Modeling and approximation of stochastic differential equations driven by semimartingales†
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Cited in
(69)- Continuity properties of the extension of a locally Lipschitz continuous map to the space of probability measures
- Convergence in probability for perturbed stochastic integral equations
- Approximation of stochastic equations driven by predictable processes
- A Wong-Zakai-type theorem for certain discontinuous semimartingales
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- Stationary solutions for stochastic differential equations driven by Lévy processes
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
- Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form
- Canonical RDEs and general semimartingales as rough paths
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- Wave-breaking and moderate deviations of the stochastic Camassa-Holm equation with pure jump noise
- On the stochastic two-component Camassa-Holm system driven by pure jump noise
- Weak symmetries of stochastic differential equations driven by semimartingales with jumps
- Stochastic Landau-Lifshitz-Gilbert equation with anisotropy energy driven by pure jump noise
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review
- Superdiffusive limits for deterministic fast-slow dynamical systems
- Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise
- Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
- Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise
- On the absolute continuity of Lévy processes with drift
- On reflected Stratonovich stochastic differential equations
- Lévy processes and quasi-shuffle algebras
- Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
- Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions
- First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails
- Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
- Directed transport induced by spatially modulated Lévy flights
- Converging multistep schemes for weak solutions of quantum stochastic differential equations
- Synchronization of coupled stochastic systems driven by \(\alpha \)-stable Lévy noises
- Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
- Simulation of non-Lipschitz stochastic differential equations driven by \(\alpha\)-stable noise: a method based on deterministic homogenization
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- First-order linear Marcus SPDEs
- Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus
- Numerical methods for fractional Fokker-Planck equation with multiplicative Marcus Lévy noises
- Lyapunov exponents for Hamiltonian systems under small Lévy-type perturbations
- Martingale solution of the stochastic Camassa-Holm equation with pure jump noise
- Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems
- Stochastic logarithmic Schrödinger equations driven by Lévy noise
- Well-posedness and large deviations of Lévy-driven Marcus stochastic Landau-Lifshitz-Baryakhtar equation
- Invariant measure and stability for the stochastic Rayleigh-Plesset equation
- Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises
- An averaging principle for stochastic dynamical systems with Lévy noise
- Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs
- Optimal execution and speculation with trade signals
- On Wong-Zakai approximation of stochastic differential equations
- Robustness in the theory of nonlinear filtration
- On Lipschitz dependence in systems with differentiated inputs
- The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
- A Stroock Varadhan support theorem in non-linear filtering theory
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