The following pages link to (Q3995465):
Displaying 50 items.
- Practical stability of stochastic delay evolution equations (Q267119) (← links)
- Large deviations for Markov-modulated diffusion processes with rapid switching (Q271854) (← links)
- Existence, uniqueness, almost sure polynomial stability of solution to a class of highly nonlinear pantograph stochastic differential equations and the Euler-Maruyama approximation (Q275074) (← links)
- On some properties of space inverses of stochastic flows (Q282597) (← links)
- Input-to-state stability of linear stochastic functional differential equations (Q294897) (← links)
- The \(p\)th moment asymptotic stability and exponential stability of stochastic functional differential equations with polynomial growth condition (Q307343) (← links)
- Stability of a class of neutral stochastic differential equations with unbounded delay and Markovian switching and the Euler-Maruyama method (Q313609) (← links)
- Exponential stability of Itô-type linear functional difference equations (Q316384) (← links)
- Mixed Gaussian processes: a filtering approach (Q317498) (← links)
- On large deviations of coupled diffusions with time scale separation (Q317501) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching (Q344683) (← links)
- Beneš condition for a discontinuous exponential martingale (Q357242) (← links)
- Limit theorems for iteration stable tessellations (Q373566) (← links)
- Systems with large flexible server pools: instability of ``natural'' load balancing (Q373849) (← links)
- Consensus seeking in multi-agent systems with multiplicative measurement noises (Q385428) (← links)
- The asymptotic stability and exponential stability of nonlinear stochastic differential systems with Markovian switching and with polynomial growth (Q413249) (← links)
- On absolutely continuous compensators and nonlinear filtering equations in default risk models (Q454855) (← links)
- Optimal mean-square state and parameter estimation for stochastic linear systems with Poisson noises (Q454929) (← links)
- Almost sure permanence of stochastic single species models (Q458358) (← links)
- The augmented multiplicative coalescent, bounded size rules and critical dynamics of random graphs (Q483318) (← links)
- Characterization of density processes of deformed stochastic bases of the first kind (Q492187) (← links)
- Estimating parameters of diffusion process with unreachable boundary (Q493867) (← links)
- Drift parameter estimation in stochastic differential equation with multiplicative stochastic volatility (Q502541) (← links)
- Stabilization of stochastic parabolic equations with boundary-noise and boundary-control (Q504902) (← links)
- On the limit law of a random walk conditioned to reach a high level (Q550133) (← links)
- Increment processes and its stochastic exponential with Markov switching in Poisson approximation scheme (Q597361) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations (Q644282) (← links)
- Ruin probabilities of a bidimensional risk model with investment (Q654490) (← links)
- Finite time extinction of solutions to fast diffusion equations driven by linear multiplicative noise (Q663693) (← links)
- Finite-time stability and instability of stochastic nonlinear systems (Q665196) (← links)
- Exponential stability of numerical solution to neutral stochastic functional differential equation (Q669378) (← links)
- Almost sure exponential stability of numerical solutions to stochastic delay Hopfield neural networks (Q669413) (← links)
- An analytically tractable model for pricing multiasset options with correlated jump-diffusion equity processes and a two-factor stochastic yield curve (Q670282) (← links)
- Stability analysis for neutral stochastic delay systems with Markovian switching (Q680412) (← links)
- Concentration inequalities for matrix martingales in continuous time (Q681530) (← links)
- Limit non-stationary behavior of large closed queueing networks with bottlenecks (Q688645) (← links)
- Exponential and almost sure exponential stability of stochastic fuzzy delayed Cohen-Grossberg neural networks (Q695254) (← links)
- A Donsker-type theorem for log-likelihood processes (Q785398) (← links)
- On diffusion approximations for filtering (Q808521) (← links)
- Stability theorem for stochastic differential equations with jumps (Q809458) (← links)
- Law of large numbers and central limit theorem for randomly forced PDE's (Q816992) (← links)
- Bahadur representations of M-estimators and their applications in general linear models (Q824581) (← links)
- The asymptotic normality of internal estimator for nonparametric regression (Q824757) (← links)
- Estimating the parameters of distributed productive just-in-time systems (Q827930) (← links)
- Stability analysis of stochastic Ricker population model, (Q850857) (← links)
- On delay-dependent stability for a class of nonlinear stochastic delay-differential equations (Q852070) (← links)
- A filtering approach to tracking volatility from prices observed at random times (Q862222) (← links)
