Pages that link to "Item:Q308998"

The following pages link to A class of Lévy driven SDEs and their explicit invariant measures (Q308998):

Displaying 10 items.

• Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
• Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
• Non-local Markovian symmetric forms on infinite dimensional spaces. I: The closability and quasi-regularity (Q2244912) (← links)
• Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
• Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
• A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
• Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises (Q2658413) (← links)
• Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
• Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809) (← links)
• Non-local Markovian symmetric forms on infinite dimensional spaces. II: Applications: non local stochastic quantization of space cut-off quantum fields and infinite particle systems (Q6145284) (← links)