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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
Coauthor
Papers Together
R. Mikulevíčius
22
Feliksas Ivanauskas
1
V. Statulevičius
1
Jonas Kubilius
1
A. Ambrazevičius
1
N. Sonnadara
1
B. Grigelionis
1
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