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Zhang, Tusheng - Department of Mathematics, University of Manchester
The ItoVentzell Formula and Forward Stochastic Di#erential Equations Driven by Poisson Random
Stochastic evolution equations of jump type: existence, uniqueness and large deviation
LARGE DEVIATIONS FOR STOCHASTIC DIFFERENTIAL EQUATIONS ASSOCIATED WITH THE CRITICAL SOBOLEV BROWNIAN
Backward Stochastic Partial Differential Equations with Jumps and Application to Optimal Control of
A study of a class of stochastic di#erential equations with
Perturbed Skorohod Equations and Perturbed Reflected Di#usion
Stochastic Calculus for Dirichlet Processes (Dedicated to S. Nakao on the occation of his 60th birthday)
Optimal control of SPDEs with delay and time-advanced backward stochastic partial
Perturbation of Symmetric Markov Processes , P. J. Fitzsimmons
