Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

By Erika Hausenblas, Jan Seidler. 2007

56 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/3c46fa1cbe6f28d15f39485b7cf5939b52383808

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Applied Mathematics

1. Arnulf Jentzen
2. Giuseppe Da Prato
3. M. Roeckner
4. Michael Röckner
5. Franco Flandoli
6. Martin Hairer
7. Arnaud Debussche
8. Martina Hofmanov'a

In Finance

1. Arnulf Jentzen
2. M. Roeckner
3. Giuseppe Da Prato
4. Peter E. Kloeden
5. Michael Röckner
6. Charles-Edouard Br'ehier
7. Franco Flandoli
8. Martin Hairer

Citations in the corpus

• A mild Itô formula for SPDEs (2010, methodology): “The first proof makes use of a transformation in Teichmann [101] and Filipović, Tappe & Teichmann [31] (see equations (1.3) and (1.4) in Teichmann [101] and Section 8 in Filipović, Tappe & Teichmann [31] and see also Hausenblas & Seidler [45, 46]).”