Well-Posedness and Invariant Measures for HJM Models With Deterministic Volatility and Levy Noise

SSRN Electronic Journal ◽

10.2139/ssrn.959708 ◽

2006 ◽

Author(s):

Carlo Marinelli

Keyword(s):

Invariant Measures ◽

Lévy Noise ◽

Well Posedness ◽

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Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

Quantitative Finance ◽

10.1080/14697680802595692 ◽

2010 ◽

Vol 10 (1) ◽

pp. 39-47 ◽

Author(s):

Carlo Marinelli

Keyword(s):

Invariant Measures ◽

Lévy Noise ◽

Well Posedness ◽

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Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form

Journal of Differential Equations ◽

10.1016/j.jde.2021.08.035 ◽

2021 ◽

Vol 302 ◽

pp. 64-138

Author(s):

Utpal Manna ◽

Akash Ashirbad Panda

Keyword(s):

Large Deviations ◽

Canonical Form ◽

Stokes Equations ◽

Navier Stokes ◽

Lévy Noise ◽

Well Posedness ◽

Navier Stokes Equations ◽

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Well-posedness for the stochastic 2D primitive equations with Lévy noise

Science China Mathematics ◽

10.1007/s11425-013-4590-4 ◽

2013 ◽

Vol 56 (8) ◽

pp. 1629-1645 ◽

Author(s):

ChengFeng Sun ◽

HongJun Gao

Keyword(s):

Primitive Equations ◽

Lévy Noise ◽

Well Posedness ◽

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Well-Posedness of the Stochastic Fractional Boussinesq Equation With Lévy Noise

Stochastic Analysis and Applications ◽

10.1080/07362994.2015.1089410 ◽

2015 ◽

Vol 33 (6) ◽

pp. 1092-1114 ◽

Author(s):

Tianlong Shen ◽

Jianhua Huang

Keyword(s):

Boussinesq Equation ◽

Lévy Noise ◽

Well Posedness ◽

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Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension

Communications in Mathematical Sciences ◽

10.4310/cms.2017.v15.n4.a3 ◽

2017 ◽

Vol 15 (4) ◽

pp. 957-983 ◽

Author(s):

Sergio Albeverio ◽

Luca di Persio ◽

Elisa Mastrogiacomo ◽

Boubaker Smii

Keyword(s):

Invariant Measures ◽

Infinite Dimension ◽

Lévy Noise ◽

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Well-Posedness for Stochastic Two Component Dullin–Gottwald–Holm System with Lévy Noise

Stochastic PDEs and Modelling of Multiscale Complex System - Interdisciplinary Mathematical Sciences ◽

10.1142/9789811200359_0009 ◽

2019 ◽

pp. 149-165

Author(s):

Yong Chen ◽

Jingyun Luo

Keyword(s):

Lévy Noise ◽

Well Posedness ◽

Two Component ◽

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Local Well-Posedness of Musiela's SPDE with Lévy Noise

SSRN Electronic Journal ◽

10.2139/ssrn.979064 ◽

2007 ◽

Author(s):

Carlo Marinelli

Keyword(s):

Lévy Noise ◽

Well Posedness ◽

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Well-posedness and large deviations for a class of SPDEs with Lévy noise

Journal of Differential Equations ◽

10.1016/j.jde.2017.06.016 ◽

2017 ◽

Vol 263 (9) ◽

pp. 5216-5252 ◽

Author(s):

Yong Chen ◽

Hongjun Gao

Keyword(s):

Large Deviations ◽

Lévy Noise ◽

Well Posedness ◽

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LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE

Mathematical Finance ◽

10.1111/j.1467-9965.2010.00403.x ◽

2010 ◽

Vol 20 (3) ◽

pp. 341-363 ◽

Author(s):

Carlo Marinelli

Keyword(s):

Lévy Noise ◽

Well Posedness ◽

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Well-Posedness and Asymptotic Behaviors for a Predator-Prey System with Lévy Noise

Methodology And Computing In Applied Probability ◽

10.1007/s11009-016-9509-4 ◽

2016 ◽

Vol 19 (3) ◽

pp. 715-725

Author(s):

Sheng Wang ◽

Linshan Wang ◽

Tengda Wei

Keyword(s):

Lévy Noise ◽

Well Posedness ◽

Asymptotic Behaviors ◽

Predator Prey ◽

Prey System ◽

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