35 citations · 144 across the 25 of their papers we have counts for
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math.PR2018★ 3 cited
Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker--Planck equations
Leif Döring, Lukas Gonon, David J. Prömel +1
We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients.…
math.PR2018
Paracontrolled distribution approach to stochastic Volterra equations
David J. Prömel, Mathias Trabs
Based on the notion of paracontrolled distributions, we provide existence and uniqueness results for rough Volterra equations of convolution type with potentially singular kernels…