On stochastic equations with respect to semimartingales I.†

Cites work

Equations aux dérivées partielles stochastiques non linéaires. I
On stochastic squations with respect to semimartingales III
On the existence and unicity of solutions of stochastic integral equations
On the existence of solutions of martingale integral equations
On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
Quelques applications de la formule de changement de variables pour les semimartingales
Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration

Cited in

(80)

On existence and uniqueness of stochastic evolution equation with Poisson jumps
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
Mimicking the one-dimensional marginal distributions of processes having an Ito differential
On Volterra equations driven by semimartingales
Convergence in probability for perturbed stochastic integral equations
Large deviations for stable Itô equations
A note on continuous-time ELS
On SPDE's and superdiffusions
Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
Stochastic stabilization of slender beams in space: modeling and boundary control
Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
Itô formula for processes taking values in intersection of finitely many Banach spaces
Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems
Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
Approximation and support theorems in modulus spaces
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise
Burkholder-Davis-Gundy inequalities in UMD Banach spaces
Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
Approximation of heavy-tailed distributions via stable-driven SDEs
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise
Well-posedness and tamed schemes for McKean-Vlasov equations with common noise
On well-posedness of stochastic anisotropic \(p\)-Laplace equation driven by Lévy noise
Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one
Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises
On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces
A note on Euler approximations for stochastic differential equations with delay
Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
Probabilistic weak solutions for nonlinear stochastic evolution problems involving pseudomonotone operators
On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations
Approximations of stochastic partial differential equations
Stochastic equations and krylov's estimates for semimartingales
On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
On stochastic squations with respect to semimartingales III
Comparison of multidimensional diffusion processes
Necessary and sufficient conditions of optimal control for infinite dimensional SDEs
A comparison principle for stochastic integro-differential equations
On smoothing properties of transition semigroups associated to a class of SDEs with jumps
On degenerate linear stochastic evolution equations driven by jump processes
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure
Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition
On comparison theorem for optional SDEs via local times and applications
Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift
A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
On tamed Milstein schemes of SDEs driven by Lévy noise
Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
Strong convergence of Euler approximations of stochastic differential equations with delay under local Lipschitz condition
Stochastic nonlinear wave equation with memory driven by compensated Poisson random measures
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises
Consensus-based optimization via jump-diffusion stochastic differential equations
Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes
Convergence and stability of the Milstein scheme for stochastic differential equations with piecewise continuous arguments
Exponential ergodicity for a class of Markov processes with interactions
Itô-Föllmer calculus in Banach spaces. I: The Itô formula
Mean-square convergence and stability of compensated stochastic theta methods for jump-diffusion SDEs with super-linearly growing coefficients
Log-normal stochastic volatility model with quadratic drift
Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations
Adaptive step-size control for global approximation of SDEs driven by countably dimensional Wiener process
An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients
On partially observed jump diffusions. II: The filtering density
Weak and strong solutions to nonlinear SPDEs with unbounded noise
On the Keller-Segel models interacting with a stochastically forced incompressible viscous flow in \(\mathbb{R}^2\)
A multilevel Monte Carlo algorithm for stochastic differential equations driven by countably dimensional Wiener process and Poisson random measure
Random perturbations for the chemotaxis-fluid model with fractional dissipation: global pathwise weak solutions
Malliavin differentiability of McKean-Vlasov SDEs with locally Lipschitz coefficients
A note on Lévy-driven McKean-Vlasov stochastic differential equations under monotonicity
A multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes
Global strong solution for the stochastic tamed chemotaxis-Navier-Stokes system in \(\mathbb{R}^3\)
Order of convergence of splitting schemes for deterministic/stochastic Gross-Pitaevskii equations with rotating angular momentum
Random periodic solutions of non-uniform dissipative stochastic differential equations driven by multiplicative pure jump Lévy noises
Strong convergence of a class of adaptive numerical methods for SDEs with jumps
Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises
An extended variational setting for critical SPDEs with Lévy noise
Stochastic dissipative systems in Banach spaces driven by Lévy noise
Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples

This page was built for publication: On stochastic equations with respect to semimartingales I.^†

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3881665)