Pages that link to "Item:Q4460412"
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The following pages link to ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412):
Displaying 9 items.
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process (Q1021254) (← links)
- Explicit criteria for mean square exponential stability of stochastic differential equations (Q1739440) (← links)
- Finite-time adaptive control for a class of switched stochastic uncertain nonlinear systems (Q2011852) (← links)
- On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
- On exponential stability in mean square of neutral stochastic functional differential equations (Q2242904) (← links)
- Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
- New criteria for mean square exponential stability of stochastic delay differential equations (Q5012687) (← links)
- New results on exponential stability in mean square of neutral stochastic equations with delays (Q5056543) (← links)
