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35R60 Partial differential equations with randomness (17 articles)

• Sousedík, Bedřich; Elman, Howard C.; Lee, Kookjin; Price, Randy: On surrogate learning for linear stability assessment of Navier-Stokes equations with stochastic viscosity. (English). Applications of Mathematics, vol. 67 (2022), issue 6, pp. 727-749
• Wrzosek, Monika; Ziemlańska, Maria: The method of lines for hyperbolic stochastic functional partial differential equations. (English). Czechoslovak Mathematical Journal, vol. 68 (2018), issue 2, pp. 323-339
• Boritchev, Alexandre: Exponential convergence to the stationary measure and hyperbolicity of the minimisers for random Lagrangian Systems. (English). In: Mikula, Karol (ed.): Proceedings of Equadiff 14. Conference on Differential Equations and Their Applications, Bratislava, July 24-28, 2017. Slovak University of Technology in Bratislava, SPEKTRUM STU Publishing, Bratislava, 2017. pp. 117-126
• Zhu, Bo; Han, Baoyan: Backward doubly stochastic differential equations with infinite time horizon. (English). Applications of Mathematics, vol. 57 (2012), issue 6, pp. 641-653
• Brzeźniak, Zdzisław; van Neerven, Jan; Salopek, Donna: Stochastic evolution equations driven by Liouville fractional Brownian motion. (English). Czechoslovak Mathematical Journal, vol. 62 (2012), issue 1, pp. 1-27
• Veraar, Mark; Weis, Lutz: A note on maximal estimates for stochastic convolutions. (English). Czechoslovak Mathematical Journal, vol. 61 (2011), issue 3, pp. 743-758
• Staněk, Jakub; Štěpán, Josef: Diffusion with an reflecting and absorbing level set boundary - a simulation study. (English). Acta Universitatis Carolinae. Mathematica et Physica, vol. 51 (2010), issue 1, pp. 73-86
• Stehlíková, Beáta; Ševčovič, Daniel: On the singular limit of solutions to the Cox-Ingersoll-Ross interest rate model with stochastic volatility. (English). Kybernetika, vol. 45 (2009), issue 4, pp. 670-680
• Blömker, Dirk; Hairer, Martin; Pavliotis, Grigorios A.: Stochastic Swift-Hohenberg equation near a change of stability. (English). In: Fila, Marek, Handlovičová, A., Mikula, K., Medveď, Milan, Quittner, Pavol and Ševčovič, Daniel (eds.): Proceedings of Equadiff 11, International Conference on Differential Equations. Czecho-Slovak series, Bratislava, July 25-29, 2005. [Part 2] Minisymposia and contributed talks. Comenius University Press, Bratislava, 2007. pp. 27-37
• Barbu, Dorel; Bocşan, Gheorghe: Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients. (English). Czechoslovak Mathematical Journal, vol. 52 (2002), issue 1, pp. 87-95
• Manthey, Ralf: The long-time behaviour of the solutions to semilinear stochastic partial differential equations on the whole space. (English). Mathematica Bohemica, vol. 126 (2001), issue 1, pp. 15-39
• Maslowski, Bohdan; Seidler, Jan: Invariant measures for nonlinear SPDE's: uniqueness and stability. (English). Archivum Mathematicum, vol. 34 (1998), issue 1, pp. 153-172
• Seidler, Jan: Ergodic behaviour of stochastic parabolic equations. (English). Czechoslovak Mathematical Journal, vol. 47 (1997), issue 2, pp. 277-316
• Seidler, Jan: Da Prato-Zabczyk's maximal inequality revisited. I. (English). Mathematica Bohemica, vol. 118 (1993), issue 1, pp. 67-106
• Maslowski, Bohdan; Seidler, Jan; Vrkoč, Ivo: An averaging principle for stochastic evolution equations. II. (English). Mathematica Bohemica, vol. 116 (1991), issue 2, pp. 191-224
• Rafajłowicz, Ewaryst: Optimization of measurements for state estimation in parabolic distributed systems. (English). Kybernetika, vol. 20 (1984), issue 5, pp. 413-422
• Jetschke, G.: Different approaches to stochastic parabolic differential equations. (English). In: Frolík, Zdeněk (ed.): Proceedings of the 10th Winter School on Abstract Analysis. Circolo Matematico di Palermo, Palermo, 1982. pp. [161]-169