-
2
-
-
0013252179
-
Stochastic partial differential equations driven by Levy space-time white noise
-
D. Applebaum and Jiang-Lun Wu. Stochastic partial differential equations driven by Levy space-time white noise. Random Oper. Stochastic Equations, 8(3):245-259, 2000.
-
(2000)
Random Oper. Stochastic Equations
, vol.8
, Issue.3
, pp. 245-259
-
-
Applebaum, D.1
Jiang-Lun, W.2
-
3
-
-
29344438973
-
Burgess Davis inequalities in Banach spaces
-
Mat. Inst., Aarhus Univ., Aarhus, 1974; dedicated to the memory of E. Asplund), Various Publ. Ser., No. 24, Aarhus Univ., Aarhus, 1975. Mat. Inst
-
P. Assouad. Burgess Davis inequalities in Banach spaces. In Proceedings of the Seminar on Random Series, Convex Sets and Geometry of Banach Spaces (Mat. Inst., Aarhus Univ., Aarhus, 1974; dedicated to the memory of E. Asplund), pages 1-20. Various Publ. Ser., No. 24, Aarhus Univ., Aarhus, 1975. Mat. Inst.
-
Proceedings of the Seminar on Random Series, Convex Sets and Geometry of Banach Spaces
, pp. 1-20
-
-
Assouad, P.1
-
4
-
-
0010163433
-
The Malliavin calculus for pure jump processes and applications to local time
-
R. F. Bass and M. Cranston. The Malliavin calculus for pure jump processes and applications to local time. Ann. Probab., 14(2):490-532, 1986.
-
(1986)
Ann. Probab.
, vol.14
, Issue.2
, pp. 490-532
-
-
Bass, R.F.1
Cranston, M.2
-
6
-
-
0346199076
-
Stochastic integration and Lp-theory of semimartingales
-
p-theory of semimartingales. Ann. Probab., 9(1):49-89, 1981.
-
(1981)
Ann. Probab.
, vol.9
, Issue.1
, pp. 49-89
-
-
Bichteler, K.1
-
8
-
-
0040118502
-
Etude d’une EDPS conduite par un bruit poissonnien. (Study of a stochastic partial differential equation driven by a Poisson noise)
-
E. Bie. Etude d’une EDPS conduite par un bruit poissonnien. (Study of a stochastic partial differential equation driven by a Poisson noise). Probab. Theory Relat. Fields, 111:287-321, 1998.
-
(1998)
Probab. Theory Relat. Fields
, vol.111
, pp. 287-321
-
-
Bie, E.1
-
9
-
-
0002066171
-
Stochastic integration in Banach spaces
-
Birkhauser Boston, Boston, MA
-
J. K. Brooks and N. Dinculeanu. Stochastic integration in Banach spaces. In Seminar on Stochastic Processes, 1990 (Vancouver, BC, 1990), volume 24 of Progr. Probab., pages 27-115. Birkhauser Boston, Boston, MA, 2000.
-
(2000)
Seminar on Stochastic Processes, 1990 (Vancouver, BC, 1990), Volume 24 of Progr. Probab.
, pp. 27-115
-
-
Brooks, J.K.1
Dinculeanu, N.2
-
10
-
-
0002958927
-
Stochastic partial differential equations in M-type 2 Banach spaces
-
Z. Brzezniak. Stochastic partial differential equations in M-type 2 Banach spaces. Potential Anal., 4(1):1-45, 1995.
-
(1995)
Potential Anal.
, vol.4
, Issue.1
, pp. 1-45
-
-
Brzezniak, Z.1
-
11
-
-
0000297769
-
On stochastic convolution in Banach spaces and applications
-
Z. BrzeZniak. On stochastic convolution in Banach spaces and applications. Stochastics Stochastics Rep., 61(3-4):245-295, 1997.
-
(1997)
Stochastics Stochastics Rep.
, vol.61-3
, Issue.4
, pp. 245-295
-
-
Brzezniak, Z.1
-
12
-
-
0038659537
-
Stochastic differential equations on Banach manifolds
-
Z. BrzeZniak and K. D. Elworthy. Stochastic differential equations on Banach manifolds. Methods Funct. Anal. Topology, 6(1):43-84, 2000.
-
(2000)
Methods Funct. Anal. Topology
, vol.6
, Issue.1
, pp. 43-84
-
-
Brzezniak, Z.1
Elworthy, K.D.2
-
13
-
-
0009280706
-
Martingales and Fourier analysis in Banach spaces
-
Springer
-
D. Burkholder. Martingales and Fourier analysis in Banach spaces. In Probability and analysis, Lect. Sess. C.I.M.E., Varenna/Italy 1985, Lect. Notes Math. 1206, 61-108. Springer, 1986.
-
(1986)
Probability and Analysis, Lect. Sess. C.I.M.E., Varenna/Italy 1985, Lect. Notes Math.
, vol.1206
, pp. 61-108
-
-
Burkholder, D.1
-
14
-
-
0002455942
-
Distribution function inequalities for martingales
-
D. L. Burkholder. Distribution function inequalities for martingales. Ann. Probability, 1:19-42, 1973.
-
(1973)
Ann. Probability
, vol.1
, pp. 19-42
-
-
Burkholder, D.L.1
-
15
-
-
0009280706
-
Martingales and Fourier analysis in Banach spaces
-
Springer, Berlin
-
D. L. Burkholder. Martingales and Fourier analysis in Banach spaces. In Probability and analysis (Varenna, 1985), volume 1206 of Lecture Notes in Math., pages 61-108. Springer, Berlin, 1986.
-
(1986)
Probability and Analysis (Varenna, 1985), Volume 1206 of Lecture Notes in Math.
, pp. 61-108
-
-
Burkholder, D.L.1
-
17
-
-
29344470646
-
A characterization of the Banach spaces of type p by Levy measures
-
E. Dettweiler. A characterization of the Banach spaces of type p by Levy measures. Math. Z., 157:121-130, 1977.
-
(1977)
Math. Z.
, vol.157
, pp. 121-130
-
-
Dettweiler, E.1
-
18
-
-
29344443373
-
Poisson measures on Banach lattices
-
Springer
-
E. Dettweiler. Poisson measures on Banach lattices. In Probability measures on groups, Proc. 6th Conf., Oberwolfach 1981, Lect. Notes Math. 928, pages 16-24. Springer, 1982.
-
(1982)
Probability Measures on Groups, Proc. 6Th Conf., Oberwolfach 1981, Lect. Notes Math.
, vol.928
, pp. 16-24
-
-
Dettweiler, E.1
-
19
-
-
0142109841
-
Banach space valued processes with independent increments and stochastic integration
-
Springer
-
E. Dettweiler. Banach space valued processes with independent increments and stochastic integration. In Probability in Banach spaces IV, Proc. Semin., Oberwolfach 1982, Lect. Notes Math., pages 54-83. Springer, 1983.
-
(1983)
Probability in Banach Spaces IV, Proc. Semin., Oberwolfach 1982, Lect. Notes Math.
, pp. 54-83
-
-
Dettweiler, E.1
-
20
-
-
2142788243
-
Representation of Banach space valued martingales as stochastic integrals
-
Springer
-
E. Dettweiler. Representation of Banach space valued martingales as stochastic integrals. In Probability in Banach spaces 7, Proc. 7th Int. C'onf., Oberwolfach/FRG 1988, Prog. Probab. 21, 43-62. Springer, 1990.
-
(1990)
Probability in Banach Spaces 7, Proc. 7Th Int. C'onf., Oberwolfach/Frg 1988, Prog. Probab.
, vol.21
, pp. 43-62
-
-
Dettweiler, E.1
-
24
-
-
27544501731
-
The central limit theorem for stochastic integrals with respect to Levy processes
-
E. Gine and M. B. Marcus. The central limit theorem for stochastic integrals with respect to Levy processes. Ann. Probab., 11(1):58-77, 1983.
-
(1983)
Ann. Probab.
, vol.11
, Issue.1
, pp. 58-77
-
-
Gine, E.1
Marcus, M.B.2
-
25
-
-
16244379330
-
Levy-Khinchine representation and Banach spaces of type and cotype
-
G. G. Hamedani and V. Mandrekar. Levy-Khinchine representation and Banach spaces of type and cotype. Studia Math., 66(3):299-306, 1979/80.
-
(1979)
Studia Math
, vol.66
, Issue.3
, pp. 299-306
-
-
Hamedani, G.G.1
Mandrekar, V.2
-
26
-
-
38849199924
-
Stochastic differential equations and diffusion processes
-
North-Holland Publishing Co., Amsterdam, second edition
-
N. Ikeda and S. Watanabe. Stochastic differential equations and diffusion processes, volume 24 of North-Holland Mathematical Library. North-Holland Publishing Co., Amsterdam, second edition, 1989.
-
(1989)
Volume 24 of North-Holland Mathematical Library
-
-
Ikeda, N.1
Watanabe, S.2
-
29
-
-
0007247787
-
Stochastic differential equations in infinite dimensional spaces
-
Institute of Mathematical Statistics
-
G. Kallianpur and J. Xiong. Stochastic differential equations in infinite dimensional spaces., volume 26 of Lecture Notes - Monograph Series. Institute of Mathematical Statistics, 1996.
-
(1996)
Volume 26 of Lecture Notes - Monograph Series
-
-
Kallianpur, G.1
Xiong, J.2
-
30
-
-
26844558620
-
SPDEs in infinite dimension with Poisson noise
-
C. Knoche. SPDEs in infinite dimension with Poisson noise. C. R. Math. Acad. Sci. Paris, 339(9):647-652, 2004.
-
(2004)
C. R. Math. Acad. Sci. Paris
, vol.339
, Issue.9
, pp. 647-652
-
-
Knoche, C.1
-
31
-
-
84866669228
-
Stochastic integration and generalized martingales
-
London etc.: Pitman Publishing
-
A.U. Kussmaul. Stochastic integration and generalized martingales. Research Notes in Mathematics. 11. London etc.: Pitman Publishing, 1977.
-
(1977)
Research Notes in Mathematics
, vol.11
-
-
Kussmaul, A.U.1
-
33
-
-
0005159023
-
-
Scuola Normale Superiore Pisa - Appunti
-
A. Lunardi. Interpolation Theory. Scuola Normale Superiore Pisa - Appunti, 1999.
-
(1999)
Interpolation Theory.
-
-
Lunardi, A.1
-
34
-
-
0003373043
-
The heat equation with Levy noise
-
C. Mueller. The heat equation with Levy noise. Stochastic Process. Appl., 74(1):67-82, 1998.
-
(1998)
Stochastic Process. Appl.
, vol.74
, Issue.1
, pp. 67-82
-
-
Mueller, C.1
-
35
-
-
0036628270
-
Stochastic partial differential equation driven by stable noise
-
L. Mytnik. Stochastic partial differential equation driven by stable noise. Probab. Theory Related Fields, 123(2):157-201, 2002.
-
(2002)
Probab. Theory Related Fields
, vol.123
, Issue.2
, pp. 157-201
-
-
Mytnik, L.1
-
37
-
-
0003686033
-
Semigroups of linear operators and applications to partial differential equations
-
New York etc.: Springer-Verlag
-
A. Pazy. Semigroups of linear operators and applications to partial differential equations, volume 44 of Applied Mathematical Sciences. New York etc.: Springer-Verlag, 1983.
-
(1983)
Volume 44 of Applied Mathematical Sciences
-
-
Pazy, A.1
-
38
-
-
51249189713
-
Martingales with values in uniformly convex spaces
-
G. Pisier. Martingales with values in uniformly convex spaces. Isr. J. Math., 20:326-350, 1975.
-
(1975)
Isr. J. Math.
, vol.20
, pp. 326-350
-
-
Pisier, G.1
-
39
-
-
0001357908
-
Probabilistic methods in the geometry of Banach spaces
-
Springer
-
G. Pisier. Probabilistic methods in the geometry of Banach spaces. In Probability and analysis, Lect. Sess. C.I.M.E., Varenna/Italy 1985, Lect. Notes Math. 1206, 167-241. Springer, 1986.
