Pages that link to "Item:Q5965335"

The following pages link to On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps (Q5965335):

Displaying 14 items.

• The \(p\)th moment exponential stability and almost surely exponential stability of stochastic differential delay equations with Poisson jump (Q1633556) (← links)
• Stochastic control of drill-heads driven by Lévy processes (Q1737797) (← links)
• The truncated theta-EM method for nonlinear and nonautonomous hybrid stochastic differential delay equations with Poisson jumps (Q2045299) (← links)
• Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
• Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
• The truncated EM method for stochastic differential equations with Poisson jumps (Q2423605) (← links)
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps (Q2662602) (← links)
• Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings (Q4960190) (← links)
• Practical asymptotic stability of stochastic systems driven by Lévy processes and its application to control of TORA systems (Q5012640) (← links)
• Backstepping control design for stochastic systems driven by Lévy processes (Q5027393) (← links)
• Asymptotical stability and stabilisation of probabilistic Boolean networks subject to function perturbation (Q5056549) (← links)
• Explicit criteria for moment exponential stability and instability of switching diffusions with Lévy noise (Q5056568) (← links)
• A long term analysis of stochastic theta methods for mean reverting linear process with jumps (Q6101770) (← links)
• Strong Convergence of Jump-Adapted Implicit Milstein Method for a Class of Nonlinear Jump-Diffusion Problems (Q6191885) (← links)