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20152026
most citedPropagation of Chaos for Weakly Interacting Mild Solutions to Stochastic Partial Differential Equations

9 citations · 26 across the 36 of their papers we have counts for

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Showing 2017Show all

2 papers · 1 filter

math.PR2017

Cylindrical Martingale Problems Associated with Lévy Generators

David Criens

We introduce and discuss Lévy-type cylindrical martingale problems on separable reflexive Banach spaces. Our main observations are the following: Cylindrical martingale problems ha…

math.PR2017

Absolute Continuity of Semimartingales

David Criens, Kathrin Glau

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimarting…