Lévy Processes and Stochastic Calculus

regular variation; Lyapunov function for SDE; stochastic integration for Lévy processes; stochastic ordinary differential equations for Lévy processes

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60G44: Martingales with continuous parameter

60H05: Stochastic integrals

60G57: Random measures

60G52: Stable stochastic processes

60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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fractional fast diffusion equations, Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps, Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes, Hypercontractivity for functional stochastic differential equations, Nonlocal elliptic equations involving measures, A critical fractional equation with concave-convex power nonlinearities, Almost sure asymptotic stabilization of differential equations with time-varying delay by Lévy noise, Symmetry and non-existence of solutions for a nonlinear system involving the fractional Laplacian, Nonequilibrium Markov processes conditioned on large deviations, Generalized semiconcavity of the value function of a jump diffusion optimal control problem, Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps, Eigenvalue statistics for random Schrödinger operators with non rank one perturbations, On nonlocal quasilinear equations and their local limits, Martingale and weak solutions for a stochastic nonlocal Burgers equation on finite intervals, Intermittency of superpositions of Ornstein-Uhlenbeck type processes, Majorization, 4G theorem and Schrödinger perturbations, Analytic properties of Markov semigroup generated by stochastic differential equations driven by Lévy processes, Concentration-compactness principle for nonlocal scalar field equations with critical growth, Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps, Well-posedness for the Keller-Segel equation with fractional Laplacian and the theory of propagation of chaos, Optimal existence and uniqueness theory for the fractional heat equation, Heat content for stable processes in domains of $\mathbb {R}^d$, Regularity of the free boundary for the obstacle problem for the fractional Laplacian with drift, Two-step estimation of ergodic Lévy driven SDE, Monotonicity of solutions for some nonlocal elliptic problems in half-spaces, Fall-off of eigenfunctions for non-local Schrödinger operators with decaying potentials, Least squares estimators for stochastic differential equations driven by small Lévy noises, Multidimensional Lévy white noise in weighted Besov spaces, Entropy solution theory for fractional degenerate convection-diffusion equations, A multilevel Monte Carlo algorithm for Lévy-driven stochastic differential equations, A fractional porous medium equation, Fractional normal inverse Gaussian diffusion, Large deviations for stochastic PDE with Lévy noise, Competitive Lotka-Volterra population dynamics with jumps, Kinetic theory and Lax equations for shock clustering and Burgers turbulence, Time-changed Poisson processes, Infinitely divisible central probability measures on compact Lie groups-regularity, semigroups and transition kernels, $p$th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes, Threshold behavior of a stochastic SIS model with Lévy jumps, Analysis of a stochastic logistic model with diffusion, Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions, On three magnetic relativistic Schrödinger operators and imaginary-time path integrals, An $L_p$-theory of a class of stochastic equations with the random fractional Laplacian driven by Lévy processes, Pseudo-differential operators and Markov semigroups on compact Lie groups, An averaging principle for stochastic dynamical systems with Lévy noise, The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators, Multiplicity results for the fractional Laplacian in expanding domains, On the infinite divisibility of distributions of some inverse subordinators, Markov semi-groups associated with the complex unimodular group $\mathrm{Sl}(2,{\mathbb{C}})$, Asymptotic properties of a stochastic Gilpin-Ayala model under regime switching, Markov selections for the magnetohydrodynamics and the Hall-magnetohydrodynamics systems, The fractional d'Alembert's formulas, Kyle equilibrium under random price pressure, Minimization solutions to conservation laws with non-smooth and non-strictly convex flux, A minimization approach to conservation laws with random initial conditions and non-smooth, non-strictly convex flux, Numerical algorithms for mean exit time and escape probability of stochastic systems with asymmetric Lévy motion, A continuum percolation model for stock price fluctuation as a Lévy process, Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise, A generalised Gangolli-Lévy-Khintchine formula for infinitely divisible measures and Lévy processes on semi-simple Lie groups and symmetric spaces, Asymptotic properties of a stochastic Lotka-Volterra cooperative system with impulsive perturbations, Fourier-cosine method for Gerber-Shiu functions, A generalised Itō formula for Lévy-driven Volterra processes, The first non-zero Neumann $p$-fractional eigenvalue, Stochastic periodic solutions of stochastic differential equations driven by Lévy process, Permanence and extinction for a single-species system with