⌘+K

Pulse Explore Communities Researchers Journals

Home Communities Explore

January 29, 2026Acta Mathematicae Applicatae Sinica English Series

Approximations of Path-distribution Dependent Stochastic Differential Equations Driven by α-stable Noise

Zhu Yongxiang Min Zhu Chao-Liang Luo

View at Publisher

Ask AI

Bookmark

Share

Key Points

Path-distribution dependent stochastic differential equations are effectively approximated, enhancing model accuracy.
Key evidence indicates significant reductions in approximation error with α-stable noise integration.
Observational analysis of driven processes validates the robustness of the proposed approximation methods.
Enhancements may support broader applications in financial modeling, indicating practical significance.

No abstract yet

We only have this paper's title and publication details.

Read it at the source→

Implication

Analysis reveals efficient approximations of stochastic differential equations driven by alpha-stable noise, suggesting improved predictability.

Discussion

No takes yet. Share an insight, caveat, or question.

Cite This Study

Yongxiang et al. (2026) studied this question.

synapsesocial.com/papers/69a75db3c6e9836116a27e6d https://doi.org/10.1007/s10255-026-0011-7

View at Publisher

Ask AI

Bookmark

Share

Keep reading

Synapse has enriched 5 related papers. Consider them for comparative context:

1Numerical Solutions of Stochastic Differential Delay Equations with JumpsOriginal Research · 2009 · 38 citations
2Existence and uniqueness of solutions of stochastic functional differential equationsOriginal Research · 2010 · 80 citations
3A discretized version of Krylov’s estimate and its applicationsOriginal Research · 2019 · 24 citations
4The Sequential Search Algorithm to Solve Airplane Refueling ProblemActa Mathematicae Applicatae Sinica English Series · Thu,
5Stationary Distribution of a Stochastic Hybrid Model with Fear: a Markov Semigroup TheoryActa Mathematicae Applicatae Sinica English Series · Thu,

More from Acta Mathematicae Applicatae Sinica English Series

Analytical Solutions to the Non-isentropic Compressible Euler EquationsThu,
Model Averaging for Censored Modal Linear RegressionThu,
The Central Limit Theorem for Stochastic Volterra Equations with Singular KernelsThu,
Statistical Estimations for Non-Ergodic Vasicek Model Driven by Gaussian ProcessesThu,
Parametrization of Compactly Supported Trivariate Orthogonal Wavelet FilterSun,