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Discrete & Continuous Dynamical Systems - B

July 2006 , Volume 6 , Issue 4

Special Issue
Stochastic Dynamics in Finite and Infinite Dimensions:
Theory and Applications

Guest Editors:
Vadim Kaloshin, Sergey Lototsky and Michael Roeckner

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Preface
Vadim Kaloshin, Sergey Lototsky and Michael Röckner
2006, 6(4): i-ii doi: 10.3934/dcdsb.2006.6.4i +[Abstract](911) +[PDF](25.5KB)
Large deviation principle for a stochastic navier-Stokes equation in its vorticity form for a two-dimensional incompressible flow
Anna Amirdjanova and Jie Xiong
2006, 6(4): 651-666 doi: 10.3934/dcdsb.2006.6.651 +[Abstract](981) +[PDF](274.4KB)
Pathwise non-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
John A. D. Appleby, Alexandra Rodkina and Henri Schurz
2006, 6(4): 667-696 doi: 10.3934/dcdsb.2006.6.667 +[Abstract](869) +[PDF](375.7KB)
Lyapunov exponents for stochastic differential equations with infinite memory and application to stochastic Navier-Stokes equations
Yuri Bakhtin
2006, 6(4): 697-709 doi: 10.3934/dcdsb.2006.6.697 +[Abstract](1017) +[PDF](261.5KB)
Molecular motors, Brownian ratchets, and reflected diffusions
Amarjit Budhiraja and John Fricks
2006, 6(4): 711-734 doi: 10.3934/dcdsb.2006.6.711 +[Abstract](833) +[PDF](400.9KB)
Asymptotic solutions of a nonlinear stochastic beam equation
Pao-Liu Chow
2006, 6(4): 735-749 doi: 10.3934/dcdsb.2006.6.735 +[Abstract](925) +[PDF](236.4KB)
Maximal dissipativity of a class of elliptic degenerate operators in weighted $L^2$ spaces
Giuseppe Da Prato and Alessandra Lunardi
2006, 6(4): 751-760 doi: 10.3934/dcdsb.2006.6.751 +[Abstract](810) +[PDF](220.2KB)
Convergence of a semi-discrete scheme for the stochastic Korteweg-de Vries equation
Arnaud Debussche and Jacques Printems
2006, 6(4): 761-781 doi: 10.3934/dcdsb.2006.6.761 +[Abstract](1113) +[PDF](322.8KB)
Time reversal of parabolic waves and two-frequency Wigner distribution
Albert Fannjiang and Knut Solna
2006, 6(4): 783-802 doi: 10.3934/dcdsb.2006.6.783 +[Abstract](814) +[PDF](291.6KB)
Examples of moderate deviation principle for diffusion processes
A. Guillin and R. Liptser
2006, 6(4): 803-828 doi: 10.3934/dcdsb.2006.6.803 +[Abstract](766) +[PDF](389.8KB)
On nonexistence of non-constant volatility in the Black-Scholes formula
Kais Hamza and Fima C. Klebaner
2006, 6(4): 829-834 doi: 10.3934/dcdsb.2006.6.829 +[Abstract](833) +[PDF](179.0KB)
On the stochastic Burgers equation with a polynomial nonlinearity in the real line
Jong Uhn Kim
2006, 6(4): 835-866 doi: 10.3934/dcdsb.2006.6.835 +[Abstract](946) +[PDF](280.2KB)
Brownian flow on a finite interval with jump boundary conditions
Elena Kosygina
2006, 6(4): 867-880 doi: 10.3934/dcdsb.2006.6.867 +[Abstract](868) +[PDF](315.8KB)
Large deviations for stochastic systems with memory
Salah-Eldin A. Mohammed and Tusheng Zhang
2006, 6(4): 881-893 doi: 10.3934/dcdsb.2006.6.881 +[Abstract](1000) +[PDF](227.4KB)
Time regularity of the evolution solution to fractional stochastic heat equation
Yalçin Sarol and Frederi Viens
2006, 6(4): 895-910 doi: 10.3934/dcdsb.2006.6.895 +[Abstract](1056) +[PDF](251.9KB)
Ergodicity for a class of Markov processes and applications to randomly forced PDE'S. II
Armen Shirikyan
2006, 6(4): 911-926 doi: 10.3934/dcdsb.2006.6.911 +[Abstract](824) +[PDF](315.2KB)
The wellposedness of FBSDEs
Jianfeng Zhang
2006, 6(4): 927-940 doi: 10.3934/dcdsb.2006.6.927 +[Abstract](916) +[PDF](224.7KB)
Stochastic Galerkin method for elliptic spdes: A white noise approach
Luis J. Roman and Marcus Sarkis
2006, 6(4): 941-955 doi: 10.3934/dcdsb.2006.6.941 +[Abstract](888) +[PDF](292.8KB)

2017  Impact Factor: 0.972

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