Large deviation principle for backward stochastic differential equations with a stochastic Lipschitz condition on z.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500436
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Works matching IS 02194937 AND DT 2024 AND VI 24 AND IP 6
Results: 8
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Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500461
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3
Limiting behavior of invariant measures of stochastic reaction–diffusion equations on thin domains.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S021949372450045X
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4
Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500448
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5
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500424
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6
Simple bounds on the most predictable component of a stochastic model.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500412
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7
Stability and stabilization of large-scale distribution-dependent SDEs.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500400
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- Article
8
Moderate deviations for a stochastic Schrödinger equation with linear drift.
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- Stochastics & Dynamics, 2024, v. 24, n. 6, p. 1, doi. 10.1142/S0219493724500382
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