Generalised stochastic hybrid processes as strong solutions of stochastic differential equations

Keywords

Stochastic differential equation, Mathematics, Stochastic partial differential equation, Applied mathematics, Stochastic process

References

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Cited by

• Simulated Safety Risk of an Uncoordinated Airborne Self Separation Concept of OperationH.A.P. Blom, Bart Klein Obbink, G.J. (Bert) Bakker — 2009
• Sur la stabilité et la commande des systèmes linéaires à sauts aléatoireShaikshavali Chitraganti — 2014
• Robust stabilization of a class of state-dependent jump linear systemsShaikshavali Chitraganti, Samir Aberkane, Christophe Aubrun — 2015
• Compositional modelling using Petri nets with the analysis power of stochastic hybrid processesMariken H.C. Everdij — 2010
• Free flight safety risk modeling and simulationBart Klein Obbink, M.B. Klompstra — 2006
• Free flight collision risk estimation by sequential Monte Carlo simulationH.A.P. Blom, Jaroslav Krystul, Julien Bert — 2006
• Sufficient conditions for non-stability of stochastic differential systemsZhenhai Yan — 2015
• Exact Gradients for Stochastic Spiking Neural Networks Driven by Rough SignalsChristian Holberg, Cristopher Salvi — 2024
• Generalized Fokker-Planck equation for piecewise-diffusion processes with boundary hitting resetsJulien Bect, Hana Baili, G. Fleury — 2006
• Stochastic differential equations on hybrid state spacesJ. Krystul, H. Blom, A. Bagchi — 2006
• Nationaal Lucht-en Ruimtevaartlaboratorium National Aerospace Laboratory NLR NLR-TP-2006-288 Free flight collision risk estimation by sequential Monte Carlo simulationH. Blom, J. Krystul, G. Bakker — 2007
• Chapter 10 Free Flight Collision Risk Estimation by Sequential Monte Carlo SimulationH. Blom — 2006
• Hybrid State Petri Nets which Have the Analysis Power of Stochastic Hybrid Systems and the Formal Verification Power of AutomataM. Everdij, H. Blom — 2010

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• Stochastic Differential Equations and ProcessesMounir Zili, Darya Filatova — 2012
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