14 citations · 85 across the 25 of their papers we have counts for
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A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
Paweł Przybyłowicz, Verena Schwarz, Alexander Steinicke +1
In this paper we show the existence of a universal Skorohod measurable functional representation for a large class of semimartingale-driven stochastic differential equations. For t…
Efficient approximation of SDEs driven by countably dimensional Wiener process and Poisson random measure
Paweł Przybyłowicz, Michał Sobieraj, Łukasz Stȩpień
In this paper we deal with pointwise approximation of solutions of stochastic differential equations (SDEs) driven by infinite dimensional Wiener process with additional jumps gene…
Existence and uniqueness of solutions of SDEs with discontinuous drift and finite activity jumps
Paweł Przybyłowicz, Michaela Szölgyenyi, Fanhui Xu
In this letter we prove existence and uniqueness of strong solutions to multi-dimensional SDEs with discontinuous drift and finite activity jumps.