Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

We obtain general weak existence and stability results for stochastic convolution equations
with jumps under mild regularity assumptions, allowing for non-Lipschitz coefficients and …

In physics, classical analysis plays a central role. For instance in Newtonian mechanics,
thermodynamics, and electricity, many phenomena are well explained by deterministic …

The paper is concerned with spatial and time regularity of solutions to linear stochastic
evolution equation perturbed by Lévy white noise “obtained by subordination of a Gaussian …

In this paper, we introduce first a natural generalization of the concept of Dirichlet process,
providing significant examples. The second important tool concept is the n-covariation and …

The existence of strong and weak càdlàg versions of a solution to a linear equation in a
Hilbert space H, driven by a Lévy process taking values in a Hilbert space U↩ H is …

In this paper we first obtain a necessary condition for H H-càdlàg modification and H H-
weakly càdlàg modification of generalized Ornstein–Uhlenbeck processes with Lévy noises …

Two results on continuity and boundedness of stochastic convolutions Page 1 Ann. IH
Poincaré – PR 42 (2006) 553–566 www.elsevier.com/locate/anihpb Two results on continuity …

The aim of this paper is threefold. Firstly, we study stochastic evolution equations (with the
linear part of the drift being a generator of a C 0 C_0-semigroup) driven by an infinite …

The existence of solutions to the Heath–Jarrow–Morton equation of the bond market with
linear volatility and general Lévy random factor is studied. Conditions for the existence and …