41 citations · 256 across the 24 of their papers we have counts for
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math.PR2014★ 6 cited
A Note On Degenerate Stochastic Integro-Differential Equations
Konstantinos Dareiotis
In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniquenes…
math.PR2014★ 4 cited
On Tamed Euler Approximations of SDEs Driven by Lévy Noise with Applications to Delay Equations
Konstantinos Dareiotis, Chaman Kumar, Sotirios Sabanis
We extend the taming techniques for explicit Euler approximations of stochastic differential equations (SDEs) driven by Lévy noise with super-linearly growing drift coefficients. S…