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65C30 Stochastic differential and integral equations (5 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
• Baňas, Ľubomír; Brzeźniak, Zdzisław; Neklyudov, Mikhail; Ondreját, Martin; Prohl, Andreas: Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere. (English). Czechoslovak Mathematical Journal, vol. 65 (2015), issue 3, pp. 617-657
• Chleboun, Jan: Elements of uncertainty modeling. (English). In: Chleboun, J., Přikryl, P., Segeth, K. and Šístek, J. (eds.): Programs and Algorithms of Numerical Mathematics. Proceedings of Seminar. Dolní Maxov, June 6-11, 2010. Institute of Mathematics AS CR, Prague, 2010. pp. 42-57
• Švácha, Jaroslav; Šimandl, Miroslav: Nonlinear state prediction by separation approach for continuous-discrete stochastic systems. (English). Kybernetika, vol. 44 (2008), issue 1, pp. 61-74
• Štěpán, Josef; Dostál, Petr: The $dX(t)=Xb(X)dt+X\sigma(X)dW$ equation and financial mathematics. II. (English). Kybernetika, vol. 39 (2003), issue 6, pp. [681]-701