SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
5 references·0 citing·20 second hop
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients (2019)The averaging method for multivalued SDEs…Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes (2018)Stochastic averaging principl…Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (2016)Stochastic averaging principl…Stochastic Integration and Differential Equations. Second Edition. (2005)Stochastic Integration and Di…Stochastic Integration and Differential Equations (2005)Stochastic Integration and Di…Problàme de Skorohod multivoque (1998)Problàme de Skorohod multivoq…Stochastic differential equations with reflecting boundary condition in convex regions (1979)Stochastic differential equations with reflecting boundary conditions (1984)On lipschitz continuity of the solution mapping to the skorokhod problem, with applications (1991)Weak and strong approximations of reflected diffusions via penalization methods (2012)The optimal control problem associated with multi-valued stochastic differential equations with jumps (2013)Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems (2016)Fractional Brownian Motions, Fractional Noises and Applications (1968)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs (2022)Averaging principles for mixed fast-slow systems driven by fractional Brownian motion (2023)Lévy Processes and Stochastic Calculus (2004)Stochastic Partial Differential Equations with Levy Noise (2007)Lévy Processes and Stochastic Calculus (2009)Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities (2004)Common Failings: How Corporate Defaults Are Correlated (2007)Frailty Correlated Default (2009)Modeling Term Structures of Defaultable Bonds (1999)Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)The distribution of realized stock return volatility (2001)
this work references cited by second hop

References

  • 2005Stochastic Integration and Differential Equations4,700 cited
  • 2005Stochastic Integration and Differential Equations. Second Edition.330 cited
  • 1998Problàme de Skorohod multivoque123 cited
  • 2016Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion80 cited
  • 2018Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes17 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work