Two methods for analysis of stochastic systems with Poisson component

MaRDI QIDQ3121593zbMATH OpenFDO

Authors T. A. Averina, K. A. Rybakov

Publication date 20 March 2019

Full work available at URL http://www.math.spbu.ru/diffjournal/EN/numbers/2013.3/article.1.5.html

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cited in

(5)

• Sufficient conditions for terminal invariance of stochastic jump diffusion systems
• Terminal invariance of jump diffusions
• Analyticity of Poisson-driven stochastic systems
• Statistical prediction algorithms for nonlinear stochastic jump-diffusion systems
• Comparison of a statistical simulation method and a spectral method for analysis of stochastic multistructure systems with distributed transitions

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