References

• 1999Continuous Martingales and Brownian Motion6,200 cited
• 2004Lévy Processes and Stochastic Calculus2,040 cited
• 1982Semimartingales358 cited
• 1997The Euler scheme for Lévy driven stochastic differential equations244 cited
• 1986Semimartingales: A course on stochastic processes199 cited
• 1982A submartingale type inequality with applicatinos to stochastic evolution equations83 cited
• 1984An estimate of Burkholder type for stochastic processes defined by the stochastic integral67 cited
• 1986The Malliavin Calculus for Pure Jump Processes and Applications to Local Time67 cited
• 2008Maximal regularity for stochastic convolutions driven by Lévy processes59 cited
• 1986Some inequalities for martingales and stochastic convolutions58 cited
• 2004Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces55 cited
• 2010Time irregularity of generalized Ornstein–Uhlenbeck processes33 cited
• 2006Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces32 cited
• 2011A Note on time regularity of generalized Ornstein–Uhlenbeck processes with cylindrical stable noise30 cited

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