Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Jana Šnupárková"'
Publikováno v:
PLoS ONE, Vol 18, Iss 3 (2023)
This paper focuses on a chemical analysis of human scent samples that were obtained from cartridge cases after being fired and their comparison with scent samples collected under laboratory conditions. Scent samples were analyzed by comprehensive two
Externí odkaz:
https://doaj.org/article/fa9f0a2ec2bc4fb2bbd7e7b3c540de97
Autor:
Jaroslav Lux, Radim Dobiáš, Ivana Kuklová, Radek Litvik, Vladimír Scholtz, Hana Soušková, Josef Khun, Jakub Mrázek, Michaela Kantorová, Pavla Jaworská, Táňa Prejdová, Jana Šnupárková, Petr Hamal, Jaroslav Julák
Publikováno v:
Journal of Fungi, Vol 6, Iss 4, p 214 (2020)
Onychomycosis is one of the most common nail disorders. Its current treatment is not satisfactorily effective and often causes adverse side effects. This study aims to determine the optimal conditions for non-thermal plasma (NTP) inactivation of the
Externí odkaz:
https://doaj.org/article/fa49b89c61964952931b959b635ea3be
Publikováno v:
Discrete and Continuous Dynamical Systems - Series B. 21:3075-3094
In the paper, we study existence and uniqueness of solutions to semilinear stochastic evolution systems, driven by a fractional Brownian motion with bilinear noise term, and the long time behavior of solutions to such equations. For this purpose, we
Publikováno v:
Springer Proceedings in Mathematics & Statistics ISBN: 9783319749280
Recent results on linear stochastic partial differential equations driven by Volterra processes with linear or bilinear noise are briefly reviewed and partially extended. In the linear case, existence and regularity properties of stochastic convoluti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76f9e54c38657b6505b61a49c680715c
https://doi.org/10.1007/978-3-319-74929-7_7
https://doi.org/10.1007/978-3-319-74929-7_7
Autor:
Jana Šnupárková, Bohdan Maslowski
A stochastic affine evolution equation with bilinear noise term is studied, where the driving process is a real-valued fractional Brownian motion with Hurst parameter greater than 1/2. Stochastic integration is understood in the Skorokhod sense. The
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fb5016fded42ae73749636d193ca67a8
http://arxiv.org/abs/1609.00582
http://arxiv.org/abs/1609.00582