Pages that link to "Item:Q980729"
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The following pages link to Stochastic differential equations with jumps (Q980729):
Displaying 50 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Stochastic differential equations with Sobolev drifts and driven by \(\alpha\)-stable processes (Q376690) (← links)
- Stable process with singular drift (Q402488) (← links)
- Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms (Q414292) (← links)
- Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
- On multidimensional diffusion processes with jumps (Q479196) (← links)
- Markov chains approximation of jump-diffusion stochastic master equations (Q629778) (← links)
- An optimization approach to weak approximation of stochastic differential equations with jumps (Q631923) (← links)
- The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps (Q668208) (← links)
- Nonlinear Markov semigroups and interacting Lévy type processes (Q878366) (← links)
- A probabilistic interpretation of the parametrix method (Q894801) (← links)
- Quasi-invariance properties of a class of subordinators (Q952739) (← links)
- Regularity of semigroups generated by Lévy type operators via coupling (Q988677) (← links)
- The Cauchy problem and the martingale problem for integro-differential operators with non-smooth kernels (Q1043682) (← links)
- On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q1644038) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Theory of stochastic differential equations with jumps and applications. (Q1781402) (← links)
- On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes (Q1943323) (← links)
- Harnack type inequality for positive solution of some integral equation (Q1953877) (← links)
- Asymptotic behavior of the stochastic Rayleigh-van der Pol equations with jumps (Q2015541) (← links)
- A dual Yamada-Watanabe theorem for Lévy driven stochastic differential equations (Q2064806) (← links)
- Optimal control design for a class of quantum stochastic systems with financial applications (Q2151779) (← links)
- On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients (Q2253286) (← links)
- Stochastic equations of non-negative processes with jumps (Q2267518) (← links)
- Inverse optimal control of stochastic systems driven by Lévy processes (Q2280883) (← links)
- Numerical simulations and modeling for stochastic biological systems with jumps (Q2299766) (← links)
- Numerical solutions of SDEs with Markovian switching and jumps under non-Lipschitz conditions (Q2315815) (← links)
- On the equivalence between some jumping SDEs with rough coefficients and some non-local PDEs (Q2320399) (← links)
- A remark on non-local operators with variable order (Q2389195) (← links)
- A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes (Q2415411) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- Existence and uniqueness of stochastic differential equations with random impulses and Markovian switching under non-Lipschitz conditions (Q2430312) (← links)
- On parabolic inequalities for generators of diffusions with jumps (Q2447289) (← links)
- A weak Harnack inequality for fractional differential equations (Q2476470) (← links)
- On path-independent Girsanov transform (Q2663804) (← links)
- A Brownian-Markov stochastic model for cart-like wheeled mobile robots (Q2687842) (← links)
- Probabilistic representations of fragmentation equations (Q2693375) (← links)
- The Dirichlet problem for stable-like operators and related probabilistic representations (Q2833304) (← links)
- The α-Dependence of Stochastic Differential Equations Driven by Variants of α-Stable Processes (Q2890080) (← links)
- A PDE approach to jump-diffusions (Q2994851) (← links)
- <i>L<sup>p</sup> </i> -Liouville property for non-local operators (Q3106295) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- MEASURE EVOLUTION FOR "STOCHASTIC FLOWS" (Q3520406) (← links)
- On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes (Q3549302) (← links)
- Diffusion approximation of stochastic master equations with jumps (Q3583721) (← links)
- On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps (Q4558895) (← links)
- Intrinsic stochastic differential equations as jets (Q4559539) (← links)
- Ergodic Control of a Class of Jump Diffusions with Finite Lévy Measures and Rough Kernels (Q4632537) (← links)
- Strong Solutions of a Class of Stochastic Differential Equations with Jumps (Q4932829) (← links)
- Jump stochastic differential equations with non-Lipschitz and superlinearly growing coefficients (Q5086446) (← links)
