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20162023
most citedItô Formula for Processes Taking Values in Intersection of Finitely Many Banach Spaces

6 citations · 7 across the 3 of their papers we have counts for

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math.PR2022

Decaying derivative estimates for functions of solutions to non-autonomous SDEs

Maria Lefter, David Šiška, Łukasz Szpruch

We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependen…

math.PR2016★ 6 cited

Itô Formula for Processes Taking Values in Intersection of Finitely Many Banach Spaces

István Gyöngy, David Šiška

Motivated by applications to SPDEs we extend the Itô formula for the square of the norm of a semimartingale from Gyöngy and Krylov (Stochastics 6(3):153-173, 1982) to the ca…