51 citations · 143 across the 18 of their papers we have counts for
3 papers · 2 filters
On Some Properties of Space Inverses of Stochastic Flows
James-Michael Leahy, Remigijus Mikulevicius
We derive moment estimates and a strong limit theorem for space inverses of stochastic flows generated by jump SDEs with adapted coefficients in weighted Hölder norms using the Sob…
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…
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…