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Cylindrical continuous martingales and stochastic integration in infinite dimensions
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Cylindrical continuous martingales and stochastic integration in infinite dimensions (2016)Cylindrical continuous martingales and st…Stochastic Integration in Banach Spaces (2014)Stochastic Integration in Ban…On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions (2014)On Maximal Inequalities for P…Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation (2008)Itô's formula in UMD Banach s…Stochastic Partial Differential Equations with Levy Noise (2007)Stochastic Partial Differenti…Stochastic integration in UMD Banach spaces (2007)Stochastic integration in UMD…Stochastic integration of functions with values in a Banach space (2005)Stochastic integration of fun…Stochastic Differential Equations (2005)Stochastic Differential Equat…Brownian Representations of Cylindrical Local Martingales, Martingale Problem and Strong Markov Property of Weak Solutions of SPDEs in Banach Spaces (2005)Brownian Representations of C…Uniqueness for stochastic evolution equations in Banach spaces (2004)Uniqueness for stochastic evo…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…Normalized stochastic integrals in topological vector spaces (1998)Normalized stochastic integra…On stochastics equations with respect to semimartingales ii. itô formula in banach spaces (1982)On stochastics equations with…On stochastic squations with respect to semimartingales III (1982)On stochastic squations with …On stochastic equations with respect to semimartingales I.† (1980)On stochastic equations with …Une topologie sur l'espace des semimartingales (1979)Une topologie sur l'espace de…Changes of time, stochastic integrals, and weak martingales (1972)Changes of time, stochastic i…On the uniqueness of solutions of stochastic differential equations (1971)Brownian Motion and Stochastic Calculus. (1989)Continuous Martingales and Brownian Motion (1991)Maximal regularity for stochastic convolutions driven by Lévy processes (2008)Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions (2008)Stochastic geometric wave equations with values in compact Riemannian homogeneous spaces (2013)Controlled Diffusion Processes (1980)Weak and strong solutions of stochastic differential equations: Existence and stability (1981)Un Cours sur les Intégrales Stochastiques (2002)Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles (2007)Stochastic partial differential equations and filtering of diffusion processes (1980)Stochastic partial differential equations with unbounded coefficients and applications. III (1992)Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations (2007)LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (2010)Introduction to Stochastic Integration (1990)Stochastic Maximum Principle for Optimal Control of SPDEs (2013)Backward Stochastic Differential Equations in Finance (1997)The Variance Gamma Process and Option Pricing (1998)A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)Super-replication and utility maximization in large financial markets (2005)A New Perspective on the Fundamental Theorem of Asset Pricing for Large Financial Markets (2016)Long-Term Risk: A Martingale Approach (2017)Stochastic evolution equations with Volterra noise (2016)A mild Itô formula for SPDEs (2018)On the martingale property of certain local martingales (2010)Option Pricing of Earnings Announcement Risks (2018)On the convergence of closed-loop Nash equilibria to the mean field game limit (2020)Existence of Lévy term structure models (2007)Multilevel Monte Carlo method for parabolic stochastic partial differential equations (2012)Moderate deviation principles for stochastic differential equations with jumps (2016)
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References

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  • 2014Stochastic Integration in Banach Spaces41 cited
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