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Stratonovich stochastic differential equations driven by general semimartingales
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Stratonovich stochastic differential equations driven by general semimartingales (1995)Stratonovich stochastic differential equa…Differential equations driven by rough paths with jumps (2018)Differential equations driven…Canonical RDEs and general semimartingales as rough paths (2018)Canonical RDEs and general se…General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula (2017)General rough integration, Lé…An alternative expression for stochastic dynamical systems with parametric Poisson white noise (2013)An alternative expression for…On the absolute continuity of Lévy processes with drift (2006)On the absolute continuity of…Itô's formula for C 1,λ -functions of a càdlàg process and related calculus (2002)Itô's formula for C 1,λ -func…Support theorem for jump processes (2000)Support theorem for jump proc…Stochastic differential equations with jumps and stochastic flows of diffeomorphisms (1996)Stochastic differential equat…Modeling and approximation of stochastic differential equations driven by semimartingales† (1981)On the existence of smooth densities for jump processes (1996)Malliavin calculus on the Wiener–Poisson space and its application to canonical SDE with jumps (2006)Differential equations driven by rough signals (1998)Lévy Processes and Stochastic Calculus (2004)Multidimensional Stochastic Processes as Rough Paths (2010)Signature-Based Models: Theory and Calibration (2023)Stochastic Differential Equations and Diffusion Processes (1983)Stochastic Flows and Stochastic Differential Equations (1998)Stochastic calculus with anticipating integrands (1988)The Malliavin Calculus and Related Topics (1995)Stochastic Integration and Differential Equations : A New Approach (2014)On the relation between ordinary and stochastic differential equations (1965)Lévy Processes and Stochastic Calculus (2009)Liens entre équations différentielles stochastiques et ordinaires (1977)On the Gap Between Deterministic and Stochastic Ordinary Differential Equations (1978)Partial mixing and Edgeworth expansion (2004)Limit Theorems for Stochastic Processes (2003)Continuous Martingales and Brownian Motion (1999)Stochastic Integration and Differential Equations (2005)Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation (2023)
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Cited by

  • 2018Differential equations driven by rough paths with jumps64 cited
  • 2017General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula47 cited
  • 2000Support theorem for jump processes37 cited
  • 2018Canonical RDEs and general semimartingales as rough paths35 cited
  • 2002Itô's formula for C 1,λ -functions of a càdlàg process and related calculus34 cited
  • 2006On the absolute continuity of Lévy processes with drift32 cited
  • 1996Stochastic differential equations with jumps and stochastic flows of diffeomorphisms24 cited
  • 2013An alternative expression for stochastic dynamical systems with parametric Poisson white noise23 cited

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