On a Stochastic Partial Differential Equation with a Noisy Term

2000 Mathematics Subject Classification: 60H15, 60H40

Fractional Fokker-Planck-Kolmogorov type Equations and their Associated Stochastic Differential Equations

MSC 2010: 26A33, 35R11, 35R60, 35Q84, 60H10 Dedicated to 80-th anniversary of Professor Rudolf Gorenflo

Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Mathematics Subject Classification: 26A33, 76M35, 82B31

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

Monte Carlo Study of Particle Transport Problem in Air Pollution

2002 Mathematics Subject Classification: 65C05.

A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.