jump-diffusion, Spatio-temporal hybrid (PDMP) models: central limit theorem and Langevin approximation for global fluctuations. Application to electrophysiology, The coefficient problem and multifractality of whole-plane SLE \& LLE, Pointwise eigenfunction estimates and intrinsic ultracontractivity-type properties of Feynman-Kac semigroups for a class of Lévy processes, A sharp eigenvalue theorem for fractional elliptic equations, Existence and stability of standing waves for nonlinear fractional Schrödinger equation with logarithmic nonlinearity, Symmetrization for fractional elliptic and parabolic equations and an isoperimetric application, Liouville theorems involving the fractional Laplacian on a half space, Strong rate of convergence for the Euler-Maruyama approximation of SDEs with Hölder continuous drift coefficient, The averaging method for stochastic differential delay equations under non-Lipschitz conditions, Compositions of Poisson and Gamma processes, An Itō formula in the space of tempered distributions, Heavy-traffic limits for an infinite-server fork-join queueing system with dependent and disruptive services, Critical level rationing in inventory systems with continuously distributed demand, Explosive solutions of parabolic stochastic partial differential equations with Lévy noise, Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties, Dynamics for a non-autonomous reaction diffusion model with the fractional diffusion, Certain properties related to well posedness of switching diffusions, Heat kernels for non-symmetric diffusion operators with jumps, A note on the limit theory of a Dickey-Fuller unit root test with heavy tailed innovations, Exponential ergodicity for population dynamics driven by $\alpha$-stable processes, Proper two-sided exits of a Lévy process, A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications, Feynman-Kac theorem in random environments and partial integro-differential equations, A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps, On the equivalence of probability spaces, Schauder estimates for stochastic transport-diffusion equations with Lévy processes, A critical elliptic problem involving fractional Laplacian operator in domains with shrinking holes, Stochastic control of tidal dynamics equation with Lévy noise, BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations, Recent progress in the theory of nonlinear diffusion with fractional Laplacian operators, Ergodicity for functional stochastic differential equations and applications, Asymptotic symmetry for a class of nonlinear fractional reaction-diffusion equations, On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations, Swing options in commodity markets: a multidimensional Lévy diffusion model, Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps, Trace asymptotics for fractional Schrödinger operators, Density and tails of unimodal convolution semigroups, Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and Lévy noise, Quantitative local and global a priori estimates for fractional nonlinear diffusion equations, Symmetrization for linear and nonlinear fractional parabolic equations of porous medium type, A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue, Almost automorphic solutions for stochastic differential equations driven by Lévy noise, The randomly stopped geometric Brownian motion, Multivariate fractionally integrated CARMA processes, Lévy processes in a step 3 nilpotent Lie group, On numerical methods and error estimates for degenerate fractional convection-diffusion equations, Harnack inequality for fractional sub-Laplacians in Carnot groups, Fourier-cosine method for ruin probabilities, Multiscale conservation laws driven by Lévy stable and Linnik diffusions: asymptotics, shock creation, preservation and dissolution, One-dimensional stable probability density functions for rational index $0<\alpha \leqslant 2$, Explosive solutions for stochastic differential equations driven by Lévy processes, Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients $S^{2}$-almost automorphic, Hölder estimates of mild solutions for nonlocal SPDEs, Cointegration in continuous time for factor models, The nonlinear Schrödinger equation driven by jump processes, The Dirichlet problem for the fractional $p$-Laplacian evolution equation, Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance, On the exit time from open sets of some semi-Markov processes, Stochastic PDEs in $\mathcal{S}'$ for SDEs driven by Lévy noise, Schauder estimates for degenerate Lévy Ornstein-Uhlenbeck operators, Random walk algorithm for the Dirichlet problem for parabolic integro-differential equation, Algorithm implementation and numerical analysis for the two-dimensional tempered fractional Laplacian, On Itô's formula for semimartingales with jumps and non-$\mathcal{C}^2$ functions, Limits of invariant measures of stochastic Burgers equations driven by two kinds of $\alpha$-stable processes, Inverse tempered stable subordinators and related processes with Mellin transform, Value functions in a regime switching jump diffusion with delay market model, A Fourier transform method for solving backward stochastic differential equations, Fractional Laplacians : a short survey, Informational efficiency and welfare, Strong convergence in infinite time