1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.PR2019★ 1 cited
On Markovian semigroups of Lévy driven SDEs, symbols and pseudo--differential operators
Pani W. Fernando, K. Fahim, Erika Hausenblas
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochastic differential equations (SDEs) in driven by pure jump--type Lév…
math.PR2017
Existence of a density of the 2Dim Stochastic Navier Stokes Equation driven by Levy processes or fractional Brownian motion
E. Hausenblas, Paul Razafimandimby
In this article we are interested in the regularity properties of the probability measure induced by the solution process of the Lévy noise or a fractional Brownian motion driven N…
math.PR2015
Nonlinear filtering with correlated Lévy noise characterized by copulas
B. P. W. Fernando, E. Hausenblas
The objective in stochastic filtering is to reconstruct information about an unobserved (random) process, called the signal process, given the current available observations of a c…