Search results
- 1.0505791 - 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 - 2.0503559 - 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 - 3.0497367 - 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 - 4.0496577 - ÚTIA 2019 RIV GB eng J - Journal Article
Peržina, V. - Swart, Jan M.
How much market making does a market need?
Journal of Applied Probability. Roč. 55, č. 3 (2018), s. 667-681. ISSN 0021-9002. E-ISSN 1475-6072
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : continuous double auction * limit order book * Stigler-Luckock model * rank-based Markov chain
OECD category: Pure mathematics
Impact factor: 0.610, year: 2018
http://library.utia.cas.cz/separaty/2018/SI/swart-0496577.pdf
Permanent Link: http://hdl.handle.net/11104/0289345 - 5.0485286 - 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 - 6.0478383 - ÚTIA 2018 RIV US eng J - Journal Article
Brzezniak, Z. - Motyl, E. - Ondreját, Martin
Invariant measure for the stochastic Navier-Stokes equations in unbounded 2D domains.
Annals of Probability. Roč. 45, č. 5 (2017), s. 3145-3201. ISSN 0091-1798
R&D Projects: GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : Invariant measure * bw-Feller semigroup * stochastic Navier–Stokes equation
OECD category: Statistics and probability
Impact factor: 2.118, year: 2017
http://library.utia.cas.cz/separaty/2017/SI/ondrejat-0478383.pdf
Permanent Link: http://hdl.handle.net/11104/0274594 - 7.0476009 - ÚTIA 2018 RIV RU eng J - Journal Article
Swart, Jan M.
A simple rank-based Markov chain with self-organized criticality.
Markov Processes and Related Fields. Roč. 23, č. 1 (2017), s. 87-102. ISSN 1024-2953. E-ISSN 1024-2953
R&D Projects: GA ČR GAP201/12/2613; GA ČR(CZ) GA15-08819S
Institutional support: RVO:67985556
Keywords : self-reinforcement * self-organized criticality * canyon
OECD category: Pure mathematics
Impact factor: 0.414, year: 2017
http://library.utia.cas.cz/separaty/2017/SI/swart-0476009.pdf
Permanent Link: http://hdl.handle.net/11104/0273536 - 8.0475647 - 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