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

DOI10.1016/j.nonrwa.2011.02.025zbMath1238.60043MaRDI QIDQ420076

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

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 process; catastrophe; disaster; disturbances with random severity; semistochastic process

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

60G07: General theory of stochastic processes

Related Items

Convergence rates for semistochastic processes, High-order numerical schemes for jump-SDEs

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