Asymptotic behavior of solutions of stochastic functional-differential equations with Poisson switchings

PRV property of functions and the asymptotic behaviour of solutions of stochastic differential equations

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations

Strong uniqueness of solutions of stochastic differential equations with jumps and non-Lipschitz random coefficients

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations

Stability of stochastic dynamic systems of a random structure with Markov switching in the presence of concentration points

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations

Quasi-linear stochastic differential equations with a fractional Brownian component

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations

The first integrals for systems of stochastic differential equations with jumps

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations

Linearization of controlled stochastic evolution systems in a Hilbert space

Схоже за: Stochastic processes and financial applications · Nonlinear Differential Equations Analysis · Stability and Controllability of Differential Equations