10 citations · 33 across the 19 of their papers we have counts for
12 papers · 1 filter
On uniqueness of solutions to stochastic Navier--Stokes equations
Raymond Cotter, István Gyöngy
Theorems on uniqueness and continuous dependence on the initial condition of solutions to stochastic Navier-Stokes equations driven by Wiener processes and Poisson martingale measu…
On conditional uniqueness of solutions to stochastic Navier-Stokes Equations
István Gyöngy, Nicolai V. Krylov
This paper is a continuation of [26]. Here theorems on conditional uniqueness and regularity for solutions to stochastic Navier-Stokes equations in are presented.
On partially observed jump diffusions III. Regularity of the filtering density
Fabian Germ, István Gyöngy
The filtering equations associated to a partially observed jump diffusion model , driven by Wiener processes and Poisson martingale measu…
On partially observed jump diffusions I. The filtering equations
Fabian Germ, István Gyöngy
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and…
On partially observed jump diffusions II. The filtering density
Alexander Davie, Fabian Germ, István Gyöngy
A partially observed jump diffusion given by a stochastic differential equation driven by Wiener processes and Poisson martingale measures is considered w…
Existence of strong solutions for Itô's stochastic equations via approximations. Revisited
I. Gyöngy, N. V. Krylov
Given strong uniqueness for an Itô's stochastic equation, we prove that its solution can beconstructed on "any" probability space by using, for example, Euler's polygonal approxima…
On Itô formulas for jump processes
István Gyöngy, Sizhou Wu
A well-known Itô formula for finite dimensional processes, given in terms of stochastic integrals with respect to Wiener processes and Poisson random measures, is revisited and is…
Itô's formula for jump processes in -spaces
István Gyöngy, Sizhou Wu
We present an Itô formula for the -norm of jump processes having stochastic differentials in -spaces. The main results extend well-known theorems of Krylov to the case of…
Itô Formula for Processes Taking Values in Intersection of Finitely Many Banach Spaces
István Gyöngy, David Šiška
Motivated by applications to SPDEs we extend the Itô formula for the square of the norm of a semimartingale from Gyöngy and Krylov (Stochastics 6(3):153-173, 1982) to the ca…
On stochastic finite difference schemes
Istvan Gyongy
Finite difference schemes in the spatial variable for degenerate stochastic parabolic PDEs are investigated. Sharp results on the rate of and almost sure convergence of the f…
On randomized stopping
Istvan Gyongy, David Siska
A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an…
Rate of Convergence of Implicit Approximations for stochastic evolution equations
Istvan Gyöngy, Annie Millet
Stochastic evolution equations in Banach spaces with unbounded nonlinear drift and diffusion operators are considered. Under some regularity condition assumed for the solution, the…