31 citations · 43 across the 10 of their papers we have counts for
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math.PR2014
Path-dependent infinite-dimensional SDE with non-regular drift: an existence result
David Dereudre, Sylvie Roelly
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function i…
math.PR2014
Bridges of Markov counting processes. Reciprocal classes and duality formulas
Giovanni Conforti, Christian Léonard, Rüdiger Murr +1
Processes having the same bridges are said to belong to the same reciprocal class. In this article we analyze reciprocal classes of Markov counting processes by identifying their r…