H. Pragarauskas

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All published works
Action Title Year Authors
+ On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem 2013 R. Mikulevíčius
H. Pragarauskas
+ PDF Chat On the Cauchy Problem for Integro-differential Operators in Hölder Classes and the Uniqueness of the Martingale Problem 2013 R. Mikulevíčius
H. Pragarauskas
+ PDF Chat On $$L_{p}$$ - theory for stochastic parabolic integro-differential equations 2013 R. Mikulevíčius
H. Pragarauskas
+ PDF Chat On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes 2012 R. Mikulevíčius
H. Pragarauskas
+ Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes 2011 R. Mikulevíčius
H. Pragarauskas
+ On the Cauchy problem for integro-differential operators in Sobolev classes and the martingale problem 2011 R. Mikulevíčius
H. Pragarauskas
+ On the Cauchy problem for integro-differential operators in Hölder classes and the uniqueness of the martingale problem 2011 R. Mikulevíčius
H. Pragarauskas
+ PDF Chat On L_p- theory for stochastic parabolic integro-differential equations 2010 R. Mikulevíčius
H. Pragarauskas
+ PDF Chat On Duffing equation with random perturbations 2010 A. Ambrazevičius
Feliksas Ivanauskas
H. Pragarauskas
+ Model problem for integro-differential Zakai equation with discontinuous observation processes in Hölder spaces 2010 R. Mikulevíčius
H. Pragarauskas
+ On Hölder solutions of the integro-differential Zakai equation 2009 R. Mikulevíčius
H. Pragarauskas
+ On the Cauchy-Dirichlet Problem in the Half Space for Parabolic SPDEs in Weighted Hoelder Spaces 2007 R. Mikulevíčius
H. Pragarauskas
N. Sonnadara
+ On Cauchy-Dirichlet Problem for Linear Integro-Differential Equation in Weighted Sobolev Spaces 2007 R. Mikulevíčius
H. Pragarauskas
+ On the control of jump processes 2006 H. Pragarauskas
+ On first order singular bellman equation 2005 H. Pragarauskas
+ On the approximation of controlled jump diffusion processes 2005 H. Pragarauskas
+ PDF Chat On Cauchy-Dirichlet Problem in Half-Space for Linear Integro-Differential Equations in Weighted Hoelder Spaces 2005 R. Mikulevíčius
H. Pragarauskas
+ On Cauchy–Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces 2003 R. Mikulevíčius
H. Pragarauskas
+ On LP-estimates of stochastic integrals 1999 H. Pragarauskas
+ Viscosity solutions to the Dirichlet problem of Bellman equation 1998 H. Pragarauskas
+ Nonlinear potentials of the cauchy-dirichlet problem for the integrodifferential Bellman equation 1996 R. Mikulevíčius
H. Pragarauskas
+ Probability Theory and Mathematical Statistics 1994 B. Grigelionis
Jonas Kubilius
H. Pragarauskas
V. Statulevičius
+ On classical solutions of boundary value problems for certain nonlinear integro-differential equations 1994 R. Mikulevíčius
H. Pragarauskas
+ On the uniqueness of solution to a martingale problem associated with a degenerate Lévy's operator 1993 R. Mikulevíčius
H. Pragarauskas
+ On the martingale problem associated with nondegenerate Lévy operators 1992 R. Mikulevíčius
H. Pragarauskas
+ On the cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces 1992 R. Mikulevíčius
H. Pragarauskas
+ On the uniqueness of a solution to the Bellman equation in Sobolev's classes 1991 R. Mikulevíčius
H. Pragarauskas
+ ON THE MARTINGALE PROBLEM ASSOCIATED WITH INTEGRO-DIFFERENTIAL OPERATORS 1990 R. Mikulevíčius
H. Pragarauskas
+ On Hölder continuity of solutions of certain integro-differential equations 1988 R. Mikulevíčius
H. Pragarauskas
+ Approximation of controlled solutions of Ito's equation by controlled Markov chains 1983 H. Pragarauskas
+ Uniqueness of the solution of Bellman's equation in the case of general controlled processes 1983 H. Pragarauskas
+ Bellman's equation in a lattice of measures for general controlled stochastic processes. II 1982 H. Pragarauskas
+ Bellman's equation in a lattice of measures for general controlled stochastic processes. I 1982 H. Pragarauskas
+ Passage to the limit in general degenerate Bellman equations. II 1981 H. Pragarauskas
+ Limit transition in general degenerate Bellman equations. I 1981 H. Pragarauskas
Common Coauthors
Commonly Cited References
Action Title Year Authors # of times referenced
+ On the cauchy problem for certain integro-differential operators in Sobolev and Hölder spaces 1992 R. Mikulevíčius
H. Pragarauskas
8
+ PDF Chat On the optimal filtering of diffusion processes 1969 Moshe Zakai
7
+ PDF Chat Elliptic Partial Differential Equations of Second Order 2001 David Gilbarg
Neil S. Trudinger
7
+ Singular Integrals and Differentiability Properties of Functions. 1971 Elias M. Stein
6
