Pages that link to "Item:Q1433190"
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The following pages link to Approximate solution for some stochastic differential equations involving both Gaussian and Poissonian white noises (Q1433190):
Displaying 10 items.
- Stochastic modeling of nonlinear oscillators under combined Gaussian and Poisson white noise: a viewpoint based on the energy conservation law (Q333025) (← links)
- Convergence rate analysis of discrete-time Markovian jump systems (Q988721) (← links)
- Stock exchange dynamics involving both Gaussian and Poissonian white noises: Approximate solution via a symbolic stochastic calculus. (Q1413351) (← links)
- Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations (Q1766606) (← links)
- Response of stochastic dynamical systems driven by additive Gaussian and Poisson white noise: Solution of a forward generalized Kolmogorov equation by a spectral finite difference method (Q1965196) (← links)
- Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review (Q2205695) (← links)
- General Fractional Multiparameter White Noise Theory and Stochastic Partial Differential Equations (Q3157880) (← links)
- Formal calculus for real‐valued fractional Brownian motions prospects in systems science (Q3627291) (← links)
- Stochastic Differential Games in a Non-Markovian Setting (Q5317092) (← links)
- Euler-Poisson-Darboux equations and iterated fractional Brownian motions (Q6081470) (← links)
