70 citations · 150 across the 39 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
math.PR2014
Analytic properties of Markov semigroup generated by Stochastic Differential Equations driven by Lévy processes
Pani W. Fernando, Erika Hausenblas, Paul Razafimandimby
We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = σ(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equat…
math.PR2014
Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
Hakima Bessaih, Erika Hausenblas, Paul Razafimandimby
In this paper we prove the existence and uniqueness of maximal strong (in PDE sense) solution to several stochastic hydrodynamical systems on unbounded and bounded domains of $\mat…