Imagen de Portada

Stochastic Delay Differential Equations have blow-up solutions if and only if their instantaneous counterparts have them

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Busse, Julius
Formato:	Preprint
Publicado:	2024
Materias:	Probability
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Approximation to Deep Q-Network by Stochastic Delay Differential Equations
por: Lu, Jianya, et al.
Publicado: (2025)

On Lyapunov Conditions for the Well-Posedness of McKean-Vlasov Stochastic Differential Delay Equations
por: Noelck, Dan
Publicado: (2024)

Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
por: Li, Guozhen, et al.
Publicado: (2025)

Existence of Invariant Probability Measures for Stochastic Differential Equations with Finite Time Delay
por: Bosch, Mark van den, et al.
Publicado: (2024)

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type
por: Guatteri, Giuseppina, et al.
Publicado: (2025)

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection
por: Li, Hanwu
Publicado: (2025)

Set-Valued Stochastic Differential Equations with Unbounded Coefficients
por: Almuzaini, Atiqah, et al.
Publicado: (2024)

Backward Stochastic Differential Equations with Nonlinear Expectation Reflection
por: Li, Hanwu
Publicado: (2025)

Stochastic control for Backward Stochastic Differential Equations with semi-Markov chain noises
por: Elliott, Robert J., et al.
Publicado: (2025)

Infinite Horizon Optimal Control of Forward-Backward Stochastic Volterra Equations with Delay
por: Djaber, Ibtissem, et al.
Publicado: (2026)

Mean Field Stochastic Partial Differential Equations with Nonlinear Kernels
por: Hong, Wei, et al.
Publicado: (2025)

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers
por: Li, Hanwu
Publicado: (2026)

Infinite Anticipation Backward Stochastic Differential Equations
por: Cheng, Guanwei, et al.
Publicado: (2025)

Brownian motion conditioned to have restricted $L_2$-norm
por: Aurzada, Frank, et al.
Publicado: (2023)

On blow up NLS with a multiplicative noise
por: Fan, Chenjie, et al.
Publicado: (2026)

Stochastic PDEs driven by G-Brownian motion and the associated Backward Doubly Stochastic Differential Equations
por: Denis, Laurent, et al.
Publicado: (2025)

Stochastic Differential Equations models for Least-Squares Stochastic Gradient Descent
por: Schertzer, Adrien, et al.
Publicado: (2024)

Stochastic Passivity in Stochastic Differential Equations: A Port-Hamiltonian Perspective
por: Ackermann, Julia, et al.
Publicado: (2025)

Weak solutions of Stochastic Volterra Equations in convex domains with general kernels
por: Jaber, Eduardo Abi, et al.
Publicado: (2025)

Mean Field Backward Stochastic Differential Equations with Double Mean Reflections
por: Li, Hanwu, et al.
Publicado: (2025)

Strong Stability Preservation for Stochastic Partial Differential Equations
por: Woodfield, James
Publicado: (2024)

Functional Stochastic Differential Equations with Positivity Constraints Driven by Fractional Brownian Motion
por: Monir, Chadad
Publicado: (2024)

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations
por: Li, Hanwu
Publicado: (2026)

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints
por: Li, Hanwu
Publicado: (2026)

Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
por: Wang, Zhaohang, et al.
Publicado: (2025)

Propagation of Chaos for Derivatives of McKean-Vlasov Stochastic Differential Equations and Applications
por: Zhao, Xiao-Yu
Publicado: (2026)

Neural Laplace for learning Stochastic Differential Equations
por: Carrel, Adrien
Publicado: (2024)

A Complete Decomposition of Stochastic Differential Equations
por: Duffield, Samuel
Publicado: (2026)

Quantitative Contraction Rates for McKean-Vlasov Stochastic Differential Equations with Multiplicative Noise
por: Noelck, Dan
Publicado: (2024)

McKean-Vlasov Stochastic Partial Differential Equations: Existence, Uniqueness and Propagation of Chaos
por: Hong, Wei, et al.
Publicado: (2023)

Mean-Field Backward Stochastic Differential Equations with Nonlinear Resistance and Double Mean Reflections
por: Li, Hanwu, et al.
Publicado: (2026)

On spider diffusions having a spinning measure selected from their own local time
por: Ohavi, Isaac, et al.
Publicado: (2025)

Sharp Non-uniqueness in Law for Stochastic Differential Equations on the Whole Space
por: Lü, Huaxiang, et al.
Publicado: (2025)

Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints
por: He, Wei, et al.
Publicado: (2024)

Triangle-free $d$-degenerate graphs have small fractional chromatic number
por: Martinsson, Anders
Publicado: (2025)

Spread blow-up lemma with an application to perturbed random graphs
por: Nenadov, Rajko, et al.
Publicado: (2024)

Unimodular random graphs with Property (T) have cost one
por: Grabowski, Łukasz, et al.
Publicado: (2025)

L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
por: Pathiraja, Sahani
Publicado: (2020)

Necessary and Sufficient Conditions for Optimal Control of Semilinear Stochastic Partial Differential Equations
por: Stannat, Wilhelm, et al.
Publicado: (2021)

When does a Gaussian process have its paths in a reproducing kernel Hilbert space?
por: Steinwart, Ingo
Publicado: (2024)