Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms

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Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise (2009, methodology): “In this paper we will need Kunita’s estimates (see [11]) for the solution of an SDE of the form (2.”
Itô's stochastic calculus: Its surprising power for applications (2010, methodology): “1 It is known that the solution X (s,x) t is twice continuously differentiable with respect to x (see [23]).”
On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions (2013, methodology): “4 Unfortunately Novikov’s paper [29] was probably not known also to Kunita, who proved in [16] (in 2004) a slightly weaker version of BJ2,p, p ≥ 2, in H = R n, also using Itô’s formula.”