interval of tamed-adaptive Euler-Maruyama scheme for Lévy-driven SDEs with irregular coefficients, Evolving systems of stochastic differential equations, Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations, On some distributional properties of subordinated Gaussian random fields, A Brownian-Markov stochastic model for cart-like wheeled mobile robots, Non-degeneracy of the bubble solutions for the fractional prescribed curvature problem and applications, Monte Carlo method for parabolic equations involving fractional Laplacian, Strong convergence rate for slow-fast stochastic differential equations with Markovian switching, Foreign exchange options on Heston-CIR model under Lévy process framework, 3D shear flows driven by Lévy noise at the boundary, pth moment asymptotic stability of stochastic delayed hybrid systems with Lévy noise, Existence Result for Semilinear Fractional Stochastic Evolution Inclusions Driven by Poisson Jumps, Feynman–Kac formulas for regime-switching jump diffusions and their applications, Unnamed Item, Unnamed Item, Unnamed Item, A SUBORDINATED CIR INTENSITY MODEL WITH APPLICATION TO WRONG-WAY RISK CVA, Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part II: Schemes and Experiments, Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise, Type II Singular Perturbation Approximation for Linear Systems with Lévy Noise, On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions, Ergodicity and transience of SDEs driven by -stable processes with Markovian switching, An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space, Variational Solutions of the Pricing PIDEs for European Options in Lévy Models, Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions, Stochastic basins of attraction for metastable states, Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps, Error Analysis for D-Leaping Scheme of Chemical Reaction System with Delay, The Mathematical Theories of Diffusion: Nonlinear and Fractional Diffusion, A Semi-Markov Algorithm for Continuous Time Random Walk Limit Distributions, A Stochastic Pitchfork Bifurcation in Most Probable Phase Portraits, A Study of Elliptic Partial Differential Equations with Jump Diffusion Coefficients, Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process, Adaptive nonparametric drift estimation of an integrated jump diffusion process, The Nehari manifold for a singular elliptic equation involving the fractional Laplace operator, Fractional Diffusion Limit for a Fractional Vlasov--Fokker--Planck Equation, Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions, Tempered fractional Langevin–Brownian motion with inverse β-stable subordinator, Asymptotic behavior of non-autonomous stochastic Gilpin-Ayala predator-prey model with jumps, Permanence of a stochastic delay competition model with Levy jumps, An Open-System Approach to Complex Biological Networks, On the Existence and Uniqueness of Solutions to Time-Dependent Fractional MFG, Fractional neutral stochastic differential equations driven by α-stable process, Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps, KYLE–BACK’S MODEL WITH A RANDOM HORIZON, Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility, Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures, Towards a deterministic KPZ equation with fractional diffusion: the stationary problem, Boundary Problems for the Fractional and Tempered Fractional Operators, How close are time series to power tail Lévy diffusions?, A note on the generalized heat content for L\'evy processes, Lévy noise induced transition and enhanced stability in a gene regulatory network, Unifying the Dynkin and Lebesgue–Stieltjes formulae, Absolute continuity of distributions of one-dimensional Lévy processes, Joint distribution of a Lévy process and its running supremum, General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes, Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes, Stability in distribution of stochastic Lotka–Volterra delay system under regime switching, Ground states of some coupled nonlocal fractional dispersive PDEs, Fractional Cauchy problems on compact manifolds, Lyapunov exponents of stochastic differential equations driven by Lévy processes, Symmetry of positive solutions for equations involving higher order fractional Laplacian, Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space, Existence of multi-bump solutions for the fractional Schrödinger-Poisson system, Dynamic programming principle for stochastic control problems driven by general Lévy noise, Fokker–Planck and Kolmogorov backward equations for continuous time random walk scaling limits, The Dirichlet problem for stable-like operators and related probabilistic representations, On the spectral vanishing viscosity method for periodic fractional conservation laws, Escape Probability for Stochastic Dynamical Systems with Jumps, Large deviation estimates for some nonlocal equations. General bounds and applications, ASPECTS OF RECURRENCE AND TRANSIENCE FOR LÉVY PROCESSES IN TRANSFORMATION GROUPS AND NONCOMPACT RIEMANNIAN SYMMETRIC PAIRS, MASS SPECTRUM FROM STOCHASTIC LÉVY-SCHRÖDINGER RELATIVISTIC EQUATIONS: POSSIBLE QUALITATIVE PREDICTIONS IN QCD, Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes, Some remarks on the solvability of non-local elliptic problems with the Hardy potential, A