Pages that link to "Item:Q2771533"

The following pages link to Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance (Q2771533):

Displaying 19 items.

• A robust weak Taylor approximation scheme for solutions of jump-diffusion stochastic delay differential equations (Q370186) (← links)
• Stability of nonlinear regime-switching jump diffusion (Q414505) (← links)
• Analytic approximation of the solutions of stochastic differential delay equations with Poisson jump and Markovian switching (Q642808) (← links)
• Stability of invariant sets of Itô stochastic differential equations with Markovian switching (Q871338) (← links)
• Convergence of numerical solution to stochastic delay differential equation with Poisson jump and Markovian switching (Q879504) (← links)
• Time-dependent solutions for stochastic systems with delays: perturbation theory and applications to financial physics (Q950967) (← links)
• Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
• Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps (Q1005294) (← links)
• Taylor approximation of stochastic functional differential equations with the Poisson jump (Q1682171) (← links)
• Convergence and stability of implicit compensated Euler method for stochastic differential equations with Poisson random measure (Q1690897) (← links)
• On the asymptotic stability of a class of jump-diffusions of neutral type with impulses (Q2250304) (← links)
• Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian switching (Q2251676) (← links)
• Convergence of numerical solutions to stochastic differential delay equations with Poisson jump and Markovian switching (Q2371996) (← links)
• Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps (Q2483471) (← links)
• Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching (Q2581714) (← links)
• Stabilization of highly nonlinear hybrid systems driven by Lévy noise and delay feedback control based on discrete-time state observations (Q2681895) (← links)
• Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control (Q5883134) (← links)
• Hedging and utility valuation of a defaultable claim driven by Hawkes processes (Q6580708) (← links)
• Stability analysis between the hybrid stochastic delay differential equations with jumps and the Euler-Maruyama method (Q6596655) (← links)