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Strong solutions of jump-type stochastic equations
4 references·3 citing·22 second hop
Strong solutions of jump-type stochastic equations (2012)Strong solutions of jump-type stochastic …Strong solutions for stochastic differential equations with jumps (2011)Strong solutions for stochast…Theory of Stochastic Differential Equations with Jumps and Applications (2005)Theory of Stochastic Differen…Stochastic differential equations with jumps (2004)Stochastic differential equat…Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Differential Equat…Strong existence and uniqueness for stable stochastic differential equations with distributional drift (2020)Strong existence and uniquene…Jump type stochastic differential equations with non-Lipschitz coefficients: Non-confluence, Feller and strong Feller properties, and exponential ergodicity (2018)Jump type stochastic differen…Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2015)Yamada-Watanabe Results for S…Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps (2018)Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)Calcul Stochastique et Problèmes de Martingales (1979)Differential equations driven by rough signals (1998)Lévy Processes and Stochastic Calculus (2004)Efficiency of Large Double Auctions (2005)Numerical simulations and modeling for stochastic biological systems with jumps (2013)Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (2017)On the uniqueness of solutions of stochastic differential equations (1971)Stochastic differential equations with Sobolev drifts and driven by $\alpha$-stable processes (2013)Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations (1991)Lévy Processes and Stochastic Calculus (2009)Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (2023)Brownian motion and stochastic calculus (1991)Strong Averaging Principle for Two-Time-Scale Stochastic McKean-Vlasov Equations (2021)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)Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients (2020)Approximations of McKean–Vlasov Stochastic Differential Equations with Irregular Coefficients (2021)
this work references cited by second hop

References

  • 1983Stochastic Differential Equations and Diffusion Processes3,836 cited
  • 2005Theory of Stochastic Differential Equations with Jumps and Applications153 cited
  • 2004Stochastic differential equations with jumps101 cited
  • 2011Strong solutions for stochastic differential equations with jumps83 cited

Cited by

  • 2018Jump type stochastic differential equations with non-Lipschitz coefficients: Non-confluence, Feller and strong Feller properties, and exponential ergodicity43 cited
  • 2015Yamada-Watanabe Results for Stochastic Differential Equations with Jumps37 cited
  • 2020Strong existence and uniqueness for stable stochastic differential equations with distributional drift31 cited

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