Author:
Święch Andrzej,Zabczyk Jerzy
Publisher
Springer Science and Business Media LLC
Reference37 articles.
1. Applebaum, D.: On the infinitesimal generators of Ornstein-Uhlenbeck processes with jumps in Hilbert space. Potential Anal. 26(1), 79–100 (2007)
2. Applebaum, D.: Lévy Processes and Stochastic Calculus, 2nd edn. Cambridge Studies in Advanced Mathematics, vol. 116. Cambridge University Press, Cambridge (2009)
3. Barski, M., Zabczyk, J.: Bond Markets with Lévy Factors, book in preparation for CUP (2017)
4. Barles, G., Buckdahn, R., Pardoux, E.: Backward stochastic differential equations and integral-partial differential equations. Stochastics Stochastics Rep. 60 (1-2), 57–83 (1997)
5. Bertoin, J.: Lévy processes. Cambridge University Press (1996)
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献