On Itô formulas for jump processes
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Publication:2052795
DOI10.1007/s11134-021-09709-8zbMath1475.60097arXiv2007.14782OpenAlexW3195924269WikidataQ113900594 ScholiaQ113900594MaRDI QIDQ2052795
Publication date: 29 November 2021
Published in: Queueing Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.14782
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
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- On a class of Lévy stochastic networks
- Itô's formula in UMD Banach spaces and regularity of solutions of the Zakai equation
- Itô's formula for the \(L _{p }\)-norm of stochastic \({W^{1}_{p}}\)-valued processes
- Itô formula for processes taking values in intersection of finitely many Banach spaces
- On \(L_p\)-solvability of stochastic integro-differential equations
- Queues and Lévy fluctuation theory
- Maximal inequalities for stochastic convolutions driven by compensated Poisson random measures in Banach spaces
- A concise course on stochastic partial differential equations
- Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
- Lévy Processes and Stochastic Calculus
- On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
- On stochastic squations with respect to semimartingales III
- Maximal Inequalities and Exponential Estimates for Stochastic Convolutions Driven by Lévy-type Processes in Banach Spaces with Application to Stochastic Quasi-Geostrophic Equations
- Lectures on the Poisson Process
- Stochastic evolution equations
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