Pages that link to "Item:Q3627586"
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The following pages link to Lévy Processes and Stochastic Calculus (Q3627586):
Displaying 50 items.
- Properties of Poisson processes directed by compound Poisson-gamma subordinators (Q1645193) (← links)
- Davie's type uniqueness for a class of SDEs with jumps (Q1650113) (← links)
- Nonlinear filtering with correlated Lévy noise characterized by copulas (Q1654334) (← links)
- Stabilization of the stochastic jump diffusion systems by state-feedback control (Q1659433) (← links)
- A nonlocal concave-convex problem with nonlocal mixed boundary data (Q1659584) (← links)
- Concentration phenomena for critical fractional Schrödinger systems (Q1660042) (← links)
- A modified Kalman filter algorithm for fractional system under Lévy noises (Q1660445) (← links)
- Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise (Q1663599) (← links)
- The jump size distribution of the commodity spot price and its effect on futures and option prices (Q1667549) (← links)
- Long-time behavior of a class of nonlocal partial differential equations (Q1671057) (← links)
- A multiplicative seasonal component in commodity derivative pricing (Q1676014) (← links)
- Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
- A maximum principle for mean-field SDEs with time change (Q1678481) (← links)
- Stationary solutions for stochastic differential equations driven by Lévy processes (Q1679061) (← links)
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes (Q1679478) (← links)
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves (Q1681856) (← links)
- Semi-Markov models and motion in heterogeneous media (Q1685491) (← links)
- The semigroup generated by the Dirichlet Laplacian of fractional order (Q1686233) (← links)
- Correction to: ``An Itō formula in the space of tempered distributions'' (Q1692256) (← links)
- Monotonicity and radial symmetry results for Schrödinger systems with fractional diffusion (Q1692381) (← links)
- A radial symmetry and Liouville theorem for systems involving fractional Laplacian (Q1692704) (← links)
- A stochastic SIRS epidemic model incorporating media coverage and driven by Lévy noise (Q1694531) (← links)
- Stochastic regime switching SIS epidemic model with vaccination driven by Lévy noise (Q1710152) (← links)
- Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps (Q1712202) (← links)
- Eigenvalue problems involving the fractional \(p(x)\)-Laplacian operator (Q1714448) (← links)
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer (Q1716975) (← links)
- Permanence and extinction of a stochastic delay logistic model with jumps (Q1718544) (← links)
- Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity (Q1720281) (← links)
- Stochastic nonlinear thermoelastic system coupled sine-Gordon equation driven by jump noise (Q1724046) (← links)
- Non-existence of positive solutions for a higher order fractional equation (Q1725802) (← links)
- A priori bounds and existence result of positive solutions for fractional Laplacian systems (Q1725809) (← links)
- \(p\)th moment exponential stability of highly nonlinear neutral pantograph stochastic differential equations driven by Lévy noise (Q1726479) (← links)
- Stable Lévy process delayed by tempered stable subordinator (Q1726801) (← links)
- Minimum distance parameter estimation for SDEs with small \(\alpha\)-stable noises (Q1726804) (← links)
- On the Euler-Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients (Q1726836) (← links)
- Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy processes (Q1727400) (← links)
- The equivalence of dynamic and static asset allocations under the uncertainty caused by Poisson processes (Q1729811) (← 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)
- Asymptotic behavior of a stochastic non-autonomous predator-prey system with jumps (Q1732202) (← links)
- Convolution semigroups on locally compact quantum groups and noncommutative Dirichlet forms (Q1732992) (← links)
- Dynamics of a stochastic one-prey two-predator model with Lévy jumps (Q1733466) (← links)
- The properties of positive solutions to semilinear equations involving the fractional Laplacian (Q1733890) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Stochastic control of drill-heads driven by Lévy processes (Q1737797) (← links)
- Fractional Brownian motion delayed by tempered and inverse tempered stable subordinators (Q1739376) (← links)
- Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion (Q1747797) (← links)
- On stationary fractional mean field games (Q1756301) (← links)
- Asymptotic expansion of a nonlinear oscillator with a jump-diffusion process (Q1756743) (← links)