S. Mohammed

发表

Stability of linear delay equations under a small noise

S. Mohammed, 1986, Proceedings of the Edinburgh Mathematical Society.

Stochastic functional differential equations

S. Mohammed, 1984 .

Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives

Salah-Eldin A. Mohammed, Bernt Oksendal, S. Mohammed, 2014 .

A Delayed Black and Scholes Formula

Yaozhong Hu, S. Mohammed, G. Pap, 2006, math/0604640.

Discrete-time approximations of stochastic delay equations: The Milstein scheme

Salah-Eldin A. Mohammed, Yaozhong Hu, Yaozhong Hu, 2004 .

Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation

Salah-Eldin A. Mohammed, S. Mohammed, F. Proske, 2012, 1204.3867.

Hartman-Grobman theorems along hyperbolic stationary trajectories

Salah-Eldin A. Mohammed, Paulo R. Ruffino, Edson A. Coayla-Teran, 2006 .

Lyapunov Exponents and Stochastic Flows of Linear and Affine Hereditary Systems

S. Mohammed, 1992 .

The infinitesimal generator of a stochastic functional differential equation

S. Mohammed, 1982 .

The stable manifold theorem for non-linear stochastic systems with memory. I. Existence of the semiflow

M. Scheutzow, S. Mohammed, 2003 .

The Burgers equation with affine linear noise: Dynamics and stability

Tusheng Zhang, S. Mohammed, 2012 .

The stable manifold theorem for non-linear stochastic systems with memory: II. The local stable manifold theorem

M. Scheutzow, S. Mohammed, 2004 .

The Dirichlet problem for superdegenerate differential operators

S. Mohammed, Denis R. Bell, 1998, math/9809186.

A Delayed Black and Scholes Formula

Yaozhong Hu, S. Mohammed, G. Pap, 2006, math/0604640.

The Stable Manifold Theorem for Stochastic Differential Equations (Analysis and Probability Seminar, University of Hull)

M. Scheutzow, S. Mohammed, 1998, math/9803160.

The stable manifold theorem for semi-linear stochastic evolution equations and stochastic partial differential equations. I: The stochastic semiflow

Tusheng Zhang, S. Mohammed, Huaizhong Zhao, 2005, math/0503320.

The Stable Manifold Theorem for Stochastic Differential Equations (Dynamical Systems and Probability Seminar, Loughborough University)

Salah-Eldin A. Mohammed, Michael K.R. Scheutzow, S. Mohammed, 1999 .

INVARIANT MANIFOLDS FOR STOCHASTIC MODELS IN FLUID DYNAMICS

S. Mohammed, 2011 .

The stable manifold theorum for semilinear stochastic evolution equations and stochastic partial differential equations. II: Existence of stable and unstable manifolds.

Tusheng Zhang, S. Mohammed, Huaizhong Zhao, 2005, math/0503321.

Stochastic Differential Systems with Memory: Theory, Examples and Applications (Sixth Workshop on Stochastic Analysis)

Salah-Eldin A. Mohammed, S. Mohammed, 1996 .

Stochastic Dynamical Systems in Infinite Dimensions

Salah-Eldin A. Mohammed, S. Mohammed, 2009 .

Random Dynamics and Memory: Structure within Chaos? (MAA Invited Address / David Blackwell Lecture)

S. Mohammed, 2008 .

Semilinear SPDEs as Dynamical Systems (Mittag-Leffler Institute Seminar)

S. Mohammed, 2007 .

Random Dynamics (SIUC 2006 Outstanding Scholar Public Lecture)

Salah-Eldin A. Mohammed, S. Mohammed, 2006 .

The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Dif

Tusheng Zhang, S. Mohammed, Huaizhong Zhao, 2008 .

II: EXISTENCE OF STABLE AND UNSTABLE MANIFOLDS

Tusheng Zhang, S. Mohammed, Huaizhong Zhao, 2005 .

Stochastic Dynamics of Systems with Memory (Stochastic Analysis Seminar, University of Oxford)

Salah-Eldin A. Mohammed, S. Mohammed, 2000 .

Dynamics of Stochastic Systems with Memory (Mathematics and Statistics Colloquium, Wright State University)

Salah-Eldin A. Mohammed, S. Mohammed, 2000 .

SFDE's as Dynamical Systems (Symposium 2000/2001, University of Warwick)

S. Mohammed, 2000 .

Stochastic Dynamics of Infinite-Dimensional Systems (Stochastic and Non-linear Analysis Seminar, University of Illinois)

Salah-Eldin A. Mohammed, S. Mohammed, 2000 .

On the Dynamics of Stochastic Differential Equations (Ellis B. Stouffer Colloquium, University of Kansas)

Salah-Eldin A. Mohammed, S. Mohammed, 1998 .

The Stable Manifold Theorem for SDE's (Probability Seminar, University of California, Irvine)

Salah-Eldin A. Mohammed, S. Mohammed, 1998 .

On the Dynamics of Stochastic Differential Systems (The Seventh Vilnius Conference on Probability Theory and Mathematical Statistics)

Salah-Eldin A. Mohammed, S. Mohammed, 1998 .

The Stable Manifold Theorem for SDE's (Stochastic Analysis Seminar, MSRI)

S. Mohammed, 1997 .

Lyapunov exponents and stochastic flows of linear and affine hereditary systems : a survey

Salah-Eldin A. Mohammed, S. Mohammed, 1991 .

The Lyapunov spectrum and stable manifolds for stochastic linear delay equations

S. Mohammed, 1990 .

Sobolev Differentiable Stochastic Flows for SDE ’ s with Singular Coefficients : Applications to the Transport Equation January 22 , 2013

S. Mohammed, F. Proske, T. Nilssen, 2013 .

Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales.

Michael Scheutzow, Salah-Eldin A. Mohammed, M. Scheutzow, 1990 .

SPATIAL ESTIMATES FOR STOCHASTIC FLOWS IN EUCLIDEAN SPACE

Michael Scheutzow, Salah-Eldin A. Mohammed, M. Scheutzow, 1998 .

A stochastic delay model for pricing debt and equity: Numerical techniques and applications

Antoine Tambue, Elisabeth Kemajou Brown, Salah Mohammed, 2013, Commun. Nonlinear Sci. Numer. Simul..

Lyapunov exponents and stationary solutions for affine stochastic delay equations

M. Scheutzow, S. Mohammed, 1990 .

Unstable invariant distributions for a class of stochastic delay equations

S. Mohammed, 1988, Proceedings of the Edinburgh Mathematical Society.

Hyperbolic state space decomposition for a linear stochastic delay equation

M. Scheutzow, S. Mohammed, H. Weizsäcker, 1986 .

Anticipating stochastic differential systems with memory

Tusheng Zhang, S. Mohammed, 2009 .

Lyapunov exponents of linear stochastic functional-differential equations. II. Examples and case studies

Salah-Eldin A. Mohammed, M. Scheutzow, S. Mohammed, 1997 .

ON THE DYNAMICS OF STOCHASTIC DIFFERENTIAL EQUATIONS University of Kansas : October 1 , 1998 , 4 : 00 pm

S. Mohammed, 2014 .

Anticipating Stochastic Difierential Systems with Memory

Tusheng Zhang, S. Mohammed, 2008 .

Anticipating Stochastic Dieren tial Systems with Memory

Tusheng Zhang, S. Mohammed, 2007 .

Dynamics of stochastic 2D Navier–Stokes equations

Tusheng Zhang, S. Mohammed, 2010 .

An extension of Hörmander’s theorem for infinitely degenerate second-order operators

S. Mohammed, Denis R. Bell, 1995 .

Stochastic functional differential equations on manifolds

S. Mohammed, R. Léandre, 2001 .

Stochastic Functional Diffe rential Equations on Manifolds

S. Mohammed, R. Léandre, 2001 .

A STOCHASTIC DELAY MODEL FOR PRICING DEBT AND LOAN GUARANTEES: Theoretical results

S. Mohammed, Antoine Tambue, E. Kemajou, 2012, 1210.0570.

Retarded functional differential equations : a global point of view

S. Mohammed, 1978 .

Anticipating stochastic 2D Navier–Stokes equations

Tusheng Zhang, S. Mohammed, 2011, 1112.2920.

MAT4760 Spring semester 2012 Innite-Dimension al Stochastic Dynamical Systems

S. Mohammed, 2012 .

The substitution theorem for semilinear stochastic partial differential equations

Tusheng Zhang, S. Mohammed, 2007 .

A Stochastic Calculus for Systems with Memory

S. Mohammed, F. Yan, 2005 .

Stochastic Burgers Equation with Random Initial Velocities: A Malliavin Calculus Approach

Salah-Eldin A. Mohammed, Tusheng Zhang, Tusheng Zhang, 2013, SIAM J. Math. Anal..

Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations

Rachel Kuske, Tony Shardlow, Evelyn Buckwar, 2008, LMS J. Comput. Math..

The Weak Euler Scheme for StochasticDifferential Delay Equations

Rachel Kuske, Tony Shardlow, Evelyn Buckwar, 2006 .

Anticipating Semilinear SPDEs (Mittag-Leffler Institute Workshop)

S. Mohammed, 2007 .

Anticipating Semilinear SPDEs (International Conference Stochastic Analysis and Stochastic Geometry)

S. Mohammed, 2007 .

Anticipating Semilinear SPDEs (International Conference Modern Perpspectives in Real and Stochastic Analysis)

Salah-Eldin A. Mohammed, S. Mohammed, 2007 .

Numerics of Stochastic Systems with Memory (Mittag-Leffler Institute Seminar)

Salah-Eldin A. Mohammed, S. Mohammed, 2007 .

The Malliavin calculus and stochastic delay equations

S. Mohammed, Denis R. Bell, 1991 .

Stochastic Differential Systems with Memory (Spring School on Stochastic Delay Differential Equations)

Salah-Eldin A. Mohammed, S. Mohammed, 2003 .

Numerics of Stochastic Systems with Memory (Applied Mathematics and Numerical Analysis Seminars, University of Manchester)

Salah-Eldin A. Mohammed, S. Mohammed, 2001 .

Discrete-time Approximations of Stochastic Differential Systems with Memory

Yaozhong Hu, S. Mohammed, F. Yan, 2001 .

Flows for singular stochastic differential equations with unbounded drifts

S. Mohammed, O. M. Pamen, 2017, Journal of Functional Analysis.

Nonlinear flows of stochastic linear delay equations

S. Mohammed, 1986 .

Almost surely non-linear solutions of stochastic linear delay equations

S. Mohammed, 1985 .