Tijana Levajković

The Stochastic Linear Quadratic Control Problem with Singular Estimates

Cavit Hafizoglu, Irena Lasiecka, Tijana Levajković et al. · SIAM Journal on Control and Optimization · 2017 · 21 citations

Mathematical Programming, Semi-infinite Optimization, Optimal Feedback Synthesis +7

Stochastic evolution equations with multiplicative noise

Tijana Levajković, Stevan Pilipović, Dora Seleši et al. · Electronic Journal of Probability · 2015 · 16 citations · Full text

Stationary Case, Engineering, Linear Boundedoperator +10

The Stochastic Dirichlet Problem Driven by the Ornstein–Uhlenbeck Operator: Approach by the Fredholm Alternative for Chaos Expansions

Tijana Levajković, Stevan Pilipović, Dora Seleši · Stochastic Analysis and Applications · 2011 · 15 citations

Spectral Theory, Dirichlet Form, Engineering +15

Chaos expansion methods for stochastic differential equations involving the Malliavin derivative, Part I

Tijana Levajković, Dora Seleši · Publications de l Institut Mathematique · 2011 · 14 citations · Full text

Spectral Theory, Chaos Expansion Methods, Fractional Gaussian +13

Chaos expansion methods in Malliavin calculus: A survey of recent results

Tijana Levajković, Stevan Pilipović, Dora Seleši · Novi Sad Journal of Mathematics · 2015 · 11 citations

Numerical Analysis, Chaos Expansion Methods, Engineering +14