Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2013.09.026 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2065143578 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3446272 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Onset of nonlinearity in thermostatted active particles models for complex systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of stochastic differential equations with jumps and applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A survey of numerical methods for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical methods for nonlinear stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strong approximations of stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Successive approximation of neutral functional stochastic differential equations with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Order of Approximations for Solutions of Itô-Type Stochastic Differential Equations with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Successive approximations to solutions of stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence, uniqueness, and asymptotic behavior of mild solutions to stochastic functional differential equations in Hilbert spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Functional integro-differential stochastic evolution equations in Hilbert space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximations to mild solutions of stochastic semilinear equations with non-Lipschitz coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: The existence and uniqueness of energy solutions to local non-Lipschitz stochastic evolution equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Solutions of Stochastic Differential Delay Equations with Jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local \(M\)-estimation for jump-diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hilbert space-valued forward-backward stochastic differential equations with Poisson jumps and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential stability of second-order stochastic evolution equations with Poisson jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4492756 / rank
 
Normal rank

Latest revision as of 21:29, 11 July 2024

scientific article
Language Label Description Also known as
English
Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
scientific article

    Statements

    Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (English)
    0 references
    0 references
    0 references
    0 references
    26 April 2016
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    stochastic differential equations of jump type
    0 references
    local non-Lipschitz condition
    0 references
    compensated Poisson process
    0 references
    0 references
    0 references
    0 references