Integro-differential equations generated by stochastic problems
From MaRDI portal
Publication:2019637
DOI10.1134/S0012266121030101zbMATH Open1465.60054OpenAlexW3156677778MaRDI QIDQ2019637FDOQ2019637
Authors: Yanyan Li 
Publication date: 21 April 2021
Published in: Differential Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s0012266121030101
Recommendations
- scientific article; zbMATH DE number 1521360
- scientific article; zbMATH DE number 166122
- On a class of linear integro-differential equations in variational derivatives
- Integro-differential equations for the characteristic functional that are generated by a system of random integral equations
- scientific article; zbMATH DE number 701613
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)
Cites Work
- Title not available (Why is that?)
- Arbitrage Theory in Continuous Time
- Itô's stochastic calculus: its surprising power for applications
- Lévy Processes and Stochastic Calculus
- Title not available (Why is that?)
- Title not available (Why is that?)
- Markov processes, semigroups and generators.
- Stochastic methods. A handbook for the natural and social sciences
- Lévy matters III. Lévy-type processes: construction, approximation and sample path properties
- LÉVY FLIGHT SUPERDIFFUSION: AN INTRODUCTION
- Stochastic Cauchy problems in infinite dimensions. Generalized and regularized solutions
- Title not available (Why is that?)
- Title not available (Why is that?)
- Solution of quasilinear stochastic problems in abstract Colombeau algebras
Cited In (7)
- Title not available (Why is that?)
- Integro-differential equations for the characteristic functional that are generated by a system of random integral equations
- Equations related to stochastic processes: semigroup approach and Fourier transform
- Generalized solutions to equations for probabilistic characteristics of Levy processes
- Title not available (Why is that?)
- Title not available (Why is that?)
- Generalized integration and stochastic ODEs
This page was built for publication: Integro-differential equations generated by stochastic problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2019637)
