Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients

By Sergio Albeverio, Zdzisław Brzeźniak, Jiang-Lun Wu. 2010

150 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Finance

View Paper: https://www.semanticscholar.org/paper/d19dc745d186774d3704f519704a92b640e3428e

How researchers see this paper

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

In Computational Theory and Mathematics

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

In Control and Systems Engineering

1. Wei David Liu
2. Jiahui Zhu
3. Zdzisław Brzeźniak
4. El.zbieta Motyl
5. Bixiang Wang
6. Wei Liu
7. Michael Röckner
8. Tusheng Zhang

In Finance

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

Citations in the corpus

• Strong solutions for SPDE with locally monotone coefficients driven by L\'{e}vy noise (2011, methodology): “We shall use the result from [22, 1] for the finite dimensional case to construct a sequence of solutions of approximated equations and obtain a prior estimates for those approximated solutions.”