General Fractional Porous Medium Equation, Quantifying Model Uncertainties in Complex Systems, PATH INTEGRAL REPRESENTATION FOR SCHRÖDINGER OPERATORS WITH BERNSTEIN FUNCTIONS OF THE LAPLACIAN, Exponential ergodicity for retarded stochastic differential equations, A POSITIVE SOLUTION FOR A NONLOCAL SCHRÖDINGER EQUATION, Lévy Processes, Phase-Type Distributions, and Martingales, A jump-type SDE approach to real-valued self-similar Markov processes, Compound Poisson Process with a Poisson Subordinator, Some free boundary problems involving non-local diffusion and aggregation, Multilevel Monte Carlo Implementation for SDEs Driven by Truncated Stable Processes, Radially symmetric sign-definite solutions for a class of nonlocal Schrödinger equations, Near-invariance under dynamic scaling for Navier–Stokes equations in critical spaces: a probabilistic approach to regularity problems, Almost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy, Infinite horizon optimal control of forward–backward stochastic system driven by Teugels martingales with Lévy processes, STOCHASTIC STABILIZATION OF DYNAMICAL SYSTEMS USING LÉVY NOISE, Numerical Analysis of Additive, Lévy and Feller Processes with Applications to Option Pricing, Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps, Predicting the Supremum: Optimality of ‘Stop at Once or Not at All’, The Class of Distributions Associated with the Generalized Pollaczek-Khinchine Formula, FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS, Ground states for fractional magnetic operators, Optimal harvesting for a stochastic Lotka-Volterra predator-prey system with jumps and nonselective harvesting hypothesis, Optimal simulation schemes for Lévy driven stochastic differential equations, On Neumann type problems for nonlocal equations set in a half space, Geometric expansion of the log-partition function of the anisotropic Heisenberg model, Fractional Gamma and Gamma-Subordinated Processes, Long-memory Gaussian processes governed by generalized Fokker-Planck equations, Random flights connecting porous medium and Euler–Poisson–Darboux equations, Interacting particle systems in time-dependent geometries, Data assimilation and parameter estimation for a multiscale stochastic system withα-stable Lévy noise, Lévy noise-induced escape in an excitable system, A Kolmogorov-type theorem for stochastic fields, Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise, Maximal Inequalities for Fractional Lévy and Related Processes, The Kalman-Bucy filter for integrable Lévy processes with infinite second moment, Asymptotic behavior of non-autonomous stochastic Gilpin–Ayala competition model with jumps, Higher Moments and Prediction‐Based Estimation for the COGARCH(1,1) Model, Directed transport induced by spatially modulated Lévy flights, OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS, Real-World Versus Risk-Neutral Measures in the Estimation of an Interest Rate Model with Stochastic Volatility, Unnamed Item, Unnamed Item, Unnamed Item, A LIMIT THEOREM FOR OCCUPATION MEASURES OF LÉVY PROCESSES IN COMPACT GROUPS, MEAN EXIT TIME AND ESCAPE PROBABILITY FOR A TUMOR GROWTH SYSTEM UNDER NON-GAUSSIAN NOISE, Unnamed Item, Unnamed Item, Unnamed Item, Unnamed Item, On the exponential stability of switching-diffusion processes with jumps, Unnamed Item, A logistic-harvest model with allee effect under multiplicative noise, CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS, Stabilisation of stochastic delayed systems with Lévy noise on networks via periodically intermittent control, Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings, Strong maximum principles for fractional elliptic and parabolic problems with mixed boundary conditions, UNIQUENESS AND EXISTENCE OF SOLUTIONS FOR A SINGULAR SYSTEM WITH NONLOCAL OPERATOR VIA PERTURBATION METHOD, Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control, Introduction to Classical and Quantum Markov Semigroups, Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise, Existence and Uniqueness of Viscosity Solutions of an Integro-differential Equation Arising in Option Pricing, Stochastic analysis of COVID-19 by a SEIR model with Lévy noise, Exponential ergodicity for diffusions with jumps driven by a Hawkes process, A structural Heath–Jarrow–Morton framework for consistent intraday spot and futures electricity prices, Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization, Optimal Hedging in Incomplete Markets, Population dynamics driven by truncated stable processes with Markovian switching, Maximum principles for nonlocal parabolic Waldenfels operators, Switching diffusion approximations for optimal power management in parallel processing systems, Transition pathways for a class of high dimensional stochastic dynamical systems with Lévy noise, On Davie’s uniqueness for some degenerate SDEs, Solving Inverse Stochastic Problems from Discrete Particle Observations Using the Fokker--Planck Equation and Physics-Informed Neural Networks, Multiplicity results for critical fractional equations with sign-changing weight functions, Target search of a protein on DNA in the presence of position-dependent bias, AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK, FACTOR COPULA MODEL FOR PORTFOLIO CREDIT RISK, Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems, Correlators