Marcus versus Stratonovich for systems with jump noise
From MaRDI portal
Publication:3190813
DOI10.1088/1751-8113/47/34/342001zbMath1326.60083arXiv1406.0112OpenAlexW3102864360MaRDI QIDQ3190813
Aleksei V. Chechkin, Ilya Pavlyukevitch
Publication date: 19 September 2014
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.0112
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (18)
Derivation of Fokker-Planck equations for stochastic systems under excitation of multiplicative non-Gaussian white noise ⋮ Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise ⋮ Symplectic numerical integration for Hamiltonian stochastic differential equations with multiplicative Lévy noise in the sense of Marcus ⋮ Stochastic differential calculus for Gaussian and non-Gaussian noises: a critical review ⋮ Superdiffusive limits for deterministic fast-slow dynamical systems ⋮ Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise ⋮ Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form ⋮ Canonical RDEs and general semimartingales as rough paths ⋮ Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form ⋮ Age distribution dynamics with stochastic jumps in mortality ⋮ Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise ⋮ HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation ⋮ Weak martingale solutions for the stochastic nonlinear Schrödinger equation driven by pure jump noise ⋮ Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization ⋮ Wave-breaking and moderate deviations of the stochastic Camassa-Holm equation with pure jump noise ⋮ Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise
This page was built for publication: Marcus versus Stratonovich for systems with jump noise
