Pages that link to "Item:Q1347271"

The following pages link to Stratonovich stochastic differential equations driven by general semimartingales (Q1347271):

Displaying 37 items.

• Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
• Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise (Q321828) (← links)
• Averaging along foliated Lévy diffusions (Q468605) (← links)
• Errata: Stochastic calculus over symmetric Markov processes without time reversal (Q693722) (← links)
• Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
• An averaging principle for stochastic dynamical systems with Lévy noise (Q720704) (← links)
• Decomposition of stochastic flows generated by Stratonovich SDEs with jumps (Q727482) (← links)
• A large deviation principle for stochastic integrals (Q927258) (← links)
• Regularization of the Stratonovich equations with jumps between manifolds (Q1275257) (← links)
• Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
• Differential equations driven by rough paths with jumps (Q1704543) (← links)
• Canonical RDEs and general semimartingales as rough paths (Q1731892) (← links)
• Stability for gains from large investors' strategies in \(M_{1}/J_{1}\) topologies (Q1740520) (← links)
• Topology of foliations and decomposition of stochastic flows of diffeomorphisms (Q1743974) (← links)
• Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes (Q1755348) (← links)
• Parabolic SPDEs driven by Poisson white noise (Q1805741) (← links)
• Support theorem for jump processes. (Q1877520) (← links)
• Stochastic flows of diffeomorphisms on manifolds driven by infinite-dimensional semimartingales with jumps. (Q1879532) (← links)
• Wong-Zakai approximations for stochastic differential equations (Q1914901) (← links)
• Random transformations and invariance of semimartingales on Lie groups (Q2022313) (← links)
• A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (Q2033582) (← links)
• Lévy processes on smooth manifolds with a connection (Q2076622) (← links)
• Stochastic McKendrick-von Foerster models with applications (Q2164550) (← links)
• Weak symmetries of stochastic differential equations driven by semimartingales with jumps (Q2184605) (← links)
• Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695) (← links)
• Superdiffusive limits for deterministic fast-slow dynamical systems (Q2210741) (← links)
• Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle (Q2223321) (← links)
• Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions (Q2309605) (← links)
• Smoothness of the law of manifold-valued Markov processes with jumps (Q2435227) (← links)
• Hereditary portfolio optimization with taxes and fixed plus proportional transaction costs. I. (Q2478407) (← links)
• On the absolute continuity of Lévy processes with drift (Q2497170) (← links)
• On reflected Stratonovich stochastic differential equations (Q2512855) (← links)
• A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
• Quasi‐shuffle algebras and renormalisation of rough differential equations (Q5110599) (← links)
• Unified signature cumulants and generalized Magnus expansions (Q5866307) (← links)
• First-order linear Marcus SPDEs (Q6060961) (← links)
• Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes (Q6151510) (← links)