Pages that link to "Item:Q874892"
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The following pages link to Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples (Q874892):
Displaying 50 items.
- Strong averaging principle for slow-fast SPDEs with Poisson random measures (Q258308) (← links)
- Large deviation principle for stochastic Boussinesq equations driven by Lévy noise (Q268529) (← links)
- Exponential stability for stochastic neutral functional differential equations driven by Rosenblatt process with delay and Poisson jumps (Q289609) (← links)
- Blow-up for stochastic reaction-diffusion equations with jumps (Q300291) (← links)
- Approximations of stochastic partial differential equations (Q303950) (← links)
- \(L^{p}\)-strong convergence of the averaging principle for slow-fast SPDEs with jumps (Q323809) (← links)
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises (Q333119) (← links)
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles (Q335416) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Numerical analysis for stochastic partial differential delay equations with jumps (Q369701) (← links)
- Well-posedness for the stochastic 2D primitive equations with Lévy noise (Q370911) (← links)
- Shell model of turbulence perturbed by Lévy noise (Q408972) (← links)
- Recent advances in statistical data and signal analysis: application to real world diagnostics from medical and biological signals (Q519804) (← links)
- The neutral stochastic integrodifferential equations with jumps (Q523585) (← links)
- Large deviations for stochastic PDE with Lévy noise (Q621822) (← links)
- Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps (Q645458) (← links)
- Stochastic evolution equations driven by Lévy processes (Q661386) (← links)
- \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes (Q668708) (← links)
- Variational solutions of dissipative jump-type stochastic evolution equations (Q710914) (← links)
- Moderate deviation principles for stochastic differential equations with jumps (Q726792) (← links)
- Exponential stability for some stochastic neutral partial functional integrodifferential equations with delays and Poisson jumps (Q741650) (← links)
- Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes (Q837067) (← links)
- The dynamics of the stochastic shadow Gierer-Meinhardt system (Q888191) (← links)
- Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises (Q888484) (← links)
- Invariant measures for stochastic evolution equations of pure jump type (Q1004399) (← links)
- On existence and uniqueness of stochastic evolution equation with Poisson jumps (Q1036616) (← links)
- Large deviation principle for stochastic integrals and stochastic differential equations driven by infinite-dimensional semimartingales (Q1635899) (← links)
- Stochastic reaction-diffusion equations driven by jump processes (Q1650762) (← links)
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise (Q1708986) (← links)
- A stochastic generalized Ginzburg-Landau equation driven by jump noise (Q1721923) (← links)
- Blow-up of solutions for semilinear stochastic delayed reaction-diffusion equations with Lévy noise (Q1732318) (← links)
- Stochastic control for mean-field stochastic partial differential equations with jumps (Q1752638) (← links)
- Well-posedness and large deviations for a class of SPDEs with Lévy noise (Q1785920) (← links)
- Large deviation principle for a space-time fractional stochastic heat equation with fractional noise (Q1799748) (← links)
- The ergodicity of stochastic partial differential equations with Lévy jump (Q1942192) (← links)
- Hyperbolic type stochastic evolution equations with Lévy noise (Q1956226) (← links)
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise (Q2064570) (← links)
- The inverse source problem of Cherenkov radiation model (Q2085648) (← links)
- Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion (Q2106055) (← links)
- On some stochastic differential equations with jumps subject to small positives coefficients (Q2126928) (← links)
- Asymptotics of stochastic Burgers equation with jumps (Q2173366) (← links)
- The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise (Q2175714) (← links)
- Large deviations for neutral stochastic functional differential equations (Q2175718) (← links)
- Singular control of SPDEs with space-mean dynamics (Q2197196) (← links)
- The local principle of large deviations for compound Poisson process with catastrophes (Q2233652) (← links)
- Large deviations for 2D primitive equations driven by multiplicative Lévy noises (Q2240660) (← links)
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps (Q2268065) (← links)
- Transportation cost inequalities for stochastic reaction-diffusion equations with Lévy noises and non-Lipschitz reaction terms (Q2287784) (← links)
- Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process (Q2356554) (← links)
- Explosive solutions of parabolic stochastic partial differential equations with Lévy noise (Q2362295) (← links)