Add to ORKGIn this paper we obtain existence and uniqueness of solutions of forward stochastic differential equations driven by compensated Poisson random measures. To this end, an Itô-Ventzell formula for jump processes is proved and the flow properties of solutions of stochastic differential equations driven by compensated Poisson random measures are studied
We study the absolute continuity of transformations defined by anticipative flows on Poisson space, ...
The author proves, when the noise is driven by a Brownian motion and an independent Poisson random m...
In this paper we present a general method to study stochastic equations for a broader class of drivi...
We prove Itô's formula for the flow of measures associated with a jump process defined by a drift, a...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
This thesis elaborates topics on a type of McKean–Vlasov stochastic differential equations and forwa...
AbstractIn this paper, we are interested in real-valued backward stochastic differential equations w...
We consider a class of backward stochastic differential equations (BSDEs) driven by Brownian motion ...
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white n...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
AbstractIn this paper, we study a class of Hilbert space-valued forward–backward stochastic differen...
Abstract. We prove Itô’s formula for a general class of functions H: R+ × F → G of class C1,2, where...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that h...
We study the absolute continuity of transformations defined by anticipative flows on Poisson space, ...
The author proves, when the noise is driven by a Brownian motion and an independent Poisson random m...
In this paper we present a general method to study stochastic equations for a broader class of drivi...
We prove Itô's formula for the flow of measures associated with a jump process defined by a drift, a...
AbstractThis paper deals with a class of backward stochastic differential equations with Poisson jum...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
This thesis elaborates topics on a type of McKean–Vlasov stochastic differential equations and forwa...
AbstractIn this paper, we are interested in real-valued backward stochastic differential equations w...
We consider a class of backward stochastic differential equations (BSDEs) driven by Brownian motion ...
Stochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson white n...
In this paper we study backward stochastic differential equations (BSDEs) driven by the compensated ...
AbstractIn this paper, we study a class of Hilbert space-valued forward–backward stochastic differen...
Abstract. We prove Itô’s formula for a general class of functions H: R+ × F → G of class C1,2, where...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that h...
We study the absolute continuity of transformations defined by anticipative flows on Poisson space, ...
The author proves, when the noise is driven by a Brownian motion and an independent Poisson random m...
In this paper we present a general method to study stochastic equations for a broader class of drivi...