The following pages link to Luca Di Persio (Q250438):
Displaying 50 items.
- A class of Lévy driven SDEs and their explicit invariant measures (Q308998) (← links)
- Autoregressive approaches to import-export time series. I: Basic techniques (Q340757) (← links)
- Autoregressive approaches to import-export time series. II: A concrete case study (Q340759) (← links)
- Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps (Q393062) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- A BSDE with delayed generator approach to pricing under counterparty risk and collateralization (Q507677) (← links)
- Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions (Q517975) (← links)
- Herd behavior and financial crashes: an interacting particle system approach (Q670597) (← links)
- Small noise asymptotic expansions for stochastic PDE's. I: The case of a dissipative polynomially bounded non linearity (Q765682) (← links)
- Stabilization of bilateral teleoperators with asymmetric stochastic delay (Q826831) (← links)
- An ambit stochastic approach to pricing electricity forward contracts: the case of the German energy market (Q1657898) (← links)
- Polynomial chaos expansion approach to interest rate models (Q1657904) (← links)
- Optimal control for the stochastic Fitzhugh-Nagumo model with recovery variable (Q1711898) (← links)
- (Q1736184) (redirect page) (← links)
- Stochastic systems with memory and jumps (Q1736185) (← links)
- Option pricing with fractional stochastic volatility and discontinuous payoff function of polynomial growth (Q1739388) (← links)
- Mild solutions to the dynamic programming equation for stochastic optimal control problems (Q1797067) (← links)
- Gaussian estimates on networks with applications to optimal control (Q1943856) (← links)
- Estimating the counterparty risk exposure by using the Brownian motion local time (Q2011920) (← links)
- Discrete stochastic port-Hamiltonian systems (Q2071971) (← links)
- Stochastic port-Hamiltonian systems (Q2083230) (← links)
- Asymptotic expansion for a Black-Scholes model with small noise stochastic jump-diffusion interest rate (Q2107407) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- Spatial birth-and-death processes with a finite number of particles (Q2172944) (← links)
- Feedback optimal controllers for the Heston model (Q2187328) (← links)
- A lending scheme for a system of interconnected banks with probabilistic constraints of failure (Q2203046) (← links)
- Stabilization of planar non-Markovian switched linear systems with unbounded random delays (Q2220065) (← links)
- Mean field games with controlled jump-diffusion dynamics: existence results and an illiquid interbank market model (Q2229568) (← links)
- Optimal control of the FitzHugh-Nagumo stochastic model with nonlinear diffusion (Q2234313) (← links)
- The continuous-time frog model can spread arbitrarily fast (Q2244488) (← links)
- \(\varepsilon\)-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps (Q2273696) (← links)
- The default risk charge approach to regulatory risk measurement processes (Q2283653) (← links)
- Asymptotic expansion for some local volatility models arising in finance (Q2292052) (← links)
- A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance (Q2301492) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- Invariant measures for SDEs driven by Lévy noise: a case study for dissipative nonlinear drift in infinite dimension (Q2364871) (← links)
- Maximal irreducibility measure for spatial birth-and-death processes (Q2407760) (← links)
- A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps (Q2410984) (← links)
- Local invariants for a finite multipartite quantum system (Q2477363) (← links)
- Spatial growth processes with long range dispersion: microscopics, mesoscopics and discrepancy in spread rate (Q2657905) (← links)
- Minimal controllability time for systems with nonlinear drift under a compact convex state constraint (Q2663925) (← links)
- A shape theorem for a one-dimensional growing particle system with a bounded number of occupants per site (Q2664539) (← links)
- A Brownian-Markov stochastic model for cart-like wheeled mobile robots (Q2687842) (← links)
- Optimal control of stochastic FitzHugh–Nagumo equation (Q2807890) (← links)
- TRANSITION DENSITY FOR CIR PROCESS BY LIE SYMMETRIES AND APPLICATION TO ZCB PRICING (Q2867720) (← links)
- ASYMPTOTIC EXPANSION FOR THE CHARACTERISTIC FUNCTION OF A MULTISCALE STOCHASTIC VOLATILITY MODEL (Q2923239) (← links)
- Gaussian estimates on networks with dynamic stochastic boundary conditions (Q2974261) (← links)
- (Q3195629) (← links)
- A rigorous approach to the Feynman-Vernon influence functional and its applications. I (Q3544458) (← links)
- (Q3568092) (← links)
