Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces-Reference-Cited by-同舟云学术

Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces

Published:2006-12 Issue:6 Volume:78 Page:377-410
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Rüdiger B.¹²,Ziglio G.³

Affiliation:

1. a Universität Koblenz-Landau, Mathematisches Institut , Campus Koblenz, Universitätsstrasse 1, 56070, Koblenz, Germany

2. b Abteilung Stochastik Institut für Angewandte Mathematik , Universität Bonn , SFB 611, Wegelerstr. 6, D-53115, Bonn, Germany

3. c Facoltà di Scienze, Università di Trento , Via Sommarive 14, I-38050, Povo (Trento), Italia

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442500600976137

Reference48 articles.

1. Albeverio, S., Mandrekar, V. and Rüdiger, B., Existence of weak solutions for SDEs and semilinear equations with non Gaussian noise, in preparation.

2. Infinite-dimensional stochastic differential equations obtained by subordination and related Dirichlet forms

3. Analytic and Probabilistic Aspects of Lévy Processes and Fields in Quantum Theory

4. Parabolic SPDEs driven by Poisson white noise

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