Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise (Q5266271): Difference between revisions

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scientific article; zbMATH DE number 6468051

Language	Label	Description	Also known as
English	Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise	scientific article; zbMATH DE number 6468051

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instance of

scholarly article

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title

Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise (English)

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Mathematical Methods in the Applied Sciences

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publication date

30 July 2015

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zbMATH Keywords

stochastic differential equations

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Lévy noise

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stochastic functional differential equations

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approximation theorems

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non-Lipschitz conditions

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1002/mma.3208

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cites work

Q4404205

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Q3764976

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Introduction to functional differential equations

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Theory of stochastic differential equations with jumps and applications.

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Q4937701

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Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994

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Averaging of stochastic systems of integral-differential equations with ''Poisson noise''

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An averaging principle for stochastic dynamical systems with Lévy noise

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Successive approximations to solutions of stochastic differential equations

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THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS

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On the successive approximation of solutions of stochastic differential equations

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SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

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Exponential stability of equilibria of differential equations with time-dependent delay and non-Lipschitz nonlinearity

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Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions

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Stochastic averaging principle for dynamical systems with fractional Brownian motion

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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

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Stochastic stability for nonlinear systems driven by Lévy noise

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Lévy Processes and Stochastic Calculus

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Identifiers

zbMATH Open document ID

1345.60051

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DOI

10.1002/mma.3208

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5266271

@@ Property / full work available at URL @@
+https://doi.org/10.1002/mma.3208
@@ Property / full work available at URL: https://doi.org/10.1002/mma.3208 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1989071785
@@ Property / OpenAlex ID: W1989071785 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3764976
@@ Property / cites work: Q3764976 / rank @@
+Normal rank
@@ Property / cites work @@
+Introduction to functional differential equations
@@ Property / cites work: Introduction to functional differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of stochastic differential equations with jumps and applications.
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
+Normal rank
@@ Property / cites work @@
+Averaging of stochastic systems of integral-differential equations with ''Poisson noise''
+Normal rank
@@ Property / cites work @@
+An averaging principle for stochastic dynamical systems with Lévy noise
+Normal rank
@@ Property / cites work @@
+Successive approximations to solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
+Normal rank
@@ Property / cites work @@
+On the successive approximation of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
+Normal rank
@@ Property / cites work @@
+Exponential stability of equilibria of differential equations with time-dependent delay and non-Lipschitz nonlinearity
+Normal rank
@@ Property / cites work @@
+Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
+Normal rank
@@ Property / cites work @@
+Stochastic averaging principle for dynamical systems with fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
+Normal rank
@@ Property / cites work @@
+Stochastic stability for nonlinear systems driven by Lévy noise
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank