On stationary solutions of delay differential equations driven by a Lévy process.

From MaRDI portal
Publication:1877511

DOI10.1016/S0304-4149(99)00126-XzbMath1045.60057OpenAlexW2028299990MaRDI QIDQ1877511

Alexander A. Gushchin, Uwe Küchler

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(99)00126-x




Related Items

Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averagesOne-parameter statistical model for linear stochastic differential equation with time delayStability in distribution of Markov-modulated stochastic differential delay equations with reflectionDelay differential equations driven by Lévy processes: stationarity and Feller propertiesStochastic delay differential equations and related autoregressive modelsStationary solutions for stochastic differential equations driven by Lévy processes\(h\)-stability for stochastic Volterra-Levin equationsBubbles and crashes in a Black-Scholes model with delayOn large deviations in testing Ornstein-Uhlenbeck-type modelsInvariant probability measures for path-dependent random diffusionsAsymptotic inference for a stochastic differential equation with uniformly distributed time delayInvariant measures and a stability theorem for locally Lipschitz stochastic delay equationsModelling Temperature Using CARMA Processes with Stochastic Speed of Mean Reversion for Temperature Insurance PricingA simple estimator for discrete-time samples from affine stochastic delay differential equationsStochastic stability for nonlinear systems driven by Lévy noiseStatistical inference for discrete-time samples from affine stochastic delay differential equationsOn estimation of delay locationStability in distribution of stochastic Volterra-Levin equationsIdentifying and comparing states of time-delayed systems: phase diagrams and applications to human motor control systemsON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAYSpontaneous and evoked activity in extended neural populations with gamma-distributed spatial interactions and transmission delayLong memory in a linear stochastic Volterra differential equationStability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approachAdaptive estimation for affine stochastic delay differential equationsMultivariate stochastic delay differential equations and CAR representations of CARMA processesStability in distribution of stochastic differential delay equations with Markovian switchingExtremes of subexponential Lévy driven moving average processesRetarded stationary Ornstein-Uhlenbeck processes driven by Lévy noise and operator self-decomposabilityStochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processesExtremes of regularly varying Lévy-driven mixed moving average processesOn non-stationary solutions to MSDDEs: representations and the cointegration spaceOn nonnegative solutions of SDDEs with an application to CARMA processesThe first passage problem for stable linear delay equations perturbed by power law Lévy noise



Cites Work