3 citations · 3 across the 2 of their papers we have counts for
2 papers
math.PR2014★ 3 cited
On Degenerate Linear Stochastic Evolution Equations Driven by Jump Processes
James-Michael Leahy, Remigijus Mikulevicius
We prove the existence and uniqueness of solutions of degenerate linear stochastic evolution equations driven by jump processes in a Hilbert scale using the variational framework o…
math.PR2014
On Classical Solutions of Linear Stochastic Integro-Differential Equations
James-Michael Leahy, Remigijus Mikulevicius
We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditionin…