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20102026
most citedDirichlet forms and semilinear elliptic equations with measure data

53 citations · 157 across the 23 of their papers we have counts for

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Showing 2016 · math.PRShow all

2 papers · 2 filters

math.PR2016

Nonlinear parabolic SPDEs involving Dirichlet operators

Tomasz Klimsiak, Andrzej Rozkosz

We study the problem of existence, uniqueness and regularity of probabilistic solutions of the Cauchy problem for nonlinear stochastic partial differential equations involving oper…

math.PR2016★ 5 cited

The valuation of American options in a multidimensional exponential Levy model

Tomasz Klimsiak, Andrzej Rozkosz

We consider the problem of valuation of American options written on dividend-paying assets whose price dynamics follows a multidimensional exponential Levy model. We carefully exam…