Stochastic Integration in Banach Spaces
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geometry of Banach spacesinfinite-dimensional stochastic calculusItō formulaItō integralItō isometryLyapounov functionmathematical financenonlinear filteringPoisson point processprobability in Banach spacesstochastic differential equationstochastic integralstochastic partial differential equation
Asymptotic behavior of solutions to PDEs (35B40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Processes with independent increments; Lévy processes (60G51) Random measures (60G57) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Interest rates, asset pricing, etc. (stochastic models) (91G30) Financial applications of other theories (91G80)
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(47)- Controllability of nonlinear stochastic fractional neutral systems with multiple time varying delays in control
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- An approach to stochastic integration in general separable Banach spaces
- Stochastic analysis with modelled distributions
- Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate
- Well-posedness and asymptotic behavior of stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise
- Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation
- Optimal strong convergence rates of numerical methods for semilinear parabolic SPDE driven by Gaussian noise and Poisson random measure
- Stochastic integration with respect to cylindrical Lévy processes by p-summing operators
- Asymptotic expansions for SDE's with small multiplicative noise
- Asymptotic expansion for some local volatility models arising in finance
- Cylindrical martingale problems associated with Lévy generators
- Stochastic integration and stochastic PDEs driven by jumps on the dual of a nuclear space
- Finite element methods and their error analysis for SPDEs driven by Gaussian and non-Gaussian noises
- Stochastic integration in UMD Banach spaces
- Itô formula for mild solutions of SPDEs with Gaussian and non-Gaussian noise and applications to stability properties
- Stochastic non-resistive magnetohydrodynamic system with Lévy noise
- The Enskog process
- Stochastic control of tidal dynamics equation with Lévy noise
- Stochastic integration in Banach spaces
- A class of Lévy driven SDEs and their explicit invariant measures
- Stabilization of a class of semilinear degenerate parabolic equations by Itô noise
- Lévy noises and stochastic integrals on Banach spaces
- scientific article; zbMATH DE number 16142 (Why is no real title available?)
- On Stochastic Boundary Problems for Harmonic Functions in Banach Spaces
- Stochastic evolution systems. Linear theory and applications to non-linear filtering
- scientific article; zbMATH DE number 1884266 (Why is no real title available?)
- Controllability of nonlinear stochastic neutral fractional dynamical systems
- On martingale solutions of stochastic partial differential equations with Lévy noise
- Conditions for stochastic integrability in UMD Banach spaces
- Stochastic integration in quasi-Banach spaces
- A Meyer-Itô formula for stable processes via fractional calculus
- First-order linear Marcus SPDEs
- Stability properties of mild solutions of SPDEs related to pseudo differential equations
- Comparison principle for stochastic heat equations driven by -stable white noises
- Anticipative information in a Brownian-Poisson market
- From Least Squares to Signal Processing and Particle Filtering
- Local p-th mean stability of scalar SDEs with infinite memory by contraction mapping principle on weak Banach spaces
- Dynamically consistent analysis of realized covariations in term structure models
- Existence, uniqueness and Hölder-continuity of L^p-solutions of stochastic neutral integro-differential equations with infinite memory
- Well-posedness of stochastic chemotaxis system
- Cylindrical martingale-valued measures, stochastic integration and SPDEs
- Well-posedness results for a new class of stochastic spatio-temporal SIR-type models driven by proportional pure-jump Lévy noise
- Long-term convergence and stability of linear-implicit theta methods for moment-dissipative stochastic differential equations with multiplicative noise
- A weak stochastic integral in Banach space with application to a linear stochastic differential equation
- Stochastic integration of operator-valued functions with respect to Banach space-valued Brownian motion
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