Skip to main content
Czech
English
Institute of Information Theory and Automation
You are here
Home
Search form
Search
About us
Home
Research
Education
People
Structure
Kybernetika Journal
GDPR info
Whistleblowing
GEP info
ÚTIA life
Instructions
Activities
Seminars
Library
Computer Centre
Intranet
Login
Mail access
Covid - tests records
Lemon
Reservation of Gym
Discussion list
Booking classrooms
Attendance
Attendance
Seminars MTR department
Title
Numerical schemes for fluids with elastic structure
On Royen's proof of the Gaussian correlation inequality II
On a characterization of stochastic integrability for fractional processes II. Banach space-valued functions
Stochastic sewing with Besov regularity
Secret sharing and duality
Strong R-positivity
An Ito formula for Rosenblatt processes. Part I: Results and strategy
An Ito formula for Rosenblatt processes. Part II: Stochastic integrals of forward and Skorokhod type
An Ito formula for Rosenblatt processes. Part III: General Ito formula and its particular cases
An Ito formula for Rosenblatt processes. Part III/2: General Ito formula and its particular cases
Parameter identification in linear evolution equations driven by additive finite-dimensional fractional noise
Parameter identification in linear evolution equations driven by additive finite-dimensional fractional noise, Part II
On temporal regularity for SPDEs in Besov-Orlicz spaces
Copulas in extreme-value theory
Strong R-positivity, Part II
Strong R-positivity, Part II bis
On random graphs and forest fires
When a large Hurst index turns into a monster
Extensive condensation in preferential attachment with choice
Strong R-positivity, Part III
2012-09-05 20:48