Pages that link to "Item:Q579757"

The following pages link to Lectures on stochastic flows and applications. Delivered at the Indian Institute of Science, Bangalore, under the T.I.F.R.-I.I.Sc. programme in applications of mathematics. Notes by M. K. Ghosh (Q579757):

Displaying 19 items.

• On classical solutions of linear stochastic integro-differential equations (Q338203) (← links)
• Lack of strong completeness for stochastic flows (Q717883) (← links)
• Quadratic covariant and Stratonovich integral (Q757991) (← links)
• A short proof of a martingale representation result (Q1103266) (← links)
• Diffusion approximations of some stochastic difference equations revisited (Q1108670) (← links)
• Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537) (← links)
• Mean field limits for interacting Hawkes processes in a diffusive regime (Q2073204) (← links)
• A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies (Q2086995) (← links)
• Backward Itô-Ventzell and stochastic interpolation formulae (Q2093696) (← links)
• Implications of Kunita-Itô-Wentzell formula for \(k\)-forms in stochastic fluid dynamics (Q2190691) (← links)
• Moment bounds and geometric ergodicity of diffusions with random switching and unbounded transition rates (Q2374085) (← links)
• On the lack of semimartingale property (Q2668503) (← links)
• Stochastic maximum principle for systems driven by local martingales with spatial parameters (Q2671644) (← links)
• On the approximation of stochastic differential equations (Q3774671) (← links)
• (Q3995203) (← links)
• A stochastic-statistical residential burglary model with independent Poisson clocks (Q5056738) (← links)
• A Stochastic-Statistical Residential Burglary Model with Finite Size Effects (Q5132199) (← links)
• Most probable flows for Kunita SDEs (Q6118400) (← links)
• A non-equilibrium geometric no-arbitrage principle (Q6172236) (← links)