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Let M = {Mz, z [epsilon] R2+} be a two-parameter strong martingale, A be a two-parameter increasing process on R2+ = [0, + [infinity]) x [0, + [infinity]). Consider the following stochastic differential equations in the plane: for z [epsilon] R2+.
Liang, Zong-xia, Zheng, Ming-li
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An extrapolation result in the variational setting: improved regularity, compactness, and applications to quasilinear systems. [PDF]
Stoch Partial Differ EquBechtel S, Veraar M.
europepmc +1 more source
Well-Posedness Properties for a Stochastic Rotating Shallow Water Model. [PDF]
J Dyn Differ EquCrisan D, Lang O.
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Bakewell Primary School newsletter
, 2018 Fortnightly during school terms.An Independent Public School Delivering Excellence in EducationMade available via the Publications (Legal Deposit) Act 2004 (NT).This publication contains many links to external sites. These external sites may no longer be
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Rearranged Stochastic Heat Equation. [PDF]
Probab Theory Relat FieldsDelarue F, Hammersley WRP.
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On Markov properties of Lévy waves in two dimensions
Markov properties of the solution to the wave equation in two spatial dimensions driven by a Lévy point process are considered. When the velocity of waves is 1, then for domains bounded by a plane, the sharp Markov property is shown to hold if and only ...
Hou, Qiang, Dalang, Robert C.
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Nonlinear SPDEs and Maximal Regularity: An Extended Survey. [PDF]
Nonlinear Differ Equ ApplAgresti A, Veraar M.
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Delayed blow-up and enhanced diffusion by transport noise for systems of reaction-diffusion equations. [PDF]
Stoch Partial Differ EquAgresti A.
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Some of the next articles are maybe not open access.
Genetic testing in prostate cancer management: Considerations informing primary care
Ca-A Cancer Journal for Clinicians, 2022Todd M Morgan +2 more
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