Pages that link to "Item:Q3992729"
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The following pages link to Stochastic differential equations and diffusion processes. (Q3992729):
Displaying 50 items.
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes (Q1943323) (← links)
- Strong solutions for stochastic differential equations with jumps (Q1944669) (← links)
- Default clustering in large portfolios: typical events (Q1948691) (← links)
- Quasi-stationary distributions and population processes (Q1950171) (← links)
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type (Q1950477) (← links)
- Super-Brownian motion as the unique strong solution to an SPDE (Q1951698) (← links)
- Hyperbolic type stochastic evolution equations with Lévy noise (Q1956226) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Malliavin calculus for stochastic differential equations driven by subordinated Brownian motions (Q1958472) (← links)
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
- Conserved quantities and symmetry for stochastic dynamical systems (Q1965099) (← links)
- Rademacher's theorem on configuration spaces and applications (Q1969447) (← links)
- Malliavin calculus for non-colliding particle systems (Q1986030) (← links)
- Approximations of stochastic Navier-Stokes equations (Q1986031) (← links)
- Probabilistic approach to finite state mean field games (Q1987323) (← links)
- On the slit motion obeying chordal Komatu-Loewner equation with finite explosion time (Q1987653) (← links)
- The Euler equations of an inviscid incompressible fluid driven by a Lévy noise (Q1994854) (← links)
- Well-posedness for the three dimensional stochastic planetary geostrophic equations of large-scale ocean circulation (Q1995559) (← links)
- The stationary distribution in a class of stochastic SIRS epidemic models with non-monotonic incidence and degenerate diffusion (Q1998436) (← links)
- Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise (Q2007752) (← links)
- Convergence, fluctuations and large deviations for finite state mean field games via the master equation (Q2010489) (← links)
- The SIML estimation of integrated covariance and hedging coefficient under round-off errors, micro-market price adjustments and random sampling (Q2013324) (← links)
- Wong-Zakai approximations and center manifolds of stochastic differential equations (Q2013919) (← links)
- Backward stochastic Volterra integral equations -- a brief survey (Q2016921) (← links)
- Regularity theory for nonlinear systems of SPDEs (Q2017731) (← links)
- An eco-evolutionary approach of adaptation and recombination in a large population of varying size (Q2018570) (← links)
- Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations (Q2020113) (← links)
- On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching (Q2020142) (← links)
- Functional limit theorems for marked Hawkes point measures (Q2021389) (← links)
- Lyapunov criteria for uniform convergence of conditional distributions of absorbed Markov processes (Q2021416) (← links)
- Periodic homogenization of a Lévy-type process with small jumps (Q2021727) (← links)
- Analysis and optimal velocity control of a stochastic convective Cahn-Hilliard equation (Q2022577) (← links)
- 2D Euler equations with Stratonovich transport noise as a large-scale stochastic model reduction (Q2022646) (← links)
- Recurrence of direct products of diffusion processes in random media having zero potentials (Q2024527) (← links)
- Sticky-reflected stochastic heat equation driven by colored noise (Q2026649) (← links)
- Large fluctuations in multi-scale modeling for rest hematopoiesis (Q2030264) (← links)
- Estimation of a CIR process with jumps using a closed form approximation likelihood under a strong approximation of order 1 (Q2032212) (← links)
- Existence and linear approximation for the stochastic 3D magnetohydrodynamic-alpha model (Q2033183) (← links)
- Basic stochastic model for tumor virotherapy (Q2038825) (← links)
- Lévy-Ito models in finance (Q2039766) (← links)
- Polynomials under Ornstein-Uhlenbeck noise and an application to inference in stochastic Hodgkin-Huxley systems (Q2040940) (← links)
- Simultaneous small noise limit for singularly perturbed slow-fast coupled diffusions (Q2041038) (← links)
- Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps (Q2041380) (← links)
- Global martingale solutions for quasilinear SPDEs via the boundedness-by-entropy method (Q2041808) (← links)
- Stochastic comparisons for stochastic heat equation (Q2042651) (← links)
- Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise (Q2042715) (← links)
- Conditional propagation of chaos for mean field systems of interacting neurons (Q2042779) (← links)
- On absolute continuity and singularity of multidimensional diffusions (Q2042787) (← links)