of Polynomial Processes, Ergodicity of Stochastic Hydrodynamical-Type Evolution Equations Driven by $$\alpha $$-Stable Noise, Random invariant manifolds of stochastic evolution equations driven by Gaussian and non-Gaussian noises, Limit theorems for prices of options written on semi-Markov processes, Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic model with Markovian switching and Lévy noise, Tempered Mittag-Leffler Lévy processes, Null controllability of nonlocal Sobolev-Type Hilfer fractional stochastic diﬀerential system driven by fractional Brownian motion and Poisson jumps, Averaging principle and stability of hybrid stochastic fractional differential equations driven by Lévy noise, Backstepping control design for stochastic systems driven by Lévy processes, Stabilisation of hybrid stochastic systems with Lévy noise by discrete-time feedback control, Stability of stochastic Lévy noise coupled systems with mixed delays, Optimal convergence rates for the invariant density estimation of jump-diffusion processes, Nonparametric estimation of periodic signal disturbed by α-stable noises, Multinomial method for option pricing under Variance Gamma, The numerical algorithm for stochastic age-dependent population system with Lévy noise in a polluted environment, Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function, ASYMPTOTIC EXPANSION FOR THE TRANSITION DENSITIES OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY THE GAMMA PROCESSES, WEAK SOLUTION FOR NONLINEAR FRACTIONAL P(.)-LAPLACIAN PROBLEM WITH VARIABLE ORDER VIA ROTHE'S TIME-DISCRETIZATION METHOD, Classification of stochastic processes by convolutional neural networks, Poisson Statistics for Anderson Model with Singular Randomness, Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise, A stochastic-statistical residential burglary model with independent Poisson clocks, A Monotone Discretization for Integral Fractional Laplacian on Bounded Lipschitz Domains: Pointwise Error Estimates under Hölder Regularity, On a structure-preserving numerical method for fractional Fokker-Planck equations, Extracting stochastic dynamical systems with α-stable Lévy noise from data, Developing New Techniques for Obtaining the Threshold of a Stochastic SIR Epidemic Model with 3-Dimensional Levy Process, Persistence and extinction of a modified Leslie–Gower Holling-type II two-predator one-prey model with Lévy jumps, Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure, Time-changed space-time fractional Poisson process, A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise, Fractional Lévy stable motion time-changed by gamma subordinator, Approximation to two independent Gaussian processes from a unique Lévy process and applications, Ergodicity for population dynamics driven by stable processes with Markovian switching, Parameter estimation for certain nonstationary processes driven by α-stable motions, JDOI variance reduction method and the pricing of American-style options, Mixtures of Tempered Stable Subordinators, Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise, On operator fractional Lévy motion: integral representations and time-reversibility, Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise, Synchronization of multi-links systems with Lévy noise and application, First-exit times of an inverse Gaussian process, Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann–Liouville type, On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes, Asymptotic expansion for forward-backward SDEs with jumps, Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps, Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Lévy noise, Another characterization of homogeneous Poisson processes, Ergodicity of CIR type SDEs driven by stable processes with random switching, On solutions of equations with measurable coefficients driven by α- stable processes, Exponential stability of nonlinear fractional stochastic system with Poisson jumps, Geometric ergodicity of the multivariate COGARCH(1,1) process, Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes, Lévy noise perturbation for an epidemic model with impact of media coverage, Exponential stability for neutral stochastic partial integro-differential equations of second order with poisson jumps, Infinitely Many Solutions for the Fractional Nonlinear Schrödinger Equations of a New Type, Modulation and Amplitude Equations on Bounded Domains for Nonlinear SPDEs Driven by Cylindrical $\alpha$-stable Lévy Processes, Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators, Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon, NonUniqueness in Law for Two-Dimensional Navier--Stokes Equations with Diffusion Weaker than a Full Laplacian, Stochastic integration in Hilbert spaces with respect to cylindrical martingale-valued measures, Dynamic programming for semi-Markov modulated SDEs, Least squares estimator for a class of subdiffusion processes, A stochastic analysis for a triple delayed SIR epidemic model with vaccination incorporating Lévy noise, Finite Difference Method for Inhomogeneous Fractional Dirichlet Problem, Existence and Exponential Stability for Neutral Stochastic Integrodifferential Equation Driven by Fractional Brownian Motion and Poisson Jumps, Integrability and Regularity of the Flow of Stochastic Differential