Search results
- 1.0573172 - ÚTIA 2024 RIV DE eng J - Journal Article
Seidler, Jan - Týbl, O.
Stochastic approximation procedures for Lévy-driven SDEs.
Journal of Optimization Theory and Applications. Roč. 197, č. 2 (2023), s. 817-837. ISSN 0022-3239. E-ISSN 1573-2878
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : stochastic approximation algorithms * Lévy-driven stochastic differential equations
OECD category: Statistics and probability
Impact factor: 1.9, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/SI/seidler-0573172.pdf https://link.springer.com/article/10.1007/s10957-023-02198-0
Permanent Link: https://hdl.handle.net/11104/0343816 - 2.0497367 - ÚTIA 2019 RIV CZ eng J - Journal Article
Ondreját, Martin - Seidler, Jan
A note on weak solutions to stochastic differential equations.
Kybernetika. Roč. 54, č. 5 (2018), s. 888-907. ISSN 0023-5954
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : stochastic differential equations * weak solutions * Wiener process
OECD category: Pure mathematics
Impact factor: 0.560, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/ondrejat-0497367.pdf
Permanent Link: http://hdl.handle.net/11104/0290644 - 3.0475647 - ÚTIA 2018 RIV US eng J - Journal Article
Seidler, Jan - Žák, F.
A note on continuous-time stochastic approximation in infinite dimensions.
Electronic Communications in Probability. Roč. 22, č. 1 (2017), č. článku 36. ISSN 1083-589X. E-ISSN 1083-589X
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : stochastic approximation * stochastic parabolic problems * variational solutions
OECD category: Statistics and probability
Impact factor: 0.531, year: 2017
http://library.utia.cas.cz/separaty/2017/SI/seidler-0475647.pdf
Permanent Link: http://hdl.handle.net/11104/0272347 - 4.0453412 - ÚTIA 2016 RIV US eng J - Journal Article
Brzezniak, Z. - Ondreját, Martin - Seidler, Jan
Invariant measures for stochastic nonlinear beam and wave equations.
Journal of Differential Equations. Roč. 260, č. 5 (2016), s. 4157-4179. ISSN 0022-0396. E-ISSN 1090-2732
R&D Projects: GA ČR GAP201/10/0752
Institutional support: RVO:67985556
Keywords : stochastic partial differential equation * stochastic beam equation * stochastic wave equation * invariant measure
Subject RIV: BA - General Mathematics
Impact factor: 1.988, year: 2016
http://library.utia.cas.cz/separaty/2016/SI/ondrejat-0453412.pdf
Permanent Link: http://hdl.handle.net/11104/0257064 - 5.0393198 - ÚTIA 2014 RIV GB eng J - Journal Article
Hofmanová, Martina - Seidler, Jan
On weak solutions of stochastic differential equations II.
Stochastic Analysis and Applications. Roč. 31, č. 4 (2013), s. 663-670. ISSN 0736-2994. E-ISSN 1532-9356
R&D Projects: GA ČR GAP201/10/0752
Institutional support: RVO:67985556
Keywords : fractional integrals * stochastic differential equations * weak solutions
Subject RIV: BA - General Mathematics
Impact factor: 0.664, year: 2013
http://library.utia.cas.cz/separaty/2013/SI/hofmanova-on weak solutions of stochastic differential equations II.pdf
Permanent Link: http://hdl.handle.net/11104/0221984 - 6.0390844 - ÚTIA 2014 RIV US eng J - Journal Article
Ondreját, Martin - Seidler, Jan
On existence of progressively measurable modifications.
Electronic Communications in Probability. Roč. 18, č. 20 (2013), s. 1-6. ISSN 1083-589X. E-ISSN 1083-589X
R&D Projects: GA ČR GAP201/10/0752
Institutional support: RVO:67985556
Keywords : progressive measurability * modification
Subject RIV: BA - General Mathematics
Impact factor: 0.627, year: 2013
http://library.utia.cas.cz/separaty/2013/SI/ondrejat-0390844.pdf
Permanent Link: http://hdl.handle.net/11104/0219986 - 7.0373626 - ÚTIA 2012 US eng J - Journal Article
Hofmanová, Martina - Seidler, Jan
On weak solutions of stochastic differential equations.
Stochastic Analysis and Applications. Roč. 30, č. 1 (2012), s. 100-121. ISSN 0736-2994. E-ISSN 1532-9356
R&D Projects: GA ČR GAP201/10/0752
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic differential equations * weak solutions
Subject RIV: BA - General Mathematics
Impact factor: 0.303, year: 2012
http://library.utia.cas.cz/separaty/2012/SI/hofmanova-0373626.pdf
Permanent Link: http://hdl.handle.net/11104/0206707 - 8.0348352 - ÚTIA 2011 RIV US eng J - Journal Article
Seidler, Jan
Exponential estimates for stochastic convolutions in 2-smooth Banach spaces.
Electronic Journal of Probability. Roč. 15, č. 50 (2010), s. 1556-1573. ISSN 1083-6489. E-ISSN 1083-6489
R&D Projects: GA ČR GA201/07/0237
Institutional research plan: CEZ:AV0Z10750506
Keywords : stochastic convolutions in 2-smooth spaces * Burkholder-Davis-Gundy inequality * exponential tail estimates
Subject RIV: BA - General Mathematics
Impact factor: 0.946, year: 2010
http://library.utia.cas.cz/separaty/2010/SI/seidler-0348352.pdf
Permanent Link: http://hdl.handle.net/11104/0188906 - 9.0098559 - ÚTIA 2008 RIV GB eng J - Journal Article
Hausenblas, E. - Seidler, Jan
Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability.
[Stochastické konvoluce řízené martingaly: maximální nerovnosti a exponenciální integrovatelnost.]
Stochastic Analysis and Applications. Roč. 26, č. 1 (2008), s. 98-119. ISSN 0736-2994. E-ISSN 1532-9356
Grant - others:Austrian Academy of Sciences(AT) APART 700; GA ČR(CZ) GA201/04/0750; GA ČR(CZ) GA201/01/1197; GA MSM(CZ) Kontakt 2001-05
Program: GA; GA
Institutional research plan: CEZ:AV0Z10750506
Source of funding: V - Other public resources ; V - Other public resources
Keywords : maximal inequality * exponential tail estimates * stochastic convolution
Subject RIV: BA - General Mathematics
Impact factor: 0.528, year: 2008
Permanent Link: http://hdl.handle.net/11104/0157437