𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stepanov-like almost automorphy for stochastic processes and applications to stochastic differential equations

✍ Scribed by Yong-Kui Chang; Zhi-Han Zhao; G.M. N’Guérékata; Ruyun Ma


Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
239 KB
Volume
12
Category
Article
ISSN
1468-1218

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


On solutions to backward stochastic part
✍ Qing Zhou; Yong Ren; Weixing Wu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 261 KB

In this paper, we prove the existence and uniqueness of the solution for a class of backward stochastic partial differential equations (BSPDEs, for short) driven by the Teugels martingales associated with a Lévy process satisfying some moment conditions and by an independent Brownian motion. An exam

Almost sure and moment exponential stabi
✍ Sulin Pang; Feiqi Deng; Xuerong Mao 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 214 KB

Positive results are derived concerning the long time dynamics of numerical simulations of stochastic differential equation systems with Markovian switching. Euler-Maruyama discretizations are shown to capture almost sure and moment exponential stability for all sufficiently small timesteps under ap