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SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
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SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results (2006)SPDEs driven by Poisson random measure wi…Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure (2005)Existence, Uniqueness and Reg…Parabolic SPDEs driven by Poisson white noise (1998)Parabolic SPDEs driven by Poi…Étude d'une EDPS conduite par un bruit poissonnien (1998)Étude d'une EDPS conduite par…Stochastic Differential Equations in Infinite Dimensional Spaces (1997)Stochastic Differential Equat…Stochastic differential equations in infinite-dimensional spaces (1995)Stochastic differential equat…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Banach space valued processes with independent increments and stochastic integration (1983)Banach space valued processes…STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSION PROCESSES (North-Holland Mathematical Library, 24) (1982)STOCHASTIC DIFFERENTIAL EQUAT…Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces (1984)Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces (2004)An introduction to stochastic partial differential equations (2006)Stochastic Reaction-diffusion Equations Driven by Jump Processes (2017)On stochastic equations with respect to semimartingales I.† (1980)Limit Theorems for Stochastic Processes (1987)Continuous martingales and brownian motion (1993)Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces (2005)The stochastic wave equation with fractional noise: A random field approach (2010)Limit Theorems for Stochastic Processes (2003)The 1-d stochastic wave equation driven by a fractional Brownian sheet (2007)Maximal regularity for stochastic convolutions driven by Lévy processes (2008)Weak Order for the Discretization of the Stochastic Heat Equation Driven by Impulsive Noise (2012)Stochastic Integration (1981)Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces (2006)Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces (2006)Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations (2018)Construction of strong solutions of SDE's via Malliavin calculus (2009)A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s (2013)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Backward Stochastic Differential Equations in Finance (1997)Controlled Markov Processes and Viscosity Solutions (2005)A representation formula for transition probability densities of diffusions and applications (2004)Quasi Ornstein–Uhlenbeck processes (2011)A characterization of hedging portfolios for interest rate contingent claims (2004)A theory of bond portfolios (2005)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 1995Stochastic differential equations in infinite-dimensional spaces191 cited
  • 1997Stochastic Differential Equations in Infinite Dimensional Spaces129 cited
  • 1998Parabolic SPDEs driven by Poisson white noise123 cited
  • 2005Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure66 cited
  • 1998Étude d'une EDPS conduite par un bruit poissonnien60 cited
  • 1982STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSION PROCESSES (North-Holland Mathematical Library, 24)55 cited
  • 1983Banach space valued processes with independent increments and stochastic integration50 cited

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