Stochastic Volterra integral equations provide a powerful framework for modelling systems in which memory effects and hereditary properties play a central role. These equations extend the classical ...

In this paper a limit problem for stochastic differential equations of Ito type depending on a standard Wiener process and on a random Poisson measure is investigated. It is shown that the Lipschitz ...

We present conditions that imply the conditional full support (CFS) property, introduced in Guasoni, Rásonyi and Schachermayer (2008), for processes Z:= H + ʃ K dW, where W is a Brownian motion, H is ...

Rough path theory provides a rigorous framework to analyse differential equations driven by highly irregular signals, such as those encountered in stochastic differential equations (SDEs). By ...