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On the convergence of stochastic transport equations to a deterministic parabolic one
4 references·0 citing·17 second hop
On the convergence of stochastic transport equations to a deterministic parabolic one (2020)On the convergence of stochastic transpor…Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions (2008)Yamada-Watanabe theorem for s…Strong solutions of stochastic equations with singular time dependent drift (2004)Strong solutions of stochasti…Integration of Brownian vector fields (2002)Integration of Brownian vecto…Continuous Martingales and Brownian Motion (1999)Continuous Martingales and Br…On the uniqueness of solutions of stochastic differential equations (1971)Stochastic Differential Equations and Diffusion Processes (1983)Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients (2007)Stochastic Homeomorphism Flows of SDEs with Singular Drifts and Sobolev Diffusion Coefficients (2011)Averaging along irregular curves and regularisation of ODEs (2016)Stochastic Flows and Stochastic Differential Equations (1998)Stochastic Differential Equations: A Wiener Chaos Approach (2006)Wiener chaos solutions of linear stochastic evolution equations (2006)Stochastic flows of SDEs with irregular coefficients and stochastic transport equations (2009)Stochastic Differential Equations and Diffusion Processes (1981)Uniqueness for stochastic evolution equations in Banach spaces (2004)Well-posedness and large deviation for degenerate SDEs with Sobolev coefficients (2013)Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2015)Large and Moderate Deviation Principles for McKean-Vlasov SDEs with Jumps (2022)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)
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References

  • 1999Continuous Martingales and Brownian Motion6,200 cited
  • 2004Strong solutions of stochastic equations with singular time dependent drift420 cited
  • 2002Integration of Brownian vector fields134 cited
  • 2008Yamada-Watanabe theorem for stochastic evolution equations in infinite dimensions98 cited

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