Equations with Jumps, The positive maximum principle on Lie groups, Quasi‐shuffle algebras and renormalisation of rough differential equations, Anisotropic Nonlocal Diffusion Operators for Normal and Anomalous Dynamics, Ekeland’s Variational Principle for the Fractional p(x)-Laplacian Operator, Stochastic analysis of a two delayed epidemic model incorporating Lévy processes with a general non-linear transmission, A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift, Optimal Investment with High-Watermark Fee in a Multidimensional Jump Diffusion Model, An averaging principle for fractional stochastic differential equations with Lévy noise, A Stochastic-Statistical Residential Burglary Model with Finite Size Effects, Discovering transition phenomena from data of stochastic dynamical systems with Lévy noise, Approximation of the invariant distribution for a class of ergodic jump diffusions, Stability Verification for a Class of Stochastic Hybrid Systems by Semidefinite Programming, DYNAMICS OF STOCHASTIC HEROIN EPIDEMIC MODEL WITH LÉVY JUMPS, Multilevel Monte Carlo Finite Difference Methods for Fractional Conservation Laws with Random Data, Asymptotic behavior of the weak approximation to a class of Gaussian processes, Large number of bubble solutions for a fractional elliptic equation with almost critical exponents, Optimal Stopping Problems for a Family of Continuous-Time Markov Processes, Multiple solutions of a nonlocal system with singular nonlinearities, Mean exit time and escape probability for the stochastic logistic growth model with multiplicative α-stable Lévy noise, Maximum likelihood estimation for symmetric α-stable Ornstein–Uhlenbeck processes, The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps, Stochastic bifurcation in single-species model induced by α-stable Lévy noise, Strong convergence of the tamed Euler method for stochastic differential equations with piecewise continuous arguments and Poisson jumps, Monotonicity results for the fractional p-Laplacian in unbounded domains, Scaling limits for the block counting process and the fixation line of a class of $\Lambda$-coalescents, A theory of average response to large jump perturbations, Darling--Erd\H{o}s theorem for L\'evy processes at zero, The fractional Laplacian has infinite dimension, Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes, Time-changed Poisson processes of order k, Existence of sign-changing solution for a problem involving the fractional Laplacian with critical growth nonlinearities, Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process, The maximum likelihood climate change for global warming under the influence of greenhouse effect and Lévy noise, An Equilibrium Model for Spot and Forward Prices of Commodities, Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes, Continuous processes derived from the solution of generalized Langevin equation: theoretical properties and estimation, A Strong Averaging Principle for Lévy Diffusions in Foliated Spaces with Unbounded Leaves, Tanaka formula for strictly stable processes, The first passage problem for stable linear delay equations perturbed by power law Lévy noise, LÉVY PROCESS BASED ORNSTEIN-UHLENBECK TEMPERATURE MODEL WITH TIME VARYING SPEED OF MEAN REVERSION, The Tanaka Formula for Symmetric Stable Processes with Index $\alpha$, $0<\alpha<2$, The Onsager–Machlup function as Lagrangian for the most probable path of a jump-diffusion process, Robust Numerical Methods for Nonlocal (and Local) Equations of Porous Medium Type. Part I: Theory, Slow manifolds for a nonlocal fast-slow stochastic system with stable Lévy noise, Obstacle problems for nonlocal operators, Lévy-type nonlinear stochastic dynamic model, method and analysis, Analysis of a stochastic predator–prey model with prey subject to disease and Lévy noise, Random attractors for stochastic differential equations driven by two-sided Lévy processes, REGULARITY AND MULTIPLICITY OF SOLUTIONS FOR A NONLOCAL PROBLEM WITH CRITICAL SOBOLEV-HARDY NONLINEARITIES, A parabolic Triebel–Lizorkin space estimate for the fractional Laplacian operator, Second quantisation for skew convolution products of infinitely divisible measures, Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise, Constructive Quantization and Multilevel Algorithms for Quadrature of Stochastic Differential Equations, APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES, Entry and exit decisions with linear costs under uncertainty, Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise, On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes, Feynman–Kac equation for anomalous processes with space- and time-dependent forces, On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate, Existence and global attractiveness of a square-mean μ-pseudo almost automorphic solution for some stochastic evolution equation driven by Lévy noise, Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise, Point processes subordinated to compound Poisson processes, Boundary blow-up solutions to nonlocal elliptic equations with gradient nonlinearity, Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes, Permutation invariant functionals of Lévy processes, Ground state solutions for Schrödinger-Poisson systems involving the fractional Laplacian with critical exponent, Properties of the