| 1 |
Simulation of non‑dilute fbre suspensions using RBF‑based macro–micro multiscale method
Nguyen HQ, Tran CD
Korea-Australia Rheology Journal, 34(1), 1, 2022 |
| 2 |
Multi-point Gaussian States, Quadratic-Exponential Cost Functionals, and Large Deviations Estimates for Linear Quantum Stochastic Systems
Vladimirov IG, Petersen IR, James MR
Applied Mathematics and Optimization, 83(1), 83, 2021 |
| 3 |
A Diffuse Interface Model of a Two-Phase Flow with Thermal Fluctuations
Feireisl E, Petcu M
Applied Mathematics and Optimization, 83(1), 531, 2021 |
| 4 |
The Stochastic Viscous Cahn-Hilliard Equation: Well-Posedness, Regularity and Vanishing Viscosity Limit
Scarpa L
Applied Mathematics and Optimization, 84(1), 487, 2021 |
| 5 |
Small-Time Solvability of a Flow of Forward-Backward Stochastic Differential Equations
Hamaguchi Y
Applied Mathematics and Optimization, 84(1), 567, 2021 |
| 6 |
Optimal Stopping of Marked Point Processes and Reflected Backward Stochastic Differential Equations
Foresta N
Applied Mathematics and Optimization, 83(3), 1219, 2021 |
| 7 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences
Fayvisovich R, Zitkovic G
Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 8 |
Approximation Schemes for Mixed Optimal Stopping and Control Problems with Nonlinear Expectations and Jumps
Dumitrescu R, Reisinger C, Zhang YF
Applied Mathematics and Optimization, 83(3), 1387, 2021 |
| 9 |
Invariant Measures for the Stochastic One-Dimensional Compressible Navier-Stokes Equations
Zelati MC, Glatt-Holtz N, Trivisa K
Applied Mathematics and Optimization, 83(3), 1487, 2021 |
| 10 |
Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations
Xu J, Liu JF, Liu JC, Miao Y
Applied Mathematics and Optimization, 84(SUPPL 1), S837, 2021 |
