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Autor:
Kadlec, Karel
Controlled linear stochastic evolution equations driven by Lévy processes are studied in the Hilbert space setting. The control operator may be unbounded which makes the results obtained in the abstract setting applicable to parabolic SPDEs with bou
Externí odkaz:
http://www.nusl.cz/ntk/nusl-437018
Autor:
Kadlec, Karel
In this thesis, we are concerned with the modifications of the stochastic processes and the random probability measures. First chapter is devoted to modifications of the stochastic process to the space of continuous functions, modifications of submar
Externí odkaz:
http://www.nusl.cz/ntk/nusl-305879