Jump-diffusions in Hilbert spaces: existence, stability and numerics (Q3080997): Difference between revisions

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+Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
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+Cubature on Wiener space in infinite dimension
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+Towards a general theory of bond markets
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+Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
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+On the geometry of the term structure of interest rates
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+A Note on Maximal Inequality for Stochastic Convolutions
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+Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability
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+Cubature on Wiener space
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+Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
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+Stochastic Partial Differential Equations with Levy Noise
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+Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
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+A series approach to stochastic differential equations with infinite dimensional noise
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+TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS
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