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20032023
most citedStochastic optimal control of delay equations arising in advertising models

33 citations · 135 across the 41 of their papers we have counts for

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Showing 2008Show all

2 papers · 1 filter

math.PR2008★ 3 cited

Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

Carlo Marinelli, Claudia Prévôt, Michael Röckner

We prove existence, uniqueness and Lipschitz dependence on the initial datum for mild solutions of stochastic partial differential equations with Lipschitz coefficients driven by W…

math.AP2008

Strong solutions for stochastic porous media equations with jumps

Viorel Barbu, Carlo Marinelli

We prove global well-posedness in the strong sense for stochastic generalized porous media equations driven by square integrable martingales with stationary independent increments.