Pages that link to "Item:Q3992729"

The following pages link to Stochastic differential equations and diffusion processes. (Q3992729):

Displaying 50 items.

• On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\) (Q441898) (← links)
• Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
• Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084) (← links)
• Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients (Q457095) (← links)
• Continuous-time limit of repeated interactions for a system in a confining potential (Q468744) (← links)
• Differentiable approximation of diffusion equations driven by \(\alpha\)-stable Lévy noise (Q470380) (← links)
• On a class of diverse market models (Q470733) (← links)
• Intertwining relations for one-dimensional diffusions and application to functional inequalities (Q471040) (← links)
• Stochastic differential games with a varying number of players (Q479322) (← links)
• Transience, recurrence and speed of diffusions with a non-Markovian two-phase ``use it or lose it'' drift (Q479704) (← links)
• Analysis and rejection sampling of Wright-Fisher diffusion bridges (Q481668) (← links)
• Covariance structure of parabolic stochastic partial differential equations (Q487664) (← links)
• Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing (Q490718) (← links)
• Variance reduction for diffusions (Q491924) (← links)
• Calculations of greeks for jump diffusion processes (Q493354) (← links)
• Absolute continuity of the laws of perturbed diffusion processes and perturbed reflected diffusion processes (Q495705) (← links)
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations (Q495721) (← links)
• Laplace operators on the cone of Radon measures (Q495978) (← links)
• Inference from high-frequency data: a subsampling approach (Q515131) (← links)
• Stationary Fokker-Planck equation on noncompact manifolds and in unbounded domains (Q518533) (← links)
• A microscopic spiking neuronal network for the age-structured model (Q520169) (← links)
• A note on stochastic Navier-Stokes equations with not regular multiplicative noise (Q523376) (← links)
• Algebraic polynomials and moments of stochastic integrals (Q534410) (← links)
• Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
• Lipschitzian norm estimate of one-dimensional Poisson equations and applications (Q537132) (← links)
• A criterium for the strict positivity of the density of the law of a Poisson process (Q537208) (← links)
• Stochastic Chaplygin systems (Q540820) (← links)
• The SIML estimation of realized volatility of the Nikkei-225 futures and hedging coefficient with micro-market noise (Q543441) (← links)
• Quasi-invariant stochastic flows of SDEs with non-smooth drifts on compact manifolds (Q544524) (← links)
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs (Q550005) (← links)
• Local time-space calculus for symmetric Lévy processes (Q554450) (← links)
• Schilder theorem for the Brownian motion on the diffeomorphism group of the circle (Q557040) (← links)
• Accelerating diffusions (Q558681) (← links)
• On the number of omitted values by a meromorphic function of finite energy and heat diffusions (Q601121) (← links)
• Maximum principle for forward-backward stochastic control system with random jumps and applications to finance (Q601881) (← links)
• A Lie algebroid on the Wiener space (Q606116) (← links)
• Strong solution of Itô type set-valued stochastic differential equation (Q606330) (← links)
• The Skorohod oblique reflection problem in time-dependent domains (Q606631) (← links)
• Central limit theorem for the heat kernel measure on the unitary group (Q609350) (← links)
• Some results on Bellman equations of optimal production control in a stochastic manufacturing system (Q609673) (← links)
• Diffusion limit for many particles in a periodic stochastic acceleration field (Q614114) (← links)
• Damped-driven KdV and effective equations for long-time behaviour of its solutions (Q616152) (← links)
• Large deviations for multivalued stochastic differential equations (Q616270) (← links)
• Support theorem for stochastic variational inequalities (Q616307) (← links)
• Convergence analysis of semi-implicit Euler methods for solving stochastic equations with variable delays and random jump magnitudes (Q629527) (← links)
• Explosive solutions of stochastic reaction-diffusion equations in mean \(L^p\)-norm (Q630573) (← links)
• Non-explosion of diffusion processes on manifolds with time-dependent metric (Q636780) (← links)
• Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113) (← links)
• Small mass asymptotics for a charged particle in a magnetic field and long-time influence of small perturbations (Q637515) (← links)
• Maximal inequalities of the Itô integral with respect to Poisson random measures or Lévy processes on Banach spaces (Q639996) (← links)