Selected List of Publications

Main papers

  1. B. Iftimie, C. Varsan, An analytic solution for a first order stochastic differential system, Proceedings of the Fourteenth International Symposium of Mathematical Theory of Networks MTNS, 2000, Perpignan, France.
  2. B. Iftimie, C. Varsan, First order functional equations associated with Cauchy-Kowalewsky Theorem, Revue Roumaine de Mathematiques Pures et Appliquees 46 (2001), Vol. 5, 653-672.
  3. B. Iftimie, C. Varsan, A pathwise solution for nonlinear parabolic equations with stochastic perturbations, Central European Journal of Mathematics     CEJM 3 (2003), Vol. 1, 367-381.
  4. M. Diop, B. Iftimie, E. Pardoux, A. Piatnitski, Singular homogenization with stationary in time and periodic in space coefficients, Journal of Functional Analysis JFA 231 (2006), Vol. 1, 1-46.
  5. B. Iftimie, C. Varsan, Evolution systems of Cauchy-Kowalewsky and parabolic type with stochastic perturbations, submitted to Revue Roumaine de Mathematiques Pures et Appliquees, 2007.
  6. B. Iftimie, E. Pardoux, A. Piatnitski, Homogenization of a singular random one dimensional PDE, accepted for publication in Annales de l'Institut Henri Poincare, Serie Probabilites-Statistiques, 35 pages, 2007.
  7. B. Iftimie, I. Molnar, C. Varsan, Asymptotic behaviour of piecewise constant processes associated with elliptic equations and applications in Finance, Preprint IMAR, 2007.
  8. B. Iftimie, An iterative stochastic procedure for the construction of a solution of some Navier-Stokes equations, to be submitted, 2007.
  9. B. Iftimie, I. Molnar, C. Varsan, Asymptotic behaviour and admissible strategies for American Options involving piecewise continuous solutions of SDEs, in progress.

Edited Volumes

  1. B. Iftimie, C. Tudor, M. Tudor, Notiuni de teoria proceselor stochastice cu aplicatii in Finante, ASE Publishing House, 1998.
  2. B. Iftimie, Evolution systems with stochastic perturbations (in english), Matrix Rom Publishing House, 2006.