Stationary distributions of semistochastic processes with disturbances at random times and with random severity

DOI10.1016/j.nonrwa.2011.02.025zbMath1238.60043OpenAlexW2136880370MaRDI QIDQ420076

Nikola P. Petrov, Ensheng Weng, Maria Conceição A. Leite

Publication date: 20 May 2012

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2011.02.025

zbMATH Keywords

renewal processcatastrophedisasterdisturbances with random severitysemistochastic process

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) General theory of stochastic processes (60G07)

Related Items (3)

High-order numerical schemes for jump-SDEs ⋮ Convergence rates for semistochastic processes ⋮ Biological population management based on a Hamilton–Jacobi–Bellman equation with boundary blow up

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