On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps

DOI10.1007/S11253-024-02291-1MaRDI QIDQ6495810

Viktor Yuskovych

Publication date: 2 May 2024

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
• On asymptotic equivalence of solutions of stochastic and ordinary equations
• Generalized Peano problem with Lévy noise
• On the asymptotic behaviour of solutions of stochastic differential equations
• Stochastic Flows and Jump-Diffusions
• On Square Integrable Martingales

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