Modeling and analysis of stochastic differential equations driven by point processes

Cited In (29)

Modeling and approximation of stochastic differential equations driven by semimartingales^†
Digital simulation of Poisson stochastic differential equations
The stochastic Strichartz estimates and stochastic nonlinear Schrödinger equations driven by Lévy noise
Directed transport induced by spatially modulated Lévy flights
Unified signature cumulants and generalized Magnus expansions
Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
Governing equations for probability densities of Marcus stochastic differential equations with Lévy noise
On Wong-Zakai approximation of stochastic differential equations
First-order linear Marcus SPDEs
Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise
Fokker-Planck equations for nonlinear dynamical systems driven by non-Gaussian Lévy processes
Random attractors for stochastic differential equations driven by two-sided Lévy processes
On reflected Stratonovich stochastic differential equations
Support theorem for jump processes.
A review on stochastic differential equations for applications in hydrology
Low dimensional filters for a class of finite state estimation problems with Poisson observations
Stabilité d'un type élémentaire d'équations diffé rentielles stochastiques à bruits vectoriesl
Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
First exit times of solutions of stochastic differential equations driven by multiplicative Lévy noise with heavy tails
Almost sure and moments stability of jump linear systems
Smoothness of the law of manifold-valued Markov processes with jumps
Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise
Stochastic integrators with stationary independent increments
Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales
Quasi-shuffle algebras and renormalisation of rough differential equations
Canonical RDEs and general semimartingales as rough paths
Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review

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