The following pages link to (Q4693053):
Displayed 50 items.
- Near critical catalyst reactant branching processes with controlled immigration (Q373847) (← links)
- The Poincaré map of randomly perturbed periodic motion (Q379918) (← links)
- Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
- Strong approximations and sequential change-point analysis for diffusion processes (Q419152) (← links)
- On hybrid competitive Lotka-Volterra ecosystems (Q419935) (← links)
- Ergodicity of stochastic 2D Navier-Stokes equation with Lévy noise (Q541284) (← links)
- \(\mathcal H_{\infty }\) filtering for sampled-data stochastic systems with limited capacity channel (Q553699) (← links)
- Some analytic approximations for neutral stochastic functional differential equations (Q618045) (← links)
- Model reduction of multi-scale chemical Langevin equations (Q626824) (← links)
- Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices (Q629045) (← links)
- Estimation of a multivariate stochastic volatility density by kernel deconvolution (Q631636) (← links)
- Asymptotic behavior of predator-prey systems perturbed by white noise (Q637514) (← links)
- Stochastic exponential stability of the delayed reaction-diffusion recurrent neural networks with Markovian jumping parameters (Q637722) (← links)
- Exponential synchronization of complex networks with Markovian jump and mixed delays (Q637942) (← links)
- Properties of solutions of stochastic differential equations with continuous-state-dependent switching (Q712174) (← links)
- Central limit theorems for realized volatility under hitting times of an irregular grid (Q713209) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Almost sure and moment Lyapunov exponents for a stochastic beam equation (Q880079) (← links)
- Robust stabilization of Markovian delay systems with delay-dependent exponential estimates (Q880399) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- On the uniqueness of invariant measure of the Burgers equation driven by Lévy processes (Q927260) (← links)
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching (Q936397) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Dispersion and collapse in stochastic velocity fields on a cylinder (Q963302) (← links)
- Noise expresses exponential growth under regime switching (Q963732) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- An LMI approach to stability analysis of stochastic high-order Markovian jumping neural networks with mixed time delays (Q1005304) (← links)
- Exponential stability of delayed recurrent neural networks with Markovian jumping parameters (Q1017308) (← links)
- Stochastic population dynamics under regime switching. II (Q1022959) (← links)
- Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (Q1023311) (← links)
- Backstepping controller design for a class of stochastic nonlinear systems with Markovian switching (Q1023369) (← links)
- On competitive Lotka-Volterra model in random environments (Q1025823) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Asymptotic expansions of solutions of integro-differential equations for transition densities of singularly perturbed switching diffusions: Rapid switchings (Q1125308) (← links)
- Evolutionary dynamics with aggregate shocks (Q1201146) (← links)
- Singularly perturbed multidimensional switching diffusions with fast and slow switchings (Q1279954) (← links)
- Discrete time semigroup transformations with random perturbations (Q1366879) (← links)
- A note on ergodic distributions in two-agent economies (Q1367859) (← links)
- Robust stability and controllability of stochastic differential delay equations with Markovian switching. (Q1428118) (← links)
- Occupation measures of singularly perturbed Markov chains with absorbing states (Q1569963) (← links)
- Stability of stochastic differential equations with Markovian switching (Q1593585) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Ergodic properties of the nonlinear filter. (Q1765991) (← links)
- Stability of a random diffusion with nonlinear drift (Q1771427) (← links)
- Limit behavior of two-time-scale diffusions revisited (Q1775576) (← links)
- Diffusion-type models with given marginal distribution and autocorrelation function (Q1781184) (← links)
- Stability for a random evolution equation with Gaussian perturbation (Q1851311) (← links)