Pages that link to "Item:Q1877511"
From MaRDI portal
The following pages link to On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511):
Displaying 35 items.
- Stochastic stability for nonlinear systems driven by Lévy noise (Q437444) (← links)
- Stability in distribution of stochastic Volterra-Levin equations (Q504447) (← links)
- Long memory in a linear stochastic Volterra differential equation (Q536288) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- On estimation of delay location (Q644966) (← links)
- Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
- Asymptotic inference for a stochastic differential equation with uniformly distributed time delay (Q897639) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- Stationary solutions for stochastic differential equations driven by Lévy processes (Q1679061) (← links)
- Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
- Bubbles and crashes in a Black-Scholes model with delay (Q1936825) (← links)
- Invariant measures and a stability theorem for locally Lipschitz stochastic delay equations (Q1944672) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- On nonnegative solutions of SDDEs with an application to CARMA processes (Q2062453) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes (Q2295017) (← links)
- On non-stationary solutions to MSDDEs: representations and the cointegration space (Q2309601) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Identifying and comparing states of time-delayed systems: phase diagrams and applications to human motor control systems (Q2478807) (← links)
- Spontaneous and evoked activity in extended neural populations with gamma-distributed spatial interactions and transmission delay (Q2482402) (← links)
- Stability in distribution of stochastic differential delay equations with Markovian switching (Q2503538) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- \(h\)-stability for stochastic Volterra-Levin equations (Q2680079) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY (Q2758214) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Stability in distribution of Markov-modulated stochastic differential delay equations with reflection (Q3186005) (← links)
- Stochastic delay differential equations and related autoregressive models (Q5086489) (← links)
- The first passage problem for stable linear delay equations perturbed by power law Lévy noise (Q5227582) (← links)
- One-parameter statistical model for linear stochastic differential equation with time delay (Q5280375) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages (Q5881049) (← links)
- Retarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposability (Q5962194) (← links)
- Modelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance Pricing (Q6200564) (← links)
