Stochastic explosion and non-uniqueness for -Riccati equation

DOI10.1016/J.JMAA.2018.11.064MaRDI QIDQ2633840zbMATH OpenOpenAlexFDO

Authors Enrique Thomann, Edward C. Waymire, R. Dascaliuc

Publication date 10 May 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2018.11.064

zbMATH Keywords

branching processesnon-linear/non-local differential equationsnon-uniqueness of solutionsstochastic explosionsstochastic multiplicative cascadestochastic recursion

Mathematics Subject Classification ID

General theory of functional-differential equations (34K05) Asymptotic theory of functional-differential equations (34K25) Stochastic functional-differential equations (34K50)

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• Stochastic Processes with Applications
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Cited in

(7)

• Doubly stochastic Yule cascades. I: The explosion problem in the time-reversible case
• Expedite homotopy perturbation method based on metaheuristic technique mimicked by the flashing behavior of fireflies
• Complex Burgers equation: a probabilistic perspective
• Erratum to: ``Stochastic explosion and non-uniqueness for \(\alpha\)-Riccati equation
• Doubly stochastic Yule cascades. II: The explosion problem in the non-reversible case
• On Le Jan-Sznitman's stochastic approach to the Navier-Stokes equations
• Approximate solutions to a nonlinear functional differential equation

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