数学
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Wellposedness and trajectory controllability of random impulsive stochastic differential systems driven by fBm
作者Varshini Sandrasekaran; Banupriya Kandasamy; Ramkumar Kasinathan; Ravikumar Kasinathan; Dimplekumar Chalishajar
作者单位1. Department of Mathematics, Sri Eshwar College of Engineering; 2. Department of Mathematics, PSG College of Arts and Science; 3. Department of Applied Mathematics, Virginia Military Institute (VMI)
Exponential stability for nonautonomous stochastic integrodifferential equations driven by Q -Wiener process and Q -Rosenblatt process
作者Khadi Elbou; Papa Ali Thiam; Sidi Ali Abdi; Mamadou Abdoul Diop
作者单位1. Département de Mathématiques, Université Nouakchott Al Aasriya; 2. Département de Mathématiques, Université Gaston Berger de Saint-Louis, UFR SAT; 3. UMMISCO UMI 209 IRD/UPMC
Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space
作者Amit Ghosh; Chandan Pal; Somnath Pradhan
作者单位1. Department of Mathematics, Indian Institute of Technology Guwahati; 2. Department of Mathematics, Indian Institute of Science Education and Research Bhopal
Small jump approximation and Malliavin integration by parts for infinite activity Lévy processes for Monte Carlo estimate of the Delta option price sensitivity
作者Driss Bouggar; Mohamed El Fatini; Roger Pettersson
作者单位1. Mathematics and Computer Science Department, Laboratory of Artificial Intelligence and Systems, Faculty of Sciences Ben M’sik Hassan II University of Casablanca; 2. Stochastic Modelling & Statistics group, LAGA Laboratory, Department of Mathematics, FS, Ibn Tofail University; 3. Department of Mathematics, Faculty of Technology, Linnæus University
Stability of impulsive Hilfer fractional integrodifferential stochastic systems with Poisson jump via measure of non-compactness
作者J. Priyadharsini; P. Balasubramaniam; T. Sathiyaraj
作者单位1. Department of Mathematics, The American College; 2. Department of Mathematics, The Gandhigram Rural Institute - Deemed to be University; 3. Institute of Actuarial Science and Data Analytics, UCSI University
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