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

Latest revision as of 14:03, 10 July 2024

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

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Mathematical Methods in the Applied Sciences

0 references

publication date

30 July 2015

0 references

zbMATH Keywords

stochastic differential equations

0 references

Lévy noise

0 references

stochastic functional differential equations

0 references

approximation theorems

0 references

non-Lipschitz conditions

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

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

0 references

cites work

Q4404205

0 references

Q3764976

0 references

Introduction to functional differential equations

0 references

Theory of stochastic differential equations with jumps and applications.

0 references

Q4937701

0 references

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

0 references

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

0 references

An averaging principle for stochastic dynamical systems with Lévy noise

0 references

Successive approximations to solutions of stochastic differential equations

0 references

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

0 references

On the successive approximation of solutions of stochastic differential equations

0 references

SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP

0 references

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

0 references

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

0 references

Stochastic averaging principle for dynamical systems with fractional Brownian motion

0 references

Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise

0 references

Stochastic stability for nonlinear systems driven by Lévy noise

0 references

Lévy Processes and Stochastic Calculus

0 references

Identifiers

zbMATH Open document ID

1345.60051

0 references

DOI

10.1002/mma.3208

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5266271

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ 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
@@ links / mardi / name / links / mardi / name @@
+Publication:5266271