Pages that link to "Item:Q3881665"
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The following pages link to On stochastic equations with respect to semimartingales I.<sup>†</sup> (Q3881665):
Displaying 50 items.
- Approximations of stochastic partial differential equations (Q303950) (← links)
- A comparison principle for stochastic integro-differential equations (Q471058) (← links)
- On smoothing properties of transition semigroups associated to a class of SDEs with jumps (Q479716) (← links)
- On degenerate linear stochastic evolution equations driven by jump processes (Q492948) (← links)
- On tamed Milstein schemes of SDEs driven by Lévy noise (Q524004) (← links)
- Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces (Q538476) (← links)
- Nonlinear stochastic partial differential equations of hyperbolic type driven by Lévy-type noises (Q727486) (← links)
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples (Q874892) (← links)
- On existence and uniqueness of stochastic evolution equation with Poisson jumps (Q1036616) (← links)
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (Q1048178) (← links)
- Mimicking the one-dimensional marginal distributions of processes having an Ito differential (Q1067301) (← links)
- On Volterra equations driven by semimartingales (Q1105918) (← links)
- Convergence in probability for perturbed stochastic integral equations (Q1112454) (← links)
- Large deviations for stable Itô equations (Q1305263) (← links)
- A note on continuous-time ELS (Q1316087) (← links)
- On SPDE's and superdiffusions (Q1381568) (← links)
- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise (Q1633549) (← links)
- Stochastic stabilization of slender beams in space: modeling and boundary control (Q1641076) (← links)
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes (Q1679478) (← links)
- Itô formula for processes taking values in intersection of finitely many Banach spaces (Q1685683) (← links)
- Convergence of the compensated split-step \(\theta\)-method for nonlinear jump-diffusion systems (Q1726218) (← links)
- Wong-zakai approximation and support theorem for SPDEs with locally monotone coefficients (Q1799149) (← links)
- Approximation and support theorems in modulus spaces (Q1804991) (← links)
- Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise (Q1899255) (← links)
- Burkholder-Davis-Gundy inequalities in UMD Banach spaces (Q2006396) (← links)
- Variational solutions of stochastic partial differential equations with cylindrical Lévy noise (Q2033537) (← links)
- Approximation of heavy-tailed distributions via stable-driven SDEs (Q2040106) (← links)
- Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise (Q2077338) (← links)
- Well-posedness and tamed schemes for McKean-Vlasov equations with common noise (Q2094568) (← links)
- On well-posedness of stochastic anisotropic \(p\)-Laplace equation driven by Lévy noise (Q2099177) (← links)
- Well posedness, large deviations and ergodicity of the stochastic 2D Oldroyd model of order one (Q2186636) (← links)
- Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple (Q2260407) (← links)
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises (Q2274295) (← links)
- On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions (Q2291963) (← links)
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling (Q2291964) (← links)
- Convergence and stability of the backward Euler method for jump-diffusion SDEs with super-linearly growing diffusion and jump coefficients (Q2315938) (← links)
- On the solvability of degenerate stochastic partial differential equations in Sobolev spaces (Q2340314) (← links)
- A note on Euler approximations for stochastic differential equations with delay (Q2441390) (← links)
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise (Q2510878) (← links)
- Probabilistic weak solutions for nonlinear stochastic evolution problems involving pseudomonotone operators (Q2680444) (← links)
- On tamed Euler approximations of SDEs driven by Lévy noise with applications to delay equations (Q2814459) (← links)
- Stochastic equations and krylov's estimates for semimartingales (Q3326551) (← links)
- On stochastics equations with respect to semimartingales ii. itô formula in banach spaces (Q3938985) (← links)
- On stochastic squations with respect to semimartingales III (Q3959220) (← links)
- Comparison of multidimensional diffusion processes (Q4395788) (← links)
- Necessary and Sufficient Conditions of Optimalcontrol for Infinite Dimensional SDEs (Q4558893) (← links)
- Efficient Approximation of SDEs Driven by Countably Dimensional Wiener Process and Poisson Random Measure (Q5072583) (← links)
- Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition (Q5086474) (← links)
- On comparison theorem for optional SDEs via local times and applications (Q5086909) (← links)
- Regularity of semigroups for SDEs driven by Lévy noises with one-sided Lipschitz continuous drift (Q5087048) (← links)
