Lévy-type nonlinear stochastic dynamic model, method and analysis

DOI10.1142/S0219493719500333zbMath1423.60094OpenAlexW2906291155MaRDI QIDQ5237298

Gangarm S. Ladde, Youngsoo Seol

Publication date: 17 October 2019

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493719500333

zbMATH Keywords

change of measureLyapunov-like functionGirsanov-type transformLévy-type nonlinear stochastic dynamic model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integral equations (60H20)

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