References

• 2004Lévy Processes and Stochastic Calculus2,055 cited
• 2009Lévy Processes and Stochastic Calculus1,524 cited
• 2007Stochastic Partial Differential Equations with Levy Noise475 cited
• 2015Introduction to Stochastic Dynamics205 cited
• 2007Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach177 cited
• 1998Problàme de Skorohod multivoque123 cited
• 2013Optimal dividend problem with a terminal value for spectrally positive Lévy processes122 cited
• 2012Exit problems for jump processes with applications to dividend problems113 cited
• 2014ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS91 cited
• 2016Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion80 cited
• 2014Optimal dividend problems for a jump-diffusion model with captial injections and proportional transaction costs71 cited
• 2013Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory59 cited
• 2014Stochastic averaging principle for dynamical systems with fractional Brownian motion44 cited
• 2013The optimal control problem associated with multi-valued stochastic differential equations with jumps19 cited