The following pages link to (Q3880023):
Displaying 18 items.
- A representation of solution of stochastic differential equations (Q819670) (← links)
- Superposition rules and stochastic Lie-Scheffers systems (Q985337) (← links)
- Decomposition and stability of linear systems with multiplicative noise (Q1061087) (← links)
- Stochastic flows and Taylor series (Q1099882) (← links)
- Robust filtering for correlated multidimensional observations (Q1151664) (← links)
- Asymptotic expansion of stochastic flows (Q1326357) (← links)
- Strong \(p\)-completeness of stochastic differential equations and the existence of smooth flows on noncompact manifolds (Q1343617) (← links)
- Support theorem for jump processes. (Q1877520) (← links)
- Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods (Q1958826) (← links)
- BMO martingales and positive solutions of heat equations (Q2356556) (← links)
- A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions (Q2504394) (← links)
- On the stochastic Magnus expansion and its application to SPDEs (Q2666021) (← links)
- Integration by parts formulas concerning maxima of some SDEs with applications to study on density functions (Q2804514) (← links)
- (Q3304883) (← links)
- THE HOMEOMORPHIC PROPERTY OF THE STOCHASTIC FLOW GENERATED BYTHE ONE-DEFAULT MODEL IN ONE DIMENSIONAL CASE (Q5064425) (← links)
- Algebraic structures and stochastic differential equations driven by Lévy processes (Q5243621) (← links)
- Resolvents of the Ito differential equations multiplicative with respect to the state vector (Q6185392) (← links)
- The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion (Q6198076) (← links)
