Numerical analysis for neutral SPDEs driven by {}-stable processes
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Cited in
(10)- Stochastic nonautonomous Gompertz model with Lévy jumps
- Fractional neutral stochastic differential equations driven by α-stable process
- Convergence of \(p\)-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Stability in distribution of neutral stochastic functional differential equations
- Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive \(\alpha\)-stable processes
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps
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