Stationary distributions of semistochastic processes with disturbances at random times and with random severity

DOI10.1016/J.NONRWA.2011.02.025zbMATH Open1238.60043OpenAlexW2136880370MaRDI QIDQ420076FDOQ420076

Authors Maria Conceição A. Leite, Nikola P. Petrov, Ensheng Weng

Publication date 20 May 2012

Published in Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.nonrwa.2011.02.025

zbMATH Keywords

renewal processcatastrophedisasterdisturbances with random severitysemistochastic process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

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Cited in

(5)

• STOCHASTICALLY PERTURBED FLOWS: DELAYED AND INTERRUPTED EVOLUTION
• Convergence rates for semistochastic processes
• Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up
• Stationary distribution of a process of random semi-Markov evolution with delaying screens in the case of balance
• High-order numerical schemes for jump-SDEs

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