On absolute continuity of measures generated by Itô-McShane stochastic differential equations

Measure Theory - Lecture Notes in Mathematics ◽

10.1007/bfb0081069 ◽

1976 ◽

pp. 377-379

Author(s):

Zoran R. Pop-Stojanovic

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity

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Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2020.124692 ◽

2021 ◽

Vol 495 (1) ◽

pp. 124692

Author(s):

Hua Zhang

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity ◽

One Dimensional ◽

Maximum Process

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Hyperbolic stochastic differential equations: Absolute continuity of the LKW of the solution at a fixed point

Applied Mathematics & Optimization ◽

10.1007/bf01204706 ◽

1996 ◽

Vol 33 (3) ◽

pp. 293-313

Author(s):

M. Farr�

Keyword(s):

Fixed Point ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity

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Absolute continuity of distributions of solutions of anticipating stochastic differential equations

Journal of Functional Analysis ◽

10.1016/0022-1236(91)90037-6 ◽

1991 ◽

Vol 95 (2) ◽

pp. 414-432 ◽

Cited By ~ 6

Author(s):

Takao Masuda

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity

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Absolute continuity and Fokker-Planck equation for the law of Wong-Zakai approximations of Itô's stochastic differential equations

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2019.123557 ◽

2020 ◽

Vol 482 (2) ◽

pp. 123557

Author(s):

Alberto Lanconelli

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity ◽

Planck Equation ◽

Fokker Planck Equation ◽

The Law ◽

Fokker Planck

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Hyperbolic Stochastic Differential Equations: Absolute Continuity of the Law of the Solution at a Fixed Point

Applied Mathematics & Optimization ◽

10.1007/s002459900015 ◽

1996 ◽

Vol 33 (3) ◽

pp. 293-313

Keyword(s):

Fixed Point ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Absolute Continuity ◽

The Law

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Stochastic Differential Equations for Power Law Behaviors

10.21236/ada577839 ◽

2012 ◽

Author(s):

Bo Jiang ◽

Roger Brockett ◽

Weibo Gong ◽

Don Towsley

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Power Law

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Constrained Stochastic Differential Equations Driven by Fractional Brownian Motions: Stationarity and Parameter Estimation Problems

10.21236/ada591767 ◽

2013 ◽

Author(s):

Chihoon Lee

Keyword(s):

Parameter Estimation ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Brownian Motions ◽

Fractional Brownian Motions ◽

Estimation Problems

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Method of Iterated Integrals for Solution of Stochastic Integrals with Applications to Monte Carlo Simulation of Stochastic Differential Equations.

SSRN Electronic Journal ◽

10.2139/ssrn.3133959 ◽

2018 ◽

Author(s):

Ahsan Amin

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Stochastic Integrals ◽

Iterated Integrals

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Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.5275 ◽

2020 ◽

Vol 31 (1) ◽

pp. 250-267 ◽

Cited By ~ 1

Author(s):

Ruili Song ◽

Bo Wang ◽

Quanxin Zhu

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Multiple Delays ◽

Delay Dependent ◽

Delay Dependent Stability ◽

Nonlinear Hybrid

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Numerical Approximations to the Stationary Solutions of Stochastic Differential Equations

SIAM Journal on Numerical Analysis ◽

10.1137/100797886 ◽

2011 ◽

Vol 49 (4) ◽

pp. 1397-1416 ◽

Cited By ~ 4

Author(s):

Andrei Yevik ◽

Huaizhong Zhao

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Stationary Solutions ◽

Numerical Approximations

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