Pages that link to "Item:Q1720281"

The following pages link to Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281):

Displaying 16 items.

• On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise (Q1996365) (← links)
• On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes (Q2061205) (← links)
• Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk (Q2083865) (← links)
• A data-driven approach for discovering stochastic dynamical systems with non-Gaussian Lévy noise (Q2115712) (← links)
• Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle (Q2223321) (← links)
• Strong averaging principle for two-time-scale stochastic McKean-Vlasov equations (Q2238979) (← links)
• Derivative formula for the Feynman-Kac semigroup of SDEs driven by rotationally invariant \(\alpha\)-stable process (Q2288817) (← links)
• A CLT for degenerate diffusions with periodic coefficients, and application to homogenization of linear PDEs (Q2656243) (← links)
• Subexponential upper and lower bounds in Wasserstein distance for Markov processes (Q2674434) (← links)
• Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients (Q2675769) (← links)
• Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
• On Λ-Fleming–Viot processes with general frequency-dependent selection (Q5139923) (← links)
• The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process (Q5234003) (← links)
• The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation (Q6141710) (← links)
• On the limit distribution for stochastic differential equations driven by cylindrical non-symmetric α-stable Lévy processes (Q6151511) (← links)
• A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (Q6166345) (← links)