Jump Sdes

Jump SDEs is a type of stochastic differential equation that incorporates discontinuous sample paths through the addition of jump processes, distinguishing it from classical SDEs by modeling sudden, discrete state changes driven by Poisson or Lévy processes.

Publications

2.4K

Citations

112

Authors

Institutions

Publications per year

2017–2026

Variants

Jump Stochastic Differential Equations

Parents

Jump Processes

Publications

Discrete-time approximation of decoupled Forward–Backward SDE with jumps

Bruno Bouchard, Romuald Élie · Stochastic Processes and their Applications · 2007 · 145 citations

Engineering, Mathematics, Dynamical Systems +13

Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations with Jumps

Bernt Øksendal, Agnès Sulem · SIAM Journal on Control and Optimization · 2009 · 128 citations · Full text

Engineering, Mathematics, Probability Theory +16

Fault detection for stochastic parameter-varying Markovian jump systems with application to networked control systems

Ding Zhai, Liwei An, Jinghao Li et al. · Applied Mathematical Modelling · 2015 · 116 citations

Engineering, Computer Engineering, Systems Engineering +16

Robust finite-time H∞ control for Markovian jump systems with partially known transition probabilities

Guangdeng Zong, Dong Yang, Linlin Hou et al. · Journal of the Franklin Institute · 2013 · 105 citations

Natural Sciences, Mathematics, Dynamical Systems +15

Multilevel Monte Carlo algorithms for Lévy-driven SDEs with Gaussian correction

Steffen Dereich · The Annals of Applied Probability · 2010 · 97 citations · Full text

Engineering, Computational Engineering, Probability Theory +16

1–5 of 67

Authors

112

CZ
Chao Zhou
National University of Singapore, Singapore
3 publications · 57 citations
3
h-index
DP
Dylan Possamaï
Université Paris Dauphine-PSL, France
3 publications · 57 citations
3
h-index
HK
Hiroshi Kunita
Kyushu University, Japan
3 publications · 120 citations
3
h-index
YS
Yulin Song
Nanjing University, China
3 publications · 109 citations
3
h-index
XZ
Xicheng Zhang
Rensselaer Polytechnic Institute, United States
3 publications · 79 citations
3
h-index

1–5 of 112

Institutions

1–8 of 73

Venues

Stochastic Processes and their Applications
9 publications · 576 citations
9
h-index
arXiv (Cornell University)
Repository · 5 publications · 127 citations
5
h-index
Electronic Journal of Probability
EJP · 4 publications · 88 citations
4
h-index
Stochastics and Dynamics
4 publications · 110 citations
4
h-index
The Annals of Applied Probability
4 publications · 156 citations
4
h-index

1–5