Zobrazeno 1 - 10
of 125
pro vyhledávání: '"R. Mikulevicius"'
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 11:481-502
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d88b71f69c63314ff9650f99bf37d4a3
https://doi.org/10.1007/s40072-021-00235-5
https://doi.org/10.1007/s40072-021-00235-5
Autor:
C. Phonsom, R. Mikulevicius
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 9:380-436
Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution is proved
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::58921836d04c26f5af068a14acfee571
https://doi.org/10.1007/s40072-020-00170-x
https://doi.org/10.1007/s40072-020-00170-x
Autor:
C. Phonsom, R. Mikulevicius
Publikováno v:
Potential Analysis. 50:467-519
Parabolic integro-differential model Cauchy problem is considered in the scale of Lp -spaces of functions whose regularity is defined by a scalable Levy measure. Existence and uniqueness of a solution is proved by deriving apriori estimates. Some rou
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::54abd6402a2d0a2a6711598eb3ca0c3c
https://doi.org/10.1007/s11118-018-9690-x
https://doi.org/10.1007/s11118-018-9690-x
Autor:
R. Mikulevicius, Changyong Zhang
Publikováno v:
Theory of Probability & Its Applications. 63:246-266
This paper studies the rate of convergence of the weak Euler approximation for solutions to Levy-driven stochastic differential equations with nondegenerate main part driven by a spherically symmet...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2da3f4742b6b7e14fd24141edfde77e7
https://doi.org/10.1137/s0040585x97t989039
https://doi.org/10.1137/s0040585x97t989039
Akademický článek
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Autor:
R. Mikulevicius, C. Phonsom
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 5:472-519
Elliptic and parabolic integro-differential model problems are considered in the whole space. By verifying Hormander condition, the existence and uniqueness is proved in \(L_{p}\)-spaces of functions whose regularity is defined by a scalable, possibl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4725bb644b8ec020355784e242e092c8
https://doi.org/10.1007/s40072-017-0095-4
https://doi.org/10.1007/s40072-017-0095-4
Autor:
James-Michael Leahy, R. Mikulevicius
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 4:535-591
We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows associate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0d45809b67fb3990102a1e550771f7b5
https://doi.org/10.1007/s40072-016-0070-5
https://doi.org/10.1007/s40072-016-0070-5
Autor:
Boris Rozovskii, R. Mikulevicius
Publikováno v:
Stochastics and Partial Differential Equations: Analysis and Computations. 4:319-360
The starting point of the current paper is a sequence of uncorrelated random variables. The distribution functions of these variables are assumed to be given but no assumptions on the types or the structure of these distributions are made. The above
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::821004d1db42a2dfba2631aabd657f96
https://doi.org/10.1007/s40072-015-0064-8
https://doi.org/10.1007/s40072-015-0064-8
Autor:
R. Mikulevicius, Changyong Zhang
Publikováno v:
Stochastic Analysis and Applications. 33:549-571
This article studies the rate of convergence of the weak Euler approximation for Ito diffusion and jump processes with Holder-continuous generators. It covers a number of stochastic processes including the nondegenerate diffusion processes and a clas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::866836a434a26287dbb44e9bde384012
https://doi.org/10.1080/07362994.2015.1014102
https://doi.org/10.1080/07362994.2015.1014102
Akademický článek
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