Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients (Q1615890): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2963456948
@@ Property / OpenAlex ID: W2963456948 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.06785
@@ Property / arXiv ID: 1608.06785 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis and Geometry of Markov Diffusion Operators
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Measure attractors and Markov attractors
@@ Property / cites work: Measure attractors and Markov attractors / rank @@
+Normal rank
@@ Property / cites work @@
+Q4263367
@@ Property / cites work: Q4263367 / rank @@
+Normal rank
@@ Property / cites work @@
+Information Theory
@@ Property / cites work: Information Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity for Infinite Dimensional Systems
@@ Property / cites work: Ergodicity for Infinite Dimensional Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Long-Term Returns in Stochastic Interest Rate Models: Applications
+Normal rank
@@ Property / cites work @@
+Long-term returns in stochastic interest rate models
+Normal rank
@@ Property / cites work @@
+Long-term returns in stochastic interest rate models: convergence in law
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical population genetics. I: Theoretical introduction.
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion Processes in One Dimension
@@ Property / cites work: Diffusion Processes in One Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+Q3855442
@@ Property / cites work: Q3855442 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4720495
@@ Property / cites work: Q4720495 / rank @@
+Normal rank
@@ Property / cites work @@
+Discretization of stationary solutions of stochastic systems driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Logarithmic Sobolev Inequalities
@@ Property / cites work: Logarithmic Sobolev Inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3236124
@@ Property / cites work: Q3236124 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+Free energy and the Fokker-Planck equation
@@ Property / cites work: Free energy and the Fokker-Planck equation / rank @@
+Normal rank
@@ Property / cites work @@
+First order strong approximations of scalar SDEs defined in a domain
+Normal rank
@@ Property / cites work @@
+Measure attractors and random attractors for stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
+Normal rank
@@ Property / cites work @@
+The evolution of moment generating functions for the Wright-Fisher model of population genetics
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On the uniqueness of solutions of stochastic differential equations. II
+Normal rank