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math.PR2026
Stochastic Wright's Equation: Existence of Invariant Measures
Mark van den Bosch, Onno van Gaans, Sjoerd Verduyn Lunel
Wright's delay differential equation is one of the prime examples of a fully nonlinear equation without an explicit solution and whose dynamics can be understood by analytic means.…
math.PR2024
Notes on stochastic integration theory with respect to cà dlà g semimartingales and a brief introduction to Lévy processes
Mark van den Bosch
The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The mat…