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Cited by

• 2004Stochastic differential equations with jumps101 cited
• 2010Term Structure Models Driven by Wiener Processes and Poisson Measures: Existence and Positivity96 cited
• 2014On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients96 cited
• 2014Weak and strong solutions of general stochastic models77 cited
• 2011On strong solutions for positive definite jump diffusions73 cited
• 2019Nonlinear Fokker–Planck equations for probability measures on path space and path-distribution dependent SDEs70 cited
• 2000On Lp-solutions of semilinear stochastic partial differential equations70 cited
• 2004Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients46 cited
• 2014Comparison theorems for some backward stochastic Volterra integral equations39 cited
• 2002Generalized Integration and Stochastic ODEs38 cited
• 2014New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients35 cited
• 2013Closed-form likelihood expansions for multivariate time-inhomogeneous diffusions31 cited
• 2005Euler–Maruyama approximations for SDEs with non-Lipschitz coefficients and applications24 cited