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(The first to develop stochastic integration theory in 2-smooth Banach spaces was A. Neidhardt in his Ph.D. thesis [17] which, however, has been never published. From several
In this paper we investigate the accurate convergence of some approximations of m -order integrals which appear when one performs stochastic calculus with respect to processes which
We give a characterization of stochastic order between different interacting particle systems in a large class of processes with births, deaths and jumps of many particles per
Existence of weak solutions of stochastic wave equations with nonlinearities of a critical growth driven by spatially homogeneous Wiener processes is established in local Sobolev
We prove that a large set of long memory (LM) processes (including classical LM processes and all processes whose spectral densities have a countable number of singularities
For example, in [ 3 ] the uniqueness of the stochastic linear transport equation with Hölder continuous drift was proved, through new results about stochastic flows of class C 1,
Despite the fact that a solution to the stochastic game (3) has been explicitly characterised for the case that X is a linear Brownian motion in Kyprianou (2004), it turns out
We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0, 1] and we study an associated stochastic partial differential
