Captive jump processes for bounded random systems with discontinuous dynamics

DOI10.1016/J.CNSNS.2023.107646MaRDI QIDQ6144132zbMATH OpenFDO

Authors Andrea Macrina, Levent Ali Mengütürk, Murat Cahit Mengütürk

Publication date 5 January 2024

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/J.CNSNS.2023.107646

zbMATH Keywords

bounded domainscaptive processesdynamical systemsjump-diffusion in continuous timemonitored path-dependencesimulation of stochastic process

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Jump processes on general state spaces (60J76) Numerical solutions to stochastic differential and integral equations (65C30)

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Cited in

(2)

• Levinson's conjecture to Newtonian systems with jumping nonlinearity
• On monotonic functionals over partially-ordered path spaces

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