Nonlinear trend exclusion procedure for models defined by stochastic differential and difference equations

DOI10.1134/S0005117917080057MaRDI QIDQ1688367zbMATH OpenOpenAlexFDO

Authors V. D. Konakov, Anna Markova

Publication date 5 January 2018

Published in Automation and Remote Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/s0005117917080057

zbMATH Keywords

diffusion processMarkov chainsparametrix methodstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• Approximation of Markov semigroups in total variation distance
• scientific article; zbMATH DE number 3923134 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• scientific article; zbMATH DE number 3368993 (Why is no real title available?)
• LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
• Linear trend exclusion for models defined with stochastic differential and difference equations

Cited in

(2)

• Linear trend exclusion for models defined with stochastic differential and difference equations
• Drift reduction method for SDEs driven by heterogeneous singular Lévy noise

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