Search results
- 1.0582065 - ÚTIA 2025 RIV DE eng J - Journal Article
Čoupek, P. - Ondreját, Martin
Besov-Orlicz Path Regularity of Non-Gaussian Processes.
Potential Analysis. Roč. 60, č. 1 (2024), s. 307-339. ISSN 0926-2601. E-ISSN 1572-929X
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : Besov-Orlicz space * Hermite process * multiple Wiener-Ito integral * path regularity
OECD category: Statistics and probability
Impact factor: 1.1, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2024/SI/ondrejat-0582065.pdf https://link.springer.com/article/10.1007/s11118-022-10051-8
Permanent Link: https://hdl.handle.net/11104/0350582 - 2.0575952 - ÚTIA 2024 RIV DE eng J - Journal Article
Ondreját, Martin - Prohl, A. - Walkington, N.
Numerical approximation of nonlinear SPDE’s.
Stochastics and Partial Differential Equations: Analysis and Computations. Roč. 11, č. 4 (2023), s. 1553-1634. ISSN 2194-0401. E-ISSN 2194-041X
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : SPDE * Weak martingale solution * Fully discrete scheme
OECD category: Pure mathematics
Impact factor: 1.5, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/SI/ondrejat-0575952.pdf https://link.springer.com/article/10.1007/s40072-022-00271-9
Permanent Link: https://hdl.handle.net/11104/0345848 - 3.0571182 - ÚTIA 2024 RIV FR eng J - Journal Article
Ondreját, Martin - Baňas, L.
Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow.
ESAIM. Mathematical Modelling and Numerical Analysis. Roč. 57, č. 2 (2023), s. 785-815. ISSN 2822-7840. E-ISSN 2804-7214
R&D Projects: GA ČR(CZ) GA22-12790S
Institutional support: RVO:67985556
Keywords : stochastic total variation flow * stochastic variational inequalities * image processing * finite element approximation * tightness in BV spaces
OECD category: Statistics and probability
Impact factor: 1.9, year: 2022
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2023/SI/ondrejat-0571182.pdf https://www.esaim-m2an.org/articles/m2an/abs/2023/02/m2an220087/m2an220087.html
Permanent Link: https://hdl.handle.net/11104/0342475 - 4.0560670 - ÚTIA 2023 RIV US eng J - Journal Article
Čoupek, P. - Maslowski, B. - Ondreját, Martin
Stochastic integration with respect to fractional processes in Banach spaces.
Journal of Functional Analysis. Roč. 282, č. 8 (2022), č. článku 109393. ISSN 0022-1236. E-ISSN 1096-0783
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : Stochastic integral * Fractional process * Stochastic convolution
OECD category: Statistics and probability
Impact factor: 1.7, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/SI/ondrejat-0560670.pdf https://www.sciencedirect.com/science/article/pii/S0022123622000131?via%3Dihub
Permanent Link: https://hdl.handle.net/11104/0333661 - 5.0556599 - ÚTIA 2023 RIV US eng J - Journal Article
Brzezniak, Z. - Goldys, B. - Ondreját, Martin - Rana, N.
Large deviations for (1+1)-dimensional stochastic geometric wave equation.
Journal of Differential Equations. Roč. 325, č. 1 (2022), s. 1-69. ISSN 0022-0396. E-ISSN 1090-2732
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : Large deviations * Stochastic geometric wave equation * Riemannian manifold
OECD category: Pure mathematics
Impact factor: 2.4, year: 2022
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2022/SI/ondrejat-0556599.pdf https://www.sciencedirect.com/science/article/pii/S0022039622002406?via%3Dihub
Permanent Link: http://hdl.handle.net/11104/0330845 - 6.0525315 - ÚTIA 2021 RIV FR eng J - Journal Article
Ondreját, Martin - Veraar, M.
On temporal regularity of stochastic convolutions in 2-smooth Banach spaces.
Annales de L Institut Henri Poincare-Probabilites Et Statistiques. Roč. 56, č. 3 (2020), s. 1792-1808. ISSN 0246-0203
R&D Projects: GA ČR(CZ) GA19-07140S
Institutional support: RVO:67985556
Keywords : temporal regularity * stochastic convolution * 2-smooth Banach space * Besov-Orlicz space
OECD category: Statistics and probability
Impact factor: 1.851, year: 2020
Method of publishing: Open access
http://library.utia.cas.cz/separaty/2020/SI/ondrejat-0525315.pdf https://projecteuclid.org/journals/annales-de-linstitut-henri-poincare-probabilites-et-statistiques/volume-56/issue-3/On-temporal-regularity-of-stochastic-convolutions-in-2-smooth-Banach/10.1214/19-AIHP1017.short
Permanent Link: http://hdl.handle.net/11104/0309773 - 7.0505791 - ÚTIA 2020 RIV CH eng J - Journal Article
de Bouard, A. - Hausenblas, E. - Ondreját, Martin
Uniqueness of the nonlinear Schrödinger equation driven by jump processes.
Nodea-Nonlinear Differential Equations and Applications. Roč. 26, č. 3 (2019), č. článku 22. ISSN 1021-9722. E-ISSN 1420-9004
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : Uniqueness results * Yamada–Watanabe–Kurtz theorem * Stochastic integral of jump type * Stochastic partial differential equations * Poisson random measures * Lévy processes * Schrödinger equation
OECD category: Pure mathematics
Impact factor: 1.132, year: 2019
Method of publishing: Limited access
http://library.utia.cas.cz/separaty/2019/SI/ondrejat-0505791.pdf https://link.springer.com/article/10.1007/s00030-019-0569-3
Permanent Link: http://hdl.handle.net/11104/0297197 - 8.0503559 - ÚTIA 2019 US eng J - Journal Article
Ondreját, Martin - Šimon, Prokop - Kupsa, Michal
Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces.
Stochastic Analysis and Applications. Roč. 36, č. 6 (2018), s. 1037-1052. ISSN 0736-2994. E-ISSN 1532-9356
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : Stochastic differential equation * topological support * Besov-Orlicz space
OECD category: Statistics and probability
Impact factor: 0.878, year: 2018
http://library.utia.cas.cz/separaty/2019/SI/ondrejat-0503559.pdf
Permanent Link: http://hdl.handle.net/11104/0295382 - 9.0497367 - 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 - 10.0485286 - ÚTIA 2019 RIV SG eng J - Journal Article
Čoupek, P. - Maslowski, B. - Ondreját, Martin
Lp-valued stochastic convolution integral driven by Volterra noise.
Stochastics and Dynamics. Roč. 18, č. 6 (2018), č. článku 1850048. ISSN 0219-4937. E-ISSN 1793-6799
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : Volterra process * Rosenblatt process * hypercontractivity
OECD category: Pure mathematics
Impact factor: 0.708, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/ondrejat-0485286.pdf
Permanent Link: http://hdl.handle.net/11104/0280356