+ Properties of solutions of stochastic differential equations 1983 R. Mikulevíčius
6
+ On Hölder solutions of the integro-differential Zakai equation 2009 R. Mikulevíčius
H. Pragarauskas
5
+ PDF Chat On the Cauchy problem for parabolic SPDEs in Hölder classes 2000 R. Mikulevíčius
5
+ On the martingale problem for generators of stable processes with perturbations 1984 Takashi Komatsu
5
+ ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 1975 B. L. Rozovskiĭ
5
+ <i>Lectures on Cauchy's Problem in Linear Partial Differential Equations</i> 1953 Jacques Hadamard
Philip Μ. Morse
5
+ ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS 1977 Н. В. Крылов
B. L. Rozovskiĭ
4
+ The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels 2009 Helmut Abels
Moritz Kaßmann
4
+ PDF Chat Diffusion processes associated with L�vy generators 1975 Daniel W. Stroock
4
+ On <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" overflow="scroll"><mml:msub><mml:mi>L</mml:mi><mml:mi>p</mml:mi></mml:msub></mml:math>-estimates for a class of non-local elliptic equations 2011 Hongjie Dong
Doyoon Kim
4
+ Reduced stochastic equations of the nonlinear filtration of random processes 1977 B. Grigelionis
4
+ Équations aux dérivées partielles stochastiques non linéaires monotones : étude de solutions fortes de type Ito 1975 E. Pardoux
4
+ Nonlinear Elliptic and Parabolic Equations of the Second Order 1987 Н. В. Крылов
3
+ PDF Chat Regularity theory for fully nonlinear integro‐differential equations 2009 Luis Caffarelli
Luís Silvestre
3
+ Passage to the limit in general degenerate Bellman equations. II 1981 H. Pragarauskas
3
+ Nonlinear elliptic and parabolic equations of the second order 1988 Николай Владимирович Крылов
3
+ PDF Chat Drift diffusion equations with fractional diffusion and the quasi-geostrophic equation 2010 Luis Caffarelli
Alexis Vasseur
3
+ On the martingale problem associated with nondegenerate Lévy operators 1992 R. Mikulevíčius
H. Pragarauskas
3
+ Linear and Quasi-linear Equations of Parabolic Type 1968 O. Ladyženskaja
V. A. Solonnikov
N. Ural’ceva
2
+ PDF Chat Pseudo-differential operators and Markov processes 1984 Takashi Komatsu
2
+ Classical solutions of fully nonlinear, convex, second‐order elliptic equations 1982 Lawrence C. Evans
2
+ Stochastic Equations in Infinite Dimensions 1992 Guiseppe Da Prato
Jerzy Zabczyk
2
+ PDF Chat Uniqueness in law for pure jump Markov processes 1988 Richard F. Bass
2
+ Lévy measure with generalized polar decomposition and the associated sde with jumps 1992 Masaaki Tsuchiya
2
+ A Sobolev Space Theory of SPDEs with Constant Coefficients in a Half Space 1999 Н. В. Крылов
Sergey V. Lototsky
2
+ Theory of Function Spaces II 1992 Hans Triebel
2
+ Markov processes associated with certain integro-differential operators 1973 Takashi Komatsu
2
+ A Sobolev Space Theory of SPDE with Constant Coefficients on a Half Line 1999 Н. В. Крылов
Sergey V. Lototsky
2
+ Stochastic Equations in Infinite Dimensions 2014 Giuseppe Da Prato
Jerzy Zabczyk
2
+ Lévy processes and Fourier multipliers 2007 Rodrigo Bañuelos
Krzysztof Bogdan
2
+ Approximations for functionals and optimal control problems on jump diffusion processes 1978 Harold J. Kushner
Giovanni DiMasi
2
+ Theory of Function Spaces 1983 Hans Triebel
2
+ Linear and Quasilinear Equations of Parabolic Type 1969 O. A. Ladyzhenskai︠a︡
2
+ Model Problem for Integro-Differential Zakai Equation with Discontinuous Observation Processes 2011 R. Mikulevíčius
H. Pragarauskas
2
+ On $L_p $-Theory of Stochastic Partial Differential Equations in the Whole Space 1996 Н. В. Крылов
2
+ On Cauchy–Dirichlet problem in half-space for parabolic SPDEs in weighted Hölder spaces 2003 R. Mikulevíčius
H. Pragarauskas
2
+ Dirichlet problem for stochasticparabolic equations in smoothdomains 1999 Sergey V. Lototsky
2
+ PDF Chat An Extension Problem Related to the Fractional Laplacian 2007 Luis Caffarelli
Luís Silvestre
1
+ PDF Chat On $L_{p}$-Estimates of Some Singular Integrals Related to Jump Processes 2012 R. Mikulevíčius
H. Pragarauskas
1
+ Contrôle impulsionnel et inéquations quasi variationnelles 1982 Alain Bensoussan
J. L. Lions
1
+ Boundary Value Problems for Elliptic Pseudodifferential Equations 2008 G. Èskin
1
+ Lectures on Elliptic and Parabolic Equations in Sobolev Spaces 2008 Н. В. Крылов
1
+ Ricerche di Matematica 2013 1
+ Stochastic Differential Equations 2007 I. I. Gikhman
A. V. Skorokhod
1
+ PDF Chat Elliptic Partial Differential Equations of Second Order 1977 David Gilbarg
Neil S. Trudinger
1
+ Second Order Equations With Nonnegative Characteristic Form 1973 O. A. Oleĭnik
E. V. Radkevič
1