Pages that link to "Item:Q1736185"
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The following pages link to Stochastic systems with memory and jumps (Q1736185):
Displayed 13 items.
- Applications of anticipated BSDEs driven by time-changing Lévy noises (Q343547) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Stochastic control of memory mean-field processes (Q1734289) (← links)
- Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications (Q2181353) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Existence and smoothness of the densities of stochastic functional differential equations with jumps (Q2685904) (← links)
- Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks (Q6082378) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- Stability of stochastic time-delay systems involving delayed impulses (Q6103015) (← links)
- Weak Dirichlet processes and generalized martingale problems (Q6123260) (← links)
- Fusion of PDF compensation and gain-scheduled control for discrete stochastic systems with randomly occurring nonlinearities (Q6168769) (← links)
- Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique (Q6174048) (← links)
- An explicit approximation for super-linear stochastic functional differential equations (Q6190447) (← links)