Stability theorem for stochastic differential equations with jumps
From MaRDI portal
(Redirected from Publication:809458)
Recommendations
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
- Stability of strong solutions of stochastic differential equations
- \(p\)-moment stability of stochastic differential equations with jumps
- scientific article; zbMATH DE number 883259
- scientific article; zbMATH DE number 797355
Cites work
- scientific article; zbMATH DE number 4034749 (Why is no real title available?)
- scientific article; zbMATH DE number 4042994 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 3521298 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3452925 (Why is no real title available?)
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- A limit theorem for turbulent diffusion
- A martingale approach to the Poisson convergence of simple point processes
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
- Calcul stochastique et problèmes de martingales
- Limit theorems for jump shock models
- Limit theorems for point processes and their functionals
- Local times for a class of purely discontinuous martingales
- On the jump-diffusion approximation of stochastic difference equations driven by a mixing sequence
- Regularly varying functions in the theory of simple branching processes
- Some limit theorems for simple point processes (a martingale approach)
- Stability of strong solutions of stochastic differential equations
Cited in
(20)- Hausdorff dimension of regular points in stochastic Burgers flows with Lévy \(\alpha\)-stable initial data
- Approximation and stability of solutions of SDEs driven by a symmetric \(\alpha\) stable process with non-Lipschitz coefficients
- Convergence of solutions and their exit times in diffusion models with jumps
- The stability conditions associated to the jump processes
- Computer simulation of diffusions driven by \(\alpha\)-stable Lévy motion
- Retarded jump-diffusion equations and stability.
- Stability of strong solutions of stochastic differential equations
- On transience of solutions of stochastic differential equations with jumps
- \(p\)-moment stability of stochastic differential equations with jumps
- scientific article; zbMATH DE number 4138882 (Why is no real title available?)
- Incremental nonlinear stability analysis of stochastic systems perturbed by Lévy noise
- Convergence of hitting times for jump-diffusion processes
- Limit theorems for local times and applications to SDEs with jumps
- scientific article; zbMATH DE number 797355 (Why is no real title available?)
- scientific article; zbMATH DE number 1775601 (Why is no real title available?)
- On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps
- On sequential construction of solutions of stochastic differential equations with jump terms
- Sensitivity analysis for jump processes
- Stationary measures for stochastic differential equations with jumps
- A stability theorem for stochastic differential equations with application to storage processes, random walks and optimal stochastic control problems
This page was built for publication: Stability theorem for stochastic differential equations with jumps
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q809458)
