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Stochastic Integrals
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Stochastic Integrals (1990)Stochastic IntegralsLocal Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations (2024)Local Lipschitz Continuity in…Yamada-Watanabe Results for Stochastic Differential Equations with Jumps (2015)Yamada-Watanabe Results for S…The existence of dominating local martingale measures (2015)The existence of dominating l…Martingales and arbitrage in multiperiod securities markets (1979)Martingales and stochastic integrals in the theory of continuous trading (1981)Stochastic Integration and Differential Equations (2005)Continuous Martingales and Brownian Motion (1999)A Concise Course on Stochastic Partial Differential Equations (2007)Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients (2012)Strong convergence rates and temporal regularity for Cox-Ingersoll-Ross processes and Bessel processes with accessible boundaries (2014)Rough differential equations with unbounded drift term (2016)Overcoming the curse of dimensionality in the approximative pricing of financial derivatives with default risks (2020)Stochastic Differential Equations and Diffusion Processes (1983)Brownian Motion and Stochastic Calculus (2007)Gradient Estimates and Exponential Ergodicity for Mean-Field SDEs with Jumps (2018)Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling (2019)
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  • 2024Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations52 cited
  • 2015Yamada-Watanabe Results for Stochastic Differential Equations with Jumps37 cited
  • 2015The existence of dominating local martingale measures23 cited

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