Pages that link to "Item:Q1591348"

The following pages link to Invariant measures and symmetry property of Lévy type operators (Q1591348):

Displaying 40 items.

• A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
• Functional inequalities for stable-like Dirichlet forms (Q495706) (← links)
• Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator (Q537698) (← links)
• Solving a non-linear stochastic pseudo-differential equation of Burgers type (Q608221) (← links)
• Exponential ergodicity and regularity for equations with Lévy noise (Q655319) (← links)
• Approximation of stable law in Wasserstein-1 distance by Stein's method (Q670747) (← links)
• Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions (Q671079) (← links)
• Liouville theorems for non-local operators (Q705981) (← links)
• Pseudo-differential operators and Markov semigroups on compact Lie groups (Q719565) (← links)
• On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws (Q852596) (← links)
• Delay differential equations driven by Lévy processes: stationarity and Feller properties (Q855685) (← links)
• Criteria for ergodicity of Lévy type operators in dimension one (Q952833) (← links)
• Symmetric Lévy type operator (Q1034216) (← links)
• Asymmetric non-Gaussian effects in a tumor growth model with immunization (Q1632956) (← links)
• Noise-induced vegetation transitions in the Grazing Ecosystem (Q1985195) (← links)
• Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative \(\alpha \)-stable noises (Q2049852) (← links)
• A unified approach to Stein's method for stable distributions (Q2106767) (← links)
• Non-integrable stable approximation by Stein's method (Q2135202) (← links)
• Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle (Q2223321) (← links)
• Asymptotic expansions for SDE's with small multiplicative noise (Q2253854) (← links)
• On a semilinear stochastic partial differential equation with double-parameter fractional noises (Q2254831) (← links)
• Stochastic control of SDEs associated with Lévy generators and application to financial optimization (Q2266834) (← links)
• On Stein's method for multivariate self-decomposable laws (Q2279323) (← links)
• Symmetry of stochastic non-variational differential equations (Q2364298) (← links)
• Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
• A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
• Linear response theory for nonlinear stochastic differential equations with \(\alpha\)-stable Lévy noises (Q2658413) (← links)
• Quantifying Model Uncertainties in Complex Systems (Q2909986) (← links)
• EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE (Q3174005) (← links)
• Data assimilation and parameter estimation for a multiscale stochastic system with<i>α</i>-stable Lévy noise (Q3302899) (← links)
• Ergodicity of the Finite and Infinite Dimensional α-Stable Systems (Q3391781) (← links)
• An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes (Q3506297) (← links)
• MEAN EXIT TIME AND ESCAPE PROBABILITY FOR A TUMOR GROWTH SYSTEM UNDER NON-GAUSSIAN NOISE (Q4908772) (← links)
• (Q4943006) (← links)
• Maximum principles for nonlocal parabolic Waldenfels operators (Q4997859) (← links)
• Moderate deviations for a class of semilinear SPDE with fractional noises (Q5231190) (← links)
• W-symmetries of Ito stochastic differential equations (Q5379510) (← links)
• Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise (Q5496373) (← links)
• Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes (Q6140117) (← links)
• The central limit theorems for integrable Hamiltonian systems perturbed by white noise (Q6652130) (← links)