Pages that link to "Item:Q308998"
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The following pages link to A class of Lévy driven SDEs and their explicit invariant measures (Q308998):
Displaying 23 items.
- Uniqueness of invariant measures of infinite dimensional stochastic differential equations driven by Lévy noises (Q658563) (← links)
- Explicit representation of strong solutions of SDEs driven by infinite-dimensional Lévy processes (Q966506) (← links)
- A stochastic heat equation with the distributions of Lévy processes as its invariant measures (Q1004394) (← links)
- Processes of Meixner type (Q1567713) (← links)
- Invariant measures and symmetry property of Lévy type operators (Q1591348) (← links)
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- Non-local Markovian symmetric forms on infinite dimensional spaces. I: The closability and quasi-regularity (Q2244912) (← links)
- Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension (Q2364871) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises (Q2658413) (← links)
- Evolution systems of measures for non-autonomous Ornstein-Uhlenbeck processes with Lévy noise (Q2787479) (← links)
- Invariant measure and stability of the solution of a stochastic differential equation driven by a jump Lévy process (Q2907663) (← links)
- Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
- A piecewise linear stochastic differential equation driven by a Lévy process (Q3094478) (← links)
- Asymptotic expansion of the transition density of the semigroup associated to a SDE driven by Lévy noise (Q5018408) (← links)
- Invariant measures and boundedness in the mean for stochastic equations driven by Lévy noise (Q5083425) (← links)
- A Functional Analytic Approach to Infinite Dimensional Stochastic Linear Systems (Q5158376) (← links)
- Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809) (← links)
- Non-local Markovian symmetric forms on infinite dimensional spaces. II: Applications: non local stochastic quantization of space cut-off quantum fields and infinite particle systems (Q6145284) (← links)
- Lyapunov exponents for Hamiltonian systems under small Lévy-type perturbations (Q6556899) (← links)