta Moty
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (2)Mind Reader Publications
摘要:A stochastic Boussinesq model for the B´enard problem is considered as a system of stochastic Navier-Stokes equations and transport equation in Rd−1 × [0, 1], d = 2, 3. The existence of a martingale solution is proved. The construction of the solution is based on the Faedo-G...
作者:Ya. Belopolskaya
来源:[J].Global and Stochastic Analysis, 2014, Vol.1 (1)Mind Reader Publications
摘要:We develop two probabilistic approaches that allows to construct a solution of the Cauchy problem for a class of fully nonlinear second order PDEs. Within the first one we reduce an original PDE to a quasilinear PDE in the second order jet-bundle and construct a probabilistic cou...

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