Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
From MaRDI portal
Publication:5266271
stochastic differential equationsstochastic functional differential equationsapproximation theoremsnon-Lipschitz conditionsLévy noise
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Theoretical approximation of solutions to ordinary differential equations (34A45) Ordinary differential equations and systems with randomness (34F05) Stochastic functional-differential equations (34K50) Random integral equations (45R05) Stochastic integral equations (60H20)
Recommendations
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- Euler approximated solutions of hybrid stochastic differential equations perturbed by Lévy noise
- On the stochastic integral equations with non-lipschitz coefficients
- Approximation for the solutions of stochastic differential equations. i: lp-convergence
- Approximations for Solutions of Lévy-Type Stochastic Differential Equations
Cites work
- scientific article; zbMATH DE number 4022294 (Why is no real title available?)
- scientific article; zbMATH DE number 3438157 (Why is no real title available?)
- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- An averaging principle for stochastic dynamical systems with Lévy noise
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Averaging of stochastic systems of integral-differential equations with Poisson noise
- Exponential stability of equilibria of differential equations with time-dependent delay and non-Lipschitz nonlinearity
- Introduction to functional differential equations
- Lévy Processes and Stochastic Calculus
- Lévy flights and related topics in physics. Proceedings of the international workshop, held at Nice, France, 27-30 June, 1994
- On the successive approximation of solutions of stochastic differential equations
- SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP
- Stochastic averaging principle for dynamical systems with fractional Brownian motion
- Stochastic stability for nonlinear systems driven by Lévy noise
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions
- Successive approximations to solutions of stochastic differential equations
- THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
- Theory of stochastic differential equations with jumps and applications.
Cited in
(40)- Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
- Approximation properties for solutions to Itô-Doob stochastic fractional differential equations with non-Lipschitz coefficients
- Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
- Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
- Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
- Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
- Effective approximation of stochastic sine-Gordon equation with a fast oscillation
- Approximation of non-Lipschitz SDEs by Picard iterations
- Strong convergence in the \(p\)th-mean of an averaging principle for two-time-scales SPDEs with jumps
- Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
- An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise
- The existence and averaging principle for stochastic fractional differential equations with impulses
- On the averaging principle for SDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients
- Averaging principle for stochastic quasi‐geostrophic flow equation with a fast oscillation
- Large deviation principle for stochastic Boussinesq equations driven by Lévy noise
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
- The probability of events for stochastic parabolic equations
- Weak order in averaging principle for stochastic wave equation with a fast oscillation
- Periodic averaging method for impulsive stochastic dynamical systems driven by fractional Brownian motion under non-Lipschitz condition
- The averaging principle of Hilfer fractional stochastic pantograph equations with non-Lipschitz conditions
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients
- Random attractors for stochastic differential equations driven by two-sided Lévy processes
- Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
- Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
- Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching
- The averaging method for doubly perturbed distribution dependent SDEs
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
- Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses
- An averaging principle for stochastic fractional differential equations with time-delays
- Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions
- On smooth approximation of Lévy processes in Skorokhod space
- The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
- Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
- Averaging principles for mixed fast-slow systems driven by fractional Brownian motion
- Mixed stochastic differential equations: averaging principle result
- Asymptotics and high dimensional approximations for nonlinear pseudodifferential equations involving Lévy generators
- Impulsive stochastic Volterra integral equations driven by Lévy noise
- Weak order in averaging principle for stochastic differential equations with jumps
- Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
This page was built for publication: Approximation properties for solutions to non-Lipschitz stochastic differential equations with Lévy noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5266271)
