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

DOI10.1134/S0005117917080057zbMATH Open1377.60069OpenAlexW2749396114MaRDI QIDQ1688367FDOQ1688367

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

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zbMATH Keywords

stochastic differential equationMarkov chainsdiffusion processparametrix method

Mathematics Subject Classification ID

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

Cites Work

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• Linear trend exclusion for models defined with stochastic differential and difference equations
• LINEAR EQUATIONS OF THE SECOND ORDER OF PARABOLIC TYPE
• Approximation of Markov semigroups in total variation distance
• Title not available (Why is that?)

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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