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在“SpringerLink电子期刊”中，命中：78条，耗时：小于0.01 秒

在所有数据库中总计命中：26条

1. On a semilinear mixed fractional heat equation driven by fractional Brownian sheet

作者： Dengfeng Xia ; Litan Yan

关键词：stochastic partial differential equations ; fractional Brownian sheet ; Hölder regularity ; density of the law ; Malliavin calculusp ; variation

刊名：Boundary Value Problems

出版年：2017

2. Fundamental Solutions of Nonlocal Hörmander’s Operators

作者： Xicheng Zhang

关键词：Mathematics Subject Classification60H07 ; 60H10 ; 60H30

刊名：Communications in Mathematics and Statistics

出版年：2016

3. Solving a Nonlinear Fractional Stochastic Partial Differential Equation with Fractional Noise

作者： Junfeng Liu ; Litan Yan

关键词：Stable ; like generator of variable order ; Green function ; Fractional noise ; Hölder regularity ; Malliavin calculus

刊名：Journal of Theoretical Probability

出版年：2016

4. Calculations of Greeks for Jump Diffusion Processes

作者： Farai Julius Mhlanga

关键词：Primary 60H07 ; Secondary 60H30 ; 60H35 ; Malliavin calculus ; Greeks ; integration by parts formula ; Malliavin derivative ; Skorohod integral ; model parameters

刊名：Mediterranean Journal of Mathematics

出版年：2015

5. A White Noise Approach to Stochastic Integration with Respect to the Rosenblatt Process

作者： Benjamin Arras

关键词：Stochastic calculus ; Rosenblatt process ; White noise distribution theory ; 60H40 ; 60H05 ; 60H07 ; 60G12 ; 60G18

刊名：Potential Analysis

出版年：2015

6. Smoothness of local times and self-intersection local times of Gaussian random fields

作者： Zhenlong Chen ; Dongsheng Wu ; Yimin Xiao

关键词：Anisotropic Gaussian field ; local time ; collision local time ; intersection local time ; self ; intersection local time ; chaos expansion ; 60G15 ; 60H05 ; 60H07

刊名：Frontiers of Mathematics in China

出版年：2015

7. Closed form modeling of evolutionary rates by exponential Brownian functionals

作者： Nicolas Privault ; Stéphane Guindon

关键词：Evolutionary rates ; Exponential Brownian functionals ; Geometric Brownian bridge ; Molecular clocks ; Phylogenetics ; 92D15 ; 92D20 ; 33C10 ; 62J10 ; 60J22 ; 60J27 ; 60J65 ; 81S40 ; 60H30 ; 60H07

刊名：Journal of Mathematical Biology

出版年：2015

8. On Simpson’s Rule and Fractional Brownian Motion with \(H = 1/10\)

作者： Daniel Harnett ; David Nualart

关键词：It? formula ; Skorohod integral ; Malliavin calculus ; Fractional Brownian motion ; 60H05 (Primary) ; 60F05 ; 60G22 ; 60H07 (Secondary)

刊名：Journal of Theoretical Probability

出版年：2015

9. A Donsker Delta Functional Approach to Optimal Insider Control and Applications to Finance

作者： Olfa Draouil ; Bernt ?ksendal

关键词：Optimal inside information control ; Hida–Malliavin calculus ; Donsker delta functional ; Anticipative stochastic calculus ; BSDE ; Optimal insider portfolio ; 60H40 ; 60H07 ; 60H05 ; 60J75 ; 60Gxx ; 91G80 ; 93E20 ; 93E10

刊名：Communications in Mathematics and Statistics

出版年：2015

10. Controllability and qualitative properties of the solutions to SPDEs driven by boundary Lévy noise

作者： Erika Hausenblas ; Paul André Razafimandimby

关键词：SPDEs ; Poisson Random measures ; Support theorem ; Invariant measure ; Asymptotically strong Feller property ; 60H07 ; 60H10 ; 60H15 ; 60J75

刊名：Stochastic Partial Differential Equations: Analysis and Computations

出版年：2015

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