Stochastic differential equations with nonlocal sample dependence
From MaRDI portal
Publication:3068097
Recommendations
- A Peano-like theorem for stochastic differential equations with nonlocal sample dependence
- Nonlocal stochastic differential equations: existence and uniqueness of solutions
- A class of stochastic differential equations with expectations in the coefficients
- Solvability of a stochastic differential equation with nonlocal and integral conditions
- scientific article; zbMATH DE number 966666
Cites work
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 3505981 (Why is no real title available?)
- Pathwise convergent higher order numerical schemes for random ordinary differential equations
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
- The conjugacy of stochastic and random differential equations and the existence of global attractors
Cited in
(31)- On a coupled SDE-PDE system modeling acid-mediated tumor invasion
- A Peano-like theorem for stochastic differential equations with nonlocal sample dependence
- McKean-Vlasov SDE and SPDE with locally monotone coefficients
- Discrete random stabilities of attractors for nonlocal lattice equations with implicit or colored noise
- Nonautonomous and random attractors
- Gauss-quadrature method for one-dimensional mean-field SDEs
- Mean-field SDEs with jumps and nonlocal integral-PDEs
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
- Existence results of stochastic impulsive systems with expectations‐dependent nonlinear terms
- Dynamics of locally monotone stochastic evolution equations
- Differential equations for closed sets in a Banach space, survey and extension
- Existence results and the moment estimate for nonlocal stochastic differential equations with time-varying delay
- Periodic dynamics for nonlocal Hopfield neural networks with random initial data
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs
- Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
- Stochastic morphological evolution equations
- The mean-square dichotomy spectrum and a bifurcation to a mean-square attractor
- A viability theorem for set-valued states in a Hilbert space
- A class of stochastic differential equations with expectations in the coefficients
- A nonlocal sample dependence SDE-PDE system modeling proton dynamics in a tumor
- Note on local mixing techniques for stochastic differential equations
- Cardinality and IOD-type continuity of pullback attractors for random nonlocal equations on unbounded domains
- Weak pullback mean random attractors for stochastic evolution equations and applications
- A class of stochastic differential equations with the time average
- Non-random functions and solutions of Langevin-type stochastic differential equations
- Nonlocal multi-scale traffic flow models: analysis beyond vector spaces
- Some classes of stochastic differential equations as an alternative modeling approach to biomedical problems
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Viability in a non-local population model structured by size and spatial position
- Pullback incremental attraction
- Mean-square random dynamical systems
This page was built for publication: Stochastic differential equations with nonlocal sample dependence
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3068097)
