On stochastic differential equations driven by skew stable processes
Lietuvos Matematikos Rinkinys, 2001 There is not abstract.
Henrikas Pragarauskas
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Stochastic integration with respect to canonical α-stable cylindrical Lévy processes
Electronic Journal of Probability, 2022 31 ...
Markus Riedle
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Irreducibility and Asymptotics of Stochastic Burgers Equation Driven by α-stable Processes [PDF]
Potential Analysis, 2018 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Feng-Yu Wang, Lihu Xu, Wang Feng-Yu
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Stable cylindrical Lévy processes and the stochastic Cauchy problem
Electronic Communications in Probability, 2018 14 ...
Markus Riedle
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On pathwise uniqueness for stochastic differential equations driven by stable Lévy processes
Annales De L'institut Henri Poincare (B) Probability and Statistics, 2013 We study a one-dimensional stochastic differential equation driven by a stable Lévy process of order $α$ with drift and diffusion coefficients $b,σ$. When $α\in (1,2)$, we investigate pathwise uniqueness for this equation. When $α\in (0,1)$, we study another stochastic differential equation, which is equivalent in law, but for which pathwise uniqueness
Nicolas Fournier
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Application of Lévy processes in modelling (geodetic) time series with mixed spectra [PDF]
Nonlinear Processes in Geophysics, 2021 Recently, various models have been developed, including the fractional Brownian motion (fBm), to analyse the stochastic properties of geodetic time series together with the estimated geophysical signals.
J.-P. Montillet +5 more
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Modeling Financial Markets Using Combined Ornstein-uhlenbeck Process with Levy Noise [PDF]
تحقیقات مالی, 2021 Objective: The main purpose of this paper is to investigate a developed stochastic algorithm for modeling financial markets using the Ornstein-uhlenbeck process combined with Levy noise. Using the closing prices of stock markets, it can be concluded that
Mina Mohammadi, Parisa Nabati
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Slow Manifolds for Stochastic Koper Models with Stable Lévy Noises
Axioms, 2023 The Koper model is a vector field in which the differential equations describe the electrochemical oscillations appearing in diffusion processes. This work focuses on the understanding of the slow dynamics of a stochastic Koper model perturbed by stable ...
Hina Zulfiqar +2 more
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Improved noise‐to‐state stability criteria of random nonlinear systems with stochastic impulses
IET Control Theory & Applications, 2021 This paper considers noise‐to‐state stability for random non‐linear systems with stochastic impulses. The impulsive random non‐linear systems contain three random characteristics: the second‐moment processes in continuous dynamics, the sequence of random
Likang Feng, Ju H. Park, Weihai Zhang
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Maximum principles for nonlocal parabolic Waldenfels operators [PDF]
Bulletin of Mathematical Sciences, 2019 As a class of Lévy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under Lévy fluctuations and constructing Markov processes with boundary conditions (in particular the ...
Qiao Huang, Jinqiao Duan, Jiang-Lun Wu
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