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Martingale problems for stochastic PDE’s
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Martingale problems for stochastic PDE’s (1999)Martingale problems for stochastic PDE’sOrnstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes (2015)Ornstein-Uhlenbeck Processes …ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (2010)ON INCOMPLETENESS OF BOND MAR…A note on completeness in large financial markets (2004)A note on completeness in lar…Normalized stochastic integrals in topological vector spaces (1998)Normalized stochastic integra…Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Methods of Mathematical Finance (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Stochastic Integration (1981)Limit Theorems for Stochastic Processes (2003)Stochastic Partial Differential Equations with Levy Noise (2007)Martingales and stochastic integrals in the theory of continuous trading (1981)Limit Theorems for Stochastic Processes (1987)Arbitrage Theory in Continuous Time (1998)Super-replication and utility maximization in large financial markets (2005)Stochastic Flows and Stochastic Differential Equations (1998)On the use of measure-valued strategies in bond markets (2004)Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces (2004)Stochastic Integrals and the Lévy–Ito Decomposition Theorem on Separable Banach Spaces (2005)An introduction to stochastic partial differential equations (2006)Stochastic Differential Equations (2006)
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Cited by

  • 1998Normalized stochastic integrals in topological vector spaces72 cited
  • 2004A note on completeness in large financial markets40 cited
  • 2010ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS34 cited
  • 2015Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes31 cited

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