linear non-local Stokes operator and its application, Media effects on the dynamics of a stochastic SIRI epidemic model with relapse and Lévy noise perturbation, Blow-up solutions of the stochastic nonlocal heat equations, TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS, On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints, The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes, Martingale solution and Markov selection of stochastic non-Newtonian fluid driven by Lévy noise, The obstacle problem for semilinear parabolic partial integro-differential equations, Unnamed Item, A multiplicity results for a singular problem involving the fractionalp-Laplacian operator, Non-homogeneous space-time fractional Poisson processes, Remark on pathwise uniqueness of stochastic differential equations driven by Lévy processes, Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator, Hybrid competitive Lotka–Volterra ecosystems: countable switching states and two-time-scale models, Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform, Option Pricing in Illiquid Markets with Jumps, Asymptotic behaviour for the fractional heat equation in the Euclidean space, The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise, Some monotonicity results for the fractional Laplacian in unbounded domain, Inverse problems for the fractional-Laplacian with lower order non-local perturbations, Multiple solutions of systems involving fractional Kirchhoff-type equations with critical growth, Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems, Multiple subordinated modeling of asset returns: Implications for option pricing, Existence and multiplicity of solutions for singular fractional elliptic system via the Nehari manifold approach, Permanence and asymptotic behaviors of stochastic competitive Lotka-Volterra system with Markov switching and Lévy noise, Unified signature cumulants and generalized Magnus expansions, Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations, Selfsimilarity of diffusions’ first passage times, Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces, Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures, Optimality of Two-Parameter Strategies in Stochastic Control, Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models, Dissipativity, inverse optimal control, and stability margins for nonlinear discrete-time stochastic feedback regulators, On properties and applications of Gaussian subordinated Lévy fields, Existence of solutions for nonlinear elliptic PDEs with fractional Laplacians on open balls, Fractality of profit landscapes and validation of time series models for stock prices, On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps, On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes, Invariant measure of the backward Euler method for stochastic differential equations driven by α$$ \alpha $$‐stable process, A mass supercritical and critical Sobolev fractional Schrödinger system, On a class of stochastic partial differential equations, An active set algorithm for robust combinatorial optimization based on separation oracles, Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses, Selfsimilar diffusions, Lévy models for collapse of the wave function, Operator-stable-like processes, Stochastic applications of Caputo-type convolution operators with nonsingular kernels, Nonlocal p-Kirchhoff equations with singular and critical nonlinearity terms, Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control, Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients, The fractional p(.,.)-Neumann boundary conditions for the nonlocal p(.,.)-Laplacian operator, Rigidity of phase transitions for the fractional elliptic Gross-Pitaevskii system, New existence of multi-spike solutions for the fractional Schrödinger equations, A Meyer-Itô formula for stable processes via fractional calculus, Existence and multiplicity of solutions to magnetic Kirchhoff equations in Orlicz-Sobolev spaces, Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises, Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises, Almost sure exponential stability and stabilization of hybrid stochastic functional differential equations with Lévy noise, On numerical approximations of fractional and nonlocal mean field games, On the inverse gamma subordinator, Periodic measures for a class of SPDEs with regime-switching, Safety verification for regime-switching jump diffusions via barrier certificates, Discrete control of nonlinear stochastic systems driven by Lévy process, Intra‐Horizon expected shortfall and risk structure in models with jumps, Dynamical transition of phenotypic states in breast cancer system with Lévy noise, A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach, Pseudo almost automorphy of stochastic neutral partial functional differential equations with Lévy noise, Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps, Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions, Analyses of the contour integral method for time fractional normal-subdiffusion transport equation, Ergodic stationary distribution and extinction of stochastic delay chemostat system with Monod-Haldane functional response and higher-order Lévy jumps, The sticky Lévy process as a solution to a time change equation, Modeling actin-myosin interaction: beyond