Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (Q2574564): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponential asymptotics for stochastic processes: Extremal behavior, stationary distributions and first passage probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4888858 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Storage processes with general release rule and additive inputs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subexponentiality and infinite divisibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak limit theorems for stochastic integrals and stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple coupling of renewal processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4327561 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Extremal Problem in Probability Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3771297 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004226 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4301585 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4943608 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:29, 11 June 2024

scientific article
Language Label Description Also known as
English
Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions.
scientific article

    Statements

    Tails of solutions of certain nonlinear stochastic differential equations driven by heavy tailed Lévy motions. (English)
    0 references
    0 references
    0 references
    29 November 2005
    0 references
    stochastic differential equation
    0 references
    heavy tails
    0 references
    Markov process
    0 references
    stationary distribution
    0 references
    coupling
    0 references
    storage processes
    0 references

    Identifiers