Pages that link to "Item:Q4460412"

The following pages link to ON ESTIMATION OF THE LINEARIZED DRIFT FOR NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS (Q4460412):

Displaying 12 items.

• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process (Q1021254) (← links)
• Explicit criteria for mean square exponential stability of stochastic differential equations (Q1739440) (← links)
• Finite-time adaptive control for a class of switched stochastic uncertain nonlinear systems (Q2011852) (← links)
• On stability of solutions of stochastic delay differential equations (Q2107623) (← links)
• On exponential stability in mean square of neutral stochastic functional differential equations (Q2242904) (← links)
• Lyapunov criteria for the Feller-Dynkin property of martingale problems (Q2309582) (← links)
• Solvable Diffusion Models with Linear and Mean-Reverting Nonlinear Drifts (Q2962134) (← links)
• Variational estimation of the drift for stochastic differential equations from the empirical density (Q3302795) (← links)
• Estimation for nonlinear stochastic differential equations by a local linearization method¹ (Q4208316) (← links)
• New criteria for mean square exponential stability of stochastic delay differential equations (Q5012687) (← links)
• New results on exponential stability in mean square of neutral stochastic equations with delays (Q5056543) (← links)