Pages that link to "Item:Q639336"

The following pages link to Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations (Q639336):

Displaying 40 items.

• Small ball probabilities for a class of time-changed self-similar processes (Q273717) (← links)
• Effect of random time changes on Loewner hulls (Q783780) (← links)
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations (Q1986138) (← links)
• Time-non-local Pearson diffusions (Q2034638) (← links)
• Optimal control for a linear quadratic problem with a stochastic time scale (Q2034831) (← links)
• Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators (Q2045167) (← links)
• Exponential stability for time-changed stochastic differential equations (Q2046246) (← links)
• Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching (Q2053648) (← links)
• Solutions of a disease model with fractional white noise (Q2120701) (← links)
• An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise (Q2156735) (← links)
• On the probability of default in a market with price clustering and jump risk (Q2175460) (← links)
• Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations (Q2216486) (← links)
• Polynomial stability of highly non-linear time-changed stochastic differential equations (Q2233281) (← links)
• Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions (Q2243570) (← links)
• Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching (Q2278400) (← links)
• A Hopf-Lax formula for Hamilton-Jacobi equations with Caputo time-fractional derivative (Q2315037) (← links)
• Stochastic differential equation for Brox diffusion (Q2359722) (← links)
• Heavy-tailed fractional Pearson diffusions (Q2408994) (← links)
• Numerical solution of stochastic quantum master equations using stochastic interacting wave functions (Q2424500) (← links)
• A functional limit theorem for stochastic integrals driven by a time-changed symmetric \(\alpha\)-stable Lévy process (Q2434486) (← links)
• Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients (Q2633871) (← links)
• Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion (Q2667777) (← links)
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations (Q2685800) (← links)
• Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits (Q2832839) (← links)
• Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations (Q2853346) (← links)
• Risky Asset Models with Tempered Stable Fractal Activity Time (Q2875522) (← links)
• Fractional generalizations of filtering problems and their associated fractional Zakai equations (Q2939459) (← links)
• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise (Q2980828) (← links)
• Student-like models for risky asset with dependence (Q2986696) (← links)
• On first passage times of sticky reflecting diffusion processes with double exponential jumps (Q5109497) (← links)
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148) (← links)
• Feynman–Kac equation for anomalous processes with space- and time-dependent forces (Q5267834) (← links)
• Almost sure exponential stability for time-changed stochastic differential equations (Q5743315) (← links)
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients (Q5889043) (← links)
• On inverse-gamma distribution delayed by Poisson process (Q6101732) (← links)
• On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions (Q6111021) (← links)
• McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion (Q6111103) (← links)
• Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion (Q6186683) (← links)
• Time changes and stationarity issues for extended scalar autoregressive models (Q6195516) (← links)
• Feynman-Kac formula for tempered fractional general diffusion equations with nonautonomous external potential (Q6201362) (← links)