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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach
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Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (2007)Stochastic Partial Differential Equations…Multidimensional SDE with distributional drift and Lévy noise (2022)Multidimensional SDE with dis…Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process (2021)Strong and weak convergence r…Moderate deviation principles for stochastic differential equations with jumps (2016)Moderate deviation principles…Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes (2015)Ornstein-Uhlenbeck Processes …Large deviations for stochastic PDE with Lévy noise (2010)Large deviations for stochast…REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE (2008)REGULARITY OF ORNSTEIN-UHLENB…Cubature on Wiener space in infinite dimension (2008)Cubature on Wiener space in i…Existence of Lévy term structure models (2007)Existence of Lévy term struct…Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Financial Modelling with Jump Processes (2003)Stochastic Integration and Differential Equations (2005)LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (2010)Mean reversion for HJMM forward rate models (2010)Heath–Jarrow–Morton–Musiela equation with Lévy perturbation (2012)Stochastic Integration (1981)Limit Theorems for Stochastic Processes (2003)Stochastic Partial Differential Equations with Levy Noise (2007)A Concise Course on Stochastic Partial Differential Equations (2007)Numerical solution of stochastic differential equations (2016)Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles (2007)Stochastic differential equations in infinite-dimensional spaces (1995)Stochastic Simulation (2007)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)Large and moderate deviations for stochastic Volterra systems (2022)A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT (1974)Strong solutions of stochastic equations with singular time dependent drift (2004)Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (2023)Lévy Processes and Stochastic Calculus (2004)Stochastic Partial Differential Equations and Applications - VII (2005)Time irregularity of generalized Ornstein–Uhlenbeck processes (2010)A weak solution theory for stochastic Volterra equations of convolution type (2021)Lévy Processes and Stochastic Calculus (2009)Strong convergence order for slow–fast McKean–Vlasov stochastic differential equations (2021)
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Cited by

  • 2007Existence of Lévy term structure models77 cited
  • 2016Moderate deviation principles for stochastic differential equations with jumps62 cited
  • 2008REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISE58 cited
  • 2022Multidimensional SDE with distributional drift and Lévy noise34 cited
  • 2015Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes31 cited
  • 2021Strong and weak convergence rates for slow–fast stochastic differential equations driven by α-stable process28 cited
  • 2010Large deviations for stochastic PDE with Lévy noise27 cited
  • 2008Cubature on Wiener space in infinite dimension25 cited

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