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

Cites Work

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On stochastic equations with respect to semimartingales I.^†
Reelle und vektorwertige Quasimartingale und die Theorie der stochastischen Integration

Cited In (63)

Poisson stable solutions for stochastic PDEs driven by Lévy noise
Approximation of the stochastic 2d hydrodynamical type systems driven by non-Gaussian Lévy noise
Periodic measures for a class of SPDEs with regime-switching
Martingale solution of the stochastic Camassa-Holm equation with pure jump noise
Well-posedness for the stochastic Landau-Lifshitz-Gilbert equation with helicity driven by jump noise
Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations
Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
Upper bounds on the rate of convergence of truncated stochastic infinite-dimensional differential systems with \(H\)-regular noise
Well-posedness and large deviations for 2D stochastic Navier-Stokes equations with jumps
On stochastic evolution equations for nonlinear bipolar fluids: well-posedness and some properties of the solution
Practical exponential stability of stochastic age-dependent capital system with Lévy noise
On stochastic squations with respect to semimartingales III
Well-posedness and invariant measures for a class of stochastic 3D Navier-Stokes equations with damping driven by jump noise
Bellman equations associated to the optimal feedback control of stochastic Navier-Stokes equations
On randomized stopping
Qualitative properties for the stochastic Navier-Stokes equation
Stochastic Navier-Stokes equations in unbounded channel domains
On the splitting-up method and stochastic partial differential equations
Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
Fractionally dissipative stochastic quasi-geostrophic type equations on \(\mathbb{R}^{d}\)
Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
A relatively short proof of Itô's formula for SPDEs and its applications
Weak solutions of a stochastic Landau-Lifshitz-Gilbert equation driven by pure jump noise
Input-to-state stability of impulsive stochastic infinite dimensional systems with Poisson jumps
On stochastic evolution equations with non-Lipschitz coefficients
Rate of convergence of space time approximations for stochastic evolution equations
Stochastic Landau-Lifshitz-Gilbert equation with anisotropy energy driven by pure jump noise
Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type
Explosive solutions of stochastic reaction-diffusion equations in mean \(L^p\)-norm
Strong solutions for the stochastic 3D LANS-\(\alpha\) model driven by non-Gaussian Lévy noise
Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
On existence and uniqueness of stochastic evolution equation with Poisson jumps
On discretization schemes for stochastic evolution equations
A central limit theorem and moderate deviation principle for the stochastic 2D Oldroyd model of order one
A comparison principle for stochastic integro-differential equations
Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
Stochastic PDE model for spatial population growth in random environments
On a stochastic evolution equation
Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity
Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations
Itô-Föllmer calculus in Banach spaces. I: The Itô formula
On degenerate linear stochastic evolution equations driven by jump processes
Transformation formulae for continuous semimartingales and certain non-regular real functions on the sequence spacei^p
Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion -- approximation, quadratic variation, and Itô formula
Wong-Zakai approximation and support theorem for SPDEs with locally monotone coefficients
Nonlinear filtering of stochastic Navier-Stokes equation with Itô-Lévy noise
On the approximation of stochastic partial differential equations i
Variational solutions of stochastic partial differential equations with cylindrical Lévy noise
On Itô formulas for jump processes
Itô formula for processes taking values in intersection of finitely many Banach spaces
Existence and uniqueness of solutions of semilinear stochastic infinite-dimensional differential systems with \(H\)-regular noise
Weak solutions and invariant measures of stochastic Oldroyd-B type model driven by jump noise
Weak solution of a stochastic 3D Cahn-Hilliard-Navier-Stokes model driven by jump noise
A mild Itô formula for SPDEs
Ergodic boundary and point control for linear stochastic PDEs driven by a cylindrical Lévy process
THE STOCHASTIC MAGNETO-HYDRODYNAMIC SYSTEM
Weak pullback mean random attractors for the stochastic convective Brinkman-Forchheimer equations and locally monotone stochastic partial differential equations
Martingale solutions of nematic liquid crystals driven by pure jump noise in the Marcus canonical form
Weak and strong probabilistic solutions for a stochastic quasilinear parabolic equation with nonstandard growth
Well-posedness of monotone semilinear SPDEs with semimartingale noise
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps
Backward stochastic partial differential equations driven by infinite-dimensional martingales and applications

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