Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces

By B. Rüdiger. 2004

68 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/044453bee70a2ffae7b946a85d17c93ef5056fd1

How researchers see this paper

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In Finance

1. Zdzisław Brzeźniak
2. Wei David Liu
3. Jiahui Zhu
4. Erika Hausenblas
5. El.zbieta Motyl
6. J. V. Neerven
7. Michael Röckner
8. Bixiang Wang

In Mathematical Physics

1. Erika Hausenblas
2. Jiahui Zhu
3. Wei David Liu
4. Zdzisław Brzeźniak
5. El.zbieta Motyl
6. J. V. Neerven
7. Arnulf Jentzen
8. Peter E. Kloeden

In Numerical Analysis

1. Jiahui Zhu
2. Erika Hausenblas
3. Wei David Liu
4. Zdzisław Brzeźniak

Citations in the corpus

• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, background): “the compensated Poisson random measures, where the proofs of these properties and more detailed discussions can be found in [31] (see also [8, 53, 61]).”
• Existence, Uniqueness and Regularity of Parabolic SPDEs Driven by Poisson Random Measure (2005, methodology): “[42] B. Rüdiger.”
• Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise (2009, unknown): “in [3,7,47], for the case of Rd -valued functions, and in [37,45] for the case of Banach spaces valued functions.”