-
(1986)
Probability and Analysis, Lect. Sess. C.I.M.E., Varenna/Italy 1985, Lect. Notes Math.
, vol.1206
, pp. 167-241
-
-
Pisier, G.1
-
40
-
-
0031514913
-
The Euler scheme for Levy driven stochastic differential equations
-
P. Protter and D. Talay. The Euler scheme for Levy driven stochastic differential equations. Ann. Probab., 25(1):393-423, 1997.
-
(1997)
Ann. Probab.
, vol.25
, Issue.1
, pp. 393-423
-
-
Protter, P.1
Talay, D.2
-
41
-
-
4243460038
-
Random integrals of Banach space valued functions
-
J. Rosinski. Random integrals of Banach space valued functions. Studia Math., 78(1):15-38, 1984.
-
(1984)
Studia Math.
, vol.78
, Issue.1
, pp. 15-38
-
-
Rosinski, J.1
-
42
-
-
29344444148
-
Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces
-
B. Rüdiger. Stochastic integration with respect to compensated Poisson random measures on separable Banach spaces. Stoch. Stoch. Rep., 76(3):213-242, 2004.
-
(2004)
Stoch. Stoch. Rep.
, vol.76
, Issue.3
, pp. 213-242
-
-
Rüdiger, B.1
-
43
-
-
0003419898
-
Sobolev spaces of fractional order, Nemytskij operators and nonlinear partial differential equations
-
Berlin: de Gruyter
-
T. Runst and W. Sickel. Sobolev spaces of fractional order, Nemytskij operators and nonlinear partial differential equations., volume 3 of de Gruyter Series in Nonlinear Analysis and Applications. Berlin: de Gruyter, 1996.
-
(1996)
Volume 3 of De Gruyter Series in Nonlinear Analysis and Applications
-
-
Runst, T.1
Sickel, W.2
-
44
-
-
29344446724
-
On Ito stochastic integral with respect to vector stable random measures
-
Dang Hung Thang. On Ito stochastic integral with respect to vector stable random measures. Acta Math. Vietnam., 21(2):171-181, 1996.
-
(1996)
Acta Math. Vietnam.
, vol.21
, Issue.2
, pp. 171-181
-
-
Dang, H.T.1
-
46
-
-
0000532831
-
A stochastic model of neural response. Adv
-
J. Walsh. A stochastic model of neural response. Adv. in Appl. Prob., 13:231-281, 1981.
-
(1981)
Appl. Prob.
, vol.13
, pp. 231-281
-
-
Walsh, J.1
-
47
-
-
0000659593
-
An introduction to stochastic partial differential equations
-
D. Williams, editor,, Springer Verlag
-
J. Walsh. An introduction to stochastic partial differential equations. In D. Williams, editor, Ecole d’ete de probabilites de Saint-Flour XIV - 1984, volume 1180 of Lect. Notes Math., pages 265-437. Springer Verlag, 1986.
-
(1986)
Ecole d’ete De Probabilites De Saint-Flour XIV - 1984, Volume 1180 of Lect. Notes Math.
, pp. 265-437
-
-
Walsh, J.1
-
48
-
-
0001713264
-
Geometry and martingales in Banach spaces
-
Berlin
-
W. Woyczynski. Geometry and martingales in Banach spaces. In Probability-Winter School (Proc. Fourth Winter School, Karpacz, 1975), pages 229-275. Lecture Notes in Math., Vol. 472. Springer, Berlin, 1975.
-
(1975)
Probability-Winter School (Proc. Fourth Winter School, Karpacz, 1975)
, vol.472
, pp. 229-275
-
-
Woyczynski, W.1
-
50
-
-
0003678750
-
-
Springer-Verlag, New York, Fixed-point theorems, Translated from the German by Peter R. Wadsack
-
E. Zeidler. Nonlinear functional analysis and its applications. I. Springer-Verlag, New York, 1986. Fixed-point theorems, Translated from the German by Peter R. Wadsack.
-
(1986)
Nonlinear Functional Analysis and Its Applications. I.
-
-
Zeidler, E.1
|