Claudia Prévôt
Finance · 2007–2008
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 30 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it; #1,013 of 10,518 by trust here, #1,800 by citations
Whom Claudia Prévôt trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Claudia Prévôt overall
- Wei Liu
- Michael Röckner
- Benjamin Gess
- Arnulf Jentzen
- Mihály Kovács
- Robert C. Dalang
- Christoph Schwab
- Raphael Kruse
- Igor Cialenco
- Giuseppe Da Prato
Papers from Claudia Prévôt's perspective
Ordered by how strongly the researchers Claudia Prévôt trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic equations in infinite dimensions
- Existence of mild solutions for stochastic differential equations and semilinear equations with non-Gaussian Lévy noise
- Liouville theorems for non-local operators
- Second Order Pde's in Finite and Infinite Dimension: A Probabilistic Approach
- Perturbations of Generalized Mehler Semigroups and Applications to Stochastic Heat Equations with Levy Noise and Singular Drift
- Kolmogorov Equations For Stochastic Pdes
- Pathwise uniqueness for singular SDEs driven by stable processes
- Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
- Stochastic Equations in Infinite Dimensions
- Markov Processes: Characterization and Convergence
Their papers
- A Concise Course on Stochastic Partial Differential Equations (2007) — 1,136 citations
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (2008) — 106 citations