Theory of stochastic differential equations with jumps and applications.
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Cited in
(only showing first 100 items - show all)- Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
- Continuous state branching processes in random environment: the Brownian case
- Davie's type uniqueness for a class of SDEs with jumps
- \(\mathcal{H}_\infty\) filtering for stochastic systems driven by Poisson processes
- On convergence of splitting-up algorithm for stochastic partial differential equations with jump
- The effect of Lévy noise on the survival of a stochastic competitive model in an impulsive polluted environment
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models
- Observer-based fault estimation and tolerant control for stochastic Takagi-Sugeno fuzzy systems with Brownian parameter perturbations
- Generalized fractional BSDE with jumps and Lipschitz coefficients
- Optimal portfolio problem for an insurer under mean-variance criteria with jump-diffusion stochastic volatility model
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients
- Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise
- Finite-time stochastic input-to-state stability of switched stochastic nonlinear systems
- L₂-L_ filtering for stochastic systems driven by Poisson processes and Wiener processes
- Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps
- Quantitative estimates for Lévy driven SDEs with different drifts and applications
- Asymptotic behavior of an SIQR epidemic model driven by Lévy jumps on scale-free networks
- Finite-time stabilization of stochastic nonholonomic systems and its application to mobile robot
- The distribution of refracted Lévy processes with jumps having rational Laplace transforms
- Exponential mean-square stability of the improved split-step theta methods for non-autonomous stochastic differential equations
- Efficient approximate solution of jump-diffusion SDEs via path-dependent adaptive step-size control
- Density symmetries for a class of 2-D diffusions with applications to finance
- Optimal global approximation of jump-diffusion SDEs via path-independent step-size control
- The synchronization of coupled stochastic systems driven by symmetric \(\alpha\)-stable process and Brownian motion
- Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs
- Local time and Tanaka formula of \(G\)-martingales
- Algebraic structures and stochastic differential equations driven by Lévy processes
- Construction of continuous-state branching processes in varying environments
- Local risk-minimization for Barndorff-Nielsen and Shephard models
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
- Optimal harvesting of a stochastic delay competitive Lotka-Volterra model with Lévy jumps
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
- Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps
- Stochastic differential equation in a random environment
- SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
- Euler-Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients
- Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures
- Ergodicity of stochastic differential equations with jumps and singular coefficients
- Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise
- Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
- Large deviation principles for SDEs under locally weak monotonicity conditions
- Dynamical analysis of a stochastic delayed epidemic model with Lévy jumps and regime switching
- On the existence and explicit estimates for the coupling property of Lévy processes with drift
- Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise
- Stability and Strong Convergence for Spatial Stochastic Kinetics
- STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
- Harnack inequalities for stochastic equations driven by Lévy noise
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
- Using maximum cross section method for filtering jump-diffusion random processes
- Stability in the mean of a stochastic three species food chain model with general Lévy jumps
- Optimal harvesting policy of a stochastic two-species competitive model with Lévy noise in a polluted environment
- Authors' reply to ``Comments on `Finite-time stability theorem of stochastic nonlinear systems'\,
- Exponential ergodicity of an affine two-factor model based on the α-root process
- Analysis of a delayed vaccinated SIR epidemic model with temporary immunity and Lévy jumps
- A BSDE approach to optimal investment of an insurer with hidden regime switching
- Options pricing for several maturities in a jump-diffusion model
- Martingale solutions to stochastic nonlocal Cahn-Hilliard-Navier-Stokes systems with singular potentials driven by multiplicative noise of jump type
- Dynamics of stochastic Lorenz-Stenflo system
- Strong solutions for stochastic differential equations with jumps
- Convergence rate of Euler-Maruyama scheme for SDDEs of neutral type
- A generalized Itō-Ventzell formula to derive forward utility models in a jump market
- Optimal global approximation of stochastic differential equations with additive Poisson noise
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises
- Regularity of semigroups generated by Lévy type operators via coupling
- Analysis of a stochastic Lotka-Volterra competitive model with infinite delay and impulsive perturbations
- Finite time inverse optimal stabilization for stochastic nonlinear systems
- Path-dependent BSDEs with jumps and their connection to PPIDEs
- New stochastic convergence theorems: overcoming the limitations of LaSalle theorems
- A comparison principle for stochastic integro-differential equations
- Well-posedness of the stochastic fractional Boussinesq equation with Lévy noise
- Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations
- A general comparison theorem for backward stochastic differential equations
- State-feedback stabilization for stochastic high-order nonholonomic systems with Markovian switching
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps
- Stochastic equations of super-Lévy processes with general branching mechanism
- Generalized Peano problem with Lévy noise
- The threshold of stochastic Gilpin-Ayala model subject to general Lévy jumps
- The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
- Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients
- Non-Gaussian limit theorem for non-linear Langevin equations driven by Lévy noise
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
- Survival analysis of a cooperation system with random perturbations in a polluted environment
- Convergence of hitting times for jump-diffusion processes
- Stationary solutions for stochastic differential equations driven by Lévy processes
- Multifractality of jump diffusion processes
- Optimal harvesting for a stochastic Lotka-Volterra predator-prey system with jumps and nonselective harvesting hypothesis
- Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises
- \(\Phi\)-entropy inequality and application for SDEs with jumps
- Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems
- Exponential ergodicity in the bounded-Lipschitz distance for some piecewise-deterministic Markov processes with random switching between flows
- On Feller and strong Feller properties and irreducibility of regime-switching jump diffusion processes with countable regimes
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process
- Persistence and extinction of a stochastic non-autonomous Gilpin-Ayala system driven by Lévy noise
- Dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Lévy jumps
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