L. Mytnik
Finance · 2002–2009
A researcher in the Science corpus: 4 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it; #3,491 of 10,518 by trust here, #5,938 by citations
- Mathematical Physics — 6 citations into it; #3,309 of 8,562 by trust here, #5,088 by citations
Whom L. Mytnik trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts L. Mytnik overall
Papers from L. Mytnik's perspective
Ordered by how strongly the researchers L. Mytnik trusts endorse each paper. Same corpus, a different order for every researcher.
- Uniqueness of solutions of stochastic differential equations
- Nonlinear stochastic wave and heat equations
- Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous S.P.D.E. 's
- Stochastic differential equations driven by symmetric stable processes
- The Yamada-Watanabe-Engelbert theorem for general stochastic equations and inequalities
- Stochastic equations of non-negative processes with jumps
- Markov Processes: Characterization and Convergence
- Singular Integrals and Differentiability Properties of Functions.
- System Control and Rough Paths
- Stochastic differential equations
Their papers
- Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case (2008) — 89 citations
- Strong solutions for stochastic differential equations with jumps (2009) — 71 citations
- On pathwise uniqueness for stochastic heat equations with non-Lipschitz coefficients (2005) — 83 citations
- Stochastic partial differential equation driven by stable noise (2002) — 85 citations