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Cited by

• 1999On linear, degenerate backward stochastic partial differential equations107 cited
• 1997Adapted solution of a degenerate backward spde, with applications90 cited
• 2009Stochastic flows of SDEs with irregular coefficients and stochastic transport equations53 cited
• 2006Rate of Convergence of Wong–Zakai Approximations for Stochastic Partial Differential Equations52 cited
• n.d.A filtering approach to tracking volatility from prices observed at random times48 cited
• 1998Stochastic evolution equations with random generators47 cited
• 2006Wiener Chaos and Nonlinear Filtering42 cited
• 2004Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control36 cited
• 2020Drift estimation for discretely sampled SPDEs35 cited
• 2007Rate of Convergence of Implicit Approximations for Stochastic Evolution Equations28 cited
• 2016Finite difference schemes for linear stochastic integro-differential equations26 cited
• 1991A Simple Proof of Uniqueness for Kushner and Zakai Equations25 cited
• 2006Lp -Theory of semi-linear SPDEs on general measure spaces and applications24 cited
• 2012A Multistage Wiener Chaos Expansion Method for Stochastic Advection-Diffusion-Reaction Equations