Pages that link to "Item:Q1781402"
From MaRDI portal
The following pages link to Theory of stochastic differential equations with jumps and applications. (Q1781402):
Displaying 50 items.
- Yamada-Watanabe results for stochastic differential equations with jumps (Q274849) (← links)
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
- Global finite-time adaptive stabilization for nonlinear systems with multiple unknown control directions (Q286316) (← links)
- Backward doubly stochastic equations with jumps and comparison theorems (Q298152) (← links)
- Optimal global approximation of stochastic differential equations with additive Poisson noise (Q329304) (← links)
- Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps (Q334074) (← links)
- Convergence of hitting times for jump-diffusion processes (Q340776) (← links)
- Optimal approximation of stochastic integrals with respect to a homogeneous Poisson process (Q350258) (← links)
- Well-posedness for the stochastic 2D primitive equations with Lévy noise (Q370911) (← links)
- Optimal harvesting for a stochastic regime-switching logistic diffusion system with jumps (Q397123) (← links)
- Stochastic equations, flows and measure-valued processes (Q414291) (← links)
- Sampled-data LQG control for a class of linear quantum systems (Q414583) (← links)
- Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- A comparison principle for stochastic integro-differential equations (Q471058) (← links)
- On the existence and explicit estimates for the coupling property of Lévy processes with drift (Q471534) (← links)
- \(\Phi\)-entropy inequality and application for SDEs with jumps (Q488530) (← links)
- Optimal harvesting for a stochastic N-dimensional competitive Lotka-Volterra model with jumps (Q489272) (← links)
- Analysis of a general stochastic non-autonomous logistic model with delays and Lévy jumps (Q497734) (← links)
- Stability in distribution of a stochastic hybrid competitive Lotka-Volterra model with Lévy jumps (Q509318) (← links)
- Continuous state branching processes in random environment: the Brownian case (Q511139) (← links)
- Local risk-minimization for Barndorff-Nielsen and Shephard models (Q522068) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling (Q528850) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Comparison theorem for stochastic differential delay equations with jumps (Q645022) (← links)
- Finite-time stability and instability of stochastic nonlinear systems (Q665196) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Finite-time stochastic input-to-state stability of switched stochastic nonlinear systems (Q668224) (← links)
- \(p\)th moment asymptotic stability for neutral stochastic functional differential equations with Lévy processes (Q668708) (← links)
- \(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes (Q671041) (← links)
- Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations (Q680480) (← links)
- Finite-time stabilization of stochastic nonholonomic systems and its application to mobile robot (Q696054) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- Stability in the mean of a stochastic three species food chain model with general Lévy jumps (Q722981) (← links)
- Dynamics of stochastic Lorenz-Stenflo system (Q748082) (← links)
- Heavy-traffic limits for many-server queues with service interruptions (Q833098) (← links)
- Existence and large time behavior for a stochastic model of modified magnetohydrodynamic equations (Q894886) (← links)
- State-feedback stabilization for stochastic high-order nonholonomic systems with Markovian switching (Q899194) (← links)
- Survival analysis of a cooperation system with random perturbations in a polluted environment (Q899204) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Refracted Lévy processes (Q974766) (← links)
- Regularity of semigroups generated by Lévy type operators via coupling (Q988677) (← links)
- Multifractality of jump diffusion processes (Q1633915) (← links)
- Convergence and stability of the compensated split-step theta method for stochastic differential equations with piecewise continuous arguments driven by Poisson random measure (Q1636771) (← links)
- Some properties of finite-time stable stochastic nonlinear systems (Q1636893) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- Stochastic differential equation in a random environment (Q1645317) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)