the Huxley-Hill framework, First-order linear Marcus SPDEs, Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process, Stochastic equations and equations for probabilistic characteristics of processes with damped jumps, A modified walk‐on‐sphere method for high dimensional fractional Poisson equation, Averaging principle of stochastic Burgers equation driven by Lévy processes, Continuous-time locally stationary time series models, Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise, Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders, Almost sure uniform convergence of stochastic processes in the dual of a nuclear space, A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise, Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space, Delay Ait-Sahalia-type interest rate model with jumps and its strong approximation, Long time behaviour for population model by $\alpha $-stable processes with Markov switching, Markov additive processes for degradation with jumps under dynamic environments, New Hilbert space tools for analysis of graph Laplacians and Markov processes, Dissipativity theory for discrete‐time nonlinear stochastic dynamical systems, The initial value problem for the equations of motion of fractional compressible viscous fluids, Nonlinear–nonquadratic optimal and inverse optimal control for discrete‐time stochastic dynamical systems, Existence and multiplicity results for a doubly nonlocal equation with critical growth, Optimal uniform error estimates for moving <scp>least‐squares</scp> collocation with application to option pricing under jump‐diffusion processes, Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems, Reservoir computing with error correction: long-term behaviors of stochastic dynamical systems, The stochastic Leibniz formula for Volterra integrals under enlarged filtrations, Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations, Effective reduction for a nonlocal Zakai stochastic partial differential equation in data assimilation, Classification of anti-symmetric solutions to the fractional Lane-Emden system, Global well-posedness for 2D fractional inhomogeneous Navier–Stokes equations with rough density, LAMN property for jump diffusion processes with discrete observations on a fixed time interval, Stationary distributions for stochastic differential equations with memory driven by $\alpha$-stable processes, Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process, Competing risks and shock models governed by a generalized bivariate Poisson process, Ergodicity of supercritical SDEs driven by $\alpha $-stable processes and heavy-tailed sampling, A remake of Bourgain-Brezis-Mironescu characterization of Sobolev spaces, Hellinger and total variation distance in approximating Lévy driven SDEs, Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness, Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential, Robustness of Delta Hedging in a Jump-Diffusion Model, Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes, Radonification of a cylindrical Lévy process, State transitions in the Morris-Lecar model under stable Lévy noise, Subordinated Gaussian random fields in elliptic partial differential equations, Finite-time stability and optimal control of a stochastic reaction-diffusion model for Alzheimer's disease with impulse and time-varying delay, Analysis of a stochastic SVIR model with time‐delayed stages of vaccination and Lévy jumps, Unified stochastic representation, well-posedness analysis, and regularity analysis for the equations modeling anomalous diffusions, Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process, The well‐posedness and long‐time behavior of the nonlocal diffusion porous medium equations with nonlinear term, Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth, A fractional Ambrosetti-Prodi type problem in $\mathbb{R}^N$, Maximum principles for Laplacian and fractional Laplacian with critical integrability, On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions, On a fractional Nirenberg problem involving the square root of the Laplacian on $\mathbb{S}^3$, Uniform tail estimates and $L^p( {\mathbb{R}}^N) $-convergence for finite-difference approximations of nonlinear diffusion equations, Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation, Stochastic approximation procedures for Lévy-driven SDEs, Spectral heat content for time-changed killed Brownian motions, Dynamics and regularity for non-autonomous reaction-diffusion equations with anomalous diffusion, Forwarding inverse optimal formation control design for stochastic mobile agents, Lévy noise induced transitions and enhanced stability in a birhythmic Van der Pol system, Ornstein-Uhlenbeck process driven by $\alpha$-stable process and its gamma subordination, Structural credit risk model driven by Lévy process under knight uncertainty, Lévy flows and associated stochastic PDEs, Threshold estimation for jump-diffusions under small noise asymptotics, A subdiffusive stochastic volatility jump model, Asymptotics of impulse control problem with multiplicative reward, Estimation of robot states with Poisson process based on EKF approximate of Kushner filter: a completely coordinate free Lie group approach, From Markov processes to semimartingales, HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION?