On Itô formulas for jump processes (Q2052795)

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Language	Label	Description	Also known as
English	On Itô formulas for jump processes	scientific article

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scholarly article

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On Itô formulas for jump processes (English)

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zbMATH Open document ID

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10.1007/s11134-021-09709-8

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István Gyöngy

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Queueing Systems

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publication date

29 November 2021

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full work available at URL

https://arxiv.org/abs/2007.14782

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

Itô formula

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random measures

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Lévy processes

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MaRDI profile type

MaRDI publication profile

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Lévy Processes and Stochastic Calculus

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Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation

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Queues and Lévy fluctuation theory

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On stochastic squations with respect to semimartingales III

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On stochastics equations with respect to semimartingales ii. itô formula in banach spaces

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Itô formula for processes taking values in intersection of finitely many Banach spaces

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On \(L_p\)-solvability of stochastic integro-differential equations

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On a class of Lévy stochastic networks

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Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes

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A relatively short proof of Itô's formula for SPDEs and its applications

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Lectures on the Poisson Process

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Stochastic evolution equations

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A concise course on stochastic partial differential equations

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Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces

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Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces

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Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations

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