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Tijana Levajković
Tijana Levajković
Institute of Statistics and Mathematical Methods in Economics, TU Vienna
Bestätigte E-Mail-Adresse bei tuwien.ac.at - Startseite
Titel
Zitiert von
Zitiert von
Jahr
The stochastic linear quadratic control problem with singular estimates
C Hafizoglu, I Lasiecka, T Levajkovic, H Mena, A Tuffaha
SIAM Journal on Control and Optimization 55 (2), 595-626, 2017
262017
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative–Part I
T Levajković, D Seleši
Publications de lʼInstitut Mathématique Belgrade, Nouvelle série 90 (104), 65-85, 2011
212011
Stochastic evolution equations with multiplicative noise
T Levajković, S Pilipović, D Seleši, M Žigić
Electronic Journal of Probability 20 (19), 1-23, 2015
202015
The stochastic Dirichlet problem driven by the Ornstein–Uhlenbeck operator: Approach by the Fredholm alternative for chaos expansions
T Levajković, S Pilipović, D Seleši
Stochastic Analysis and Applications 29 (2), 317-331, 2011
202011
The stochastic linear quadratic optimal control problem in Hilbert spaces: A chaos expansion approach
T Levajkovic, H Mena, A Tuffaha
Evolution Equations & Control Theory 5 (1), 105-134, 2016
15*2016
Fundamental equations with higher order Malliavin operators
T Levajković, S Pilipović, D Seleši
Stochastics 88 (1) 88 (1), 106-127, 2016
152016
Chaos expansion methods for stochastic differential equations involving the Malliavin derivative–Part II
T Levajković, D Seleši
Publications de lʼInstitut Mathématique Belgrade, Nouvelle série 90 (104), 85-98, 2011
152011
Chaos expansions: Applications to a generalized eigenvalue problem for the Malliavin derivative
T Levajković, S Pilipović, D Seleši
Integral Transforms and Special Functions 22 (2), 97-105, 2011
142011
A Numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
T Levajković, H Mena, A Tuffaha
Applied Mathematics & Optimization 75 (3), 499-523, 2017
132017
Chaos expansion methods in Malliavin calculus: A survey of recent results
T Levajkovic, S Pilipovic, D Seleši
Novi Sad Journal of Mathematics 45 (1), 45-103, 2015
132015
Operator differential-algebraic equations with noise arising in fluid dynamics
R Altmann, T Levajković, H Mena
Monatshefte für Mathematik 182 (4), 741-780, 2017
82017
Malliavin calculus for generalized and test stochastic processes
T Levajković, D Seleši
Filomat 31 (13), 4231-4256, 2017
72017
On deterministic and stochastic linear quadratic control problems
T Levajković, H Mena
Current Trends in Analysis and Its Applications, Trends in Mathematics …, 2015
72015
Malliavin calculus for chaos Expansions of generalized stochastic processes with applications to some classes of differential equations
T Levajković
Novi Sad, 2011
72011
Chaos expansion of generalized random processes on fractional white noise space
T Levajkovic, D Seleši
Novi Sad Journal of Mathematics 38 (3), 137-146, 2008
72008
Stochastic evolution equations with Wick-polynomial nonlinearities
T Levajković, S Pilipović, D Seleši, M Žigić
Electronic Journal of Probability 23 (116), 1-25, 2018
62018
The stochastic LQR optimal control with fractional Brownian motion
T Levajković, H Mena, A Tuffaha
Advanced in Partial Differential Equations, Generalized Functions and …, 2017
52017
Solving stochastic LQR problems by polynomial chaos
T Levajković, H Mena, LM Pfurtscheller
IEEE control systems letters 2 (4), 641-646, 2018
42018
Equations involving Malliavin calculus operators: Applications and numerical approximation
T Levajković, H Mena
Springer Briefs in Mathematics, Springer International Publishing, ISBN 978 …, 2017
42017
Equations involving Malliavin derivative: A chaos expansion approach
T Levajković, H Mena
Pseudo-Differential Operators and Generalized Functions, Operator Theory …, 2015
42015
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