The following pages link to (Q5700325):
Displaying 50 items.
- On some properties of space inverses of stochastic flows (Q282597) (← links)
- Optimal control of systems with noisy memory and BSDEs with Malliavin derivatives (Q285814) (← links)
- On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
- Strong solutions to stochastic equations with a Lévy noise and a non-constant diffusion coefficient (Q339983) (← links)
- Analysis of nondegenerate Wiener-Poisson functionals and its applications to Itō's SDE with jumps (Q354201) (← links)
- Pathwise uniqueness for singular SDEs driven by stable processes (Q436052) (← links)
- Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
- Generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q497405) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Polynomial processes and their applications to mathematical finance (Q693032) (← links)
- Synchronization of systems of Marcus canonical equations driven by \(\alpha \)-stable noises (Q708497) (← links)
- An averaging principle for stochastic dynamical systems with Lévy noise (Q720704) (← links)
- Nonzero-sum games of optimal stopping for Markov processes (Q722076) (← links)
- Schauder estimates for degenerate stable Kolmogorov equations (Q785435) (← links)
- Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps (Q823740) (← links)
- Macroscopic limits for stochastic partial differential equations of McKean-Vlasov type (Q843706) (← links)
- Intermittency for the wave equation with Lévy white noise (Q899670) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Synchronization of dissipative dynamical systems driven by non-Gaussian Lévy noises (Q965868) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- A short proof of a martingale representation result (Q1103266) (← links)
- Non-local conservation law from stochastic particle systems (Q1616368) (← links)
- Regularity and stability for the semigroup of jump diffusions with state-dependent intensity (Q1617154) (← links)
- Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition (Q1628558) (← links)
- Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps (Q1643369) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Smooth density and its short time estimate for jump process determined by SDE (Q1660315) (← links)
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
- Optimal control of forward-backward mean-field stochastic delayed systems (Q1703430) (← links)
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- Stochastic flows for Lévy processes with Hölder drifts (Q1725565) (← links)
- Probabilistic interpretation for Sobolev solutions of McKean-Vlasov partial differential equations (Q1726800) (← links)
- Joint time-state generalized semiconcavity of the value function of a jump diffusion optimal control problem (Q1729834) (← links)
- Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form (Q1731852) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation (Q1755929) (← links)
- An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure (Q1796774) (← links)
- Numerical solutions of doubly perturbed stochastic delay differential equations driven by Lévy process (Q1925614) (← links)
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise (Q2007752) (← links)
- Random transformations and invariance of semimartingales on Lie groups (Q2022313) (← links)
- Stochastic SIR Lévy jump model with heavy-tailed increments (Q2022607) (← links)
- Regularity properties of jump diffusions with irregular coefficients (Q2033163) (← links)
- A Wong-Zakai approximation of stochastic differential equations driven by a general semimartingale (Q2033582) (← links)
- On the Cauchy problem for stochastic integro-differential equations with radially O-regularly varying Lévy measure (Q2045415) (← links)
- Poisson stable solutions for stochastic differential equations with Lévy noise (Q2075425) (← links)
- A generalisation of the Burkholder-Davis-Gundy inequalities (Q2090755) (← links)
- Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← links)
- Analysis of multiscale methods for stochastic dynamical systems driven by \(\alpha\)-stable processes (Q2106096) (← links)
- Averaging principle on infinite intervals for stochastic ordinary differential equations with Lévy noise (Q2133269) (← links)
