Strong innovation and its applications to information diffusion modelling in finance.
Toronjadze, T. (2002)
Georgian Mathematical Journal
Zenghu Li, Leonid Mytnik (2011)
Annales de l'I.H.P. Probabilités et statistiques
General stochastic equations with jumps are studied. We provide criteria for the uniqueness and existence of strong solutions under non-Lipschitz conditions of Yamada–Watanabe type. The results are applied to stochastic equations driven by spectrally positive Lévy processes.
Vitali Liskevich, Michael Röckner (1998)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
J. Zabczyk (1985)
Banach Center Publications
Radovan Krtolica (1982)
Publications de l'Institut Mathématique
Brahim Boufoussi, Salah Hajji (2010)
Annales mathématiques Blaise Pascal
By using successive approximation, we prove existence and uniqueness result for a class of neutral functional stochastic differential equations in Hilbert spaces with non-Lipschitzian coefficients
Accardi, L., Kozyrev, S.V. (2004)
Discrete Dynamics in Nature and Society
Joan-Andreu Lázaro-Camí, Juan-Pablo Ortega (2009)
Annales de l'I.H.P. Probabilités et statistiques
This paper proves a version for stochastic differential equations of the Lie–Scheffers theorem. This result characterizes the existence of nonlinear superposition rules for the general solution of those equations in terms of the involution properties of the distribution generated by the vector fields that define it. When stated in the particular case of standard deterministic systems, our main theorem improves various aspects of the classical Lie–Scheffers result. We show that the stochastic analog...
Thomas Simon (2002)
Séminaire de probabilités de Strasbourg
Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
Ching Sung Chou (1984)
Séminaire de probabilités de Strasbourg
Jorge A. León, Josep L. Solé, Josep Vives (2000)
Publicacions Matemàtiques
We study the relationship between the translation operator, its dual and the pathwise integral on the Poisson space with weak conditions on the processes.
Marc Yor (1981)
Séminaire de probabilités de Strasbourg
Paul-André Meyer (1991)
Séminaire de probabilités de Strasbourg
Christophe Stricker (1981)
Séminaire de probabilités de Strasbourg
Christophe Stricker (1981)
Séminaire de probabilités de Strasbourg
Jacques Neveu (1984)
Séminaire de probabilités de Strasbourg
Wei-An Zheng, Paul-André Meyer (1986)
Séminaire de probabilités de Strasbourg
Jean Jacod (1977)
Séminaire de probabilités de Strasbourg
Jean Mémin (1983)
Séminaire de probabilités de Strasbourg