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math.PR2019
A weak solution theory for stochastic Volterra equations of convolution type
Eduardo Abi Jaber, Christa Cuchiero, Martin Larsson +1
We obtain general weak existence and stability results for stochastic convolution equations with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients an…
math.PR2019
Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
Martin Larsson, Sara Svaluto-Ferro
We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other s…