Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
DOI10.1007/S13160-018-0312-1zbMATH Open1404.60076OpenAlexW2804918138MaRDI QIDQ1756743FDOQ1756743
Authors: Yasushi Ishikawa, T. Yamanobe 
Publication date: 21 December 2018
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13160-018-0312-1
Recommendations
- Asymptotic expansion of the quasipotential for a stochastically perturbed nonlinear oscillator
- Asymptotic methods in the theory of nonlinear stochastic oscillations
- Asymptotic expansion of oscillatory bifurcation curves of ODEs with nonlinear diffusion.
- scientific article; zbMATH DE number 850487
- scientific article
- The nonlinear Schrödinger equation driven by jump processes
- scientific article; zbMATH DE number 2034522
- Asymptotic behavior of nonlinear diffusions
- Asymptotic expansion of solutions to the nonlinear dissipative equation with the anomalous diffusion
- scientific article; zbMATH DE number 3912792
Malliavin calculusnonlinear oscillatorWiener-Poisson spacesynaptic noiseion channel noiseStuart-Landau oscillator
Stochastic calculus of variations and the Malliavin calculus (60H07) Neural biology (92C20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Biological rhythms and synchronization (92B25)
Cites Work
- Title not available (Why is that?)
- The Malliavin Calculus and Related Topics
- Lévy Processes and Stochastic Calculus
- Malliavin calculus and asymptotic expansion for martingales
- Introduction to Theoretical Neurobiology
- Title not available (Why is that?)
- Stochastic Calculus
- Elements of applied bifurcation theory
- Isochrons and phaseless sets
- Title not available (Why is that?)
- Smoothness and asymptotic estimates of densities for SDEs with locally smooth coefficients and applications to square root-type diffusions
- Stochastic differential equations of jump type and Lévy processes in diffeomorphisms group
- On validity of the asymptotic expansion approach in contingent claim analysis
- Note on an extension of an asymptotic expansion scheme
- Title not available (Why is that?)
- On the existence of smooth densities for jump processes
- The asymptotic expansion approach to the valuation of interest rate contingent claims
- Composition with distributions of Wiener-Poisson variables and its asymptotic expansion
- Nondegenerate SDEs with jumps and their hypoelliptic properties
- Title not available (Why is that?)
- Smart expansion and fast calibration for jump diffusions
- Title not available (Why is that?)
- Stochastic calculus of variations for jump processes
- Dimension-adaptive sparse grid quadrature for integrals with boundary singularities
Uses Software
This page was built for publication: Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1756743)
