10 citations · 23 across the 8 of their papers we have counts for
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math.PR2018★ 2 cited
A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps
Ankush Agarwal, Stefano Pagliarani
We consider a class of Lévy-driven stochastic differential equations (SDEs) with McKean-Vlasov (MK-V) interaction in the drift coefficient. It is assumed that the coefficient is bo…
math.PR2018
Local densities for a class of degenerate diffusions
Alberto Lanconelli, Stefano Pagliarani, Andrea Pascucci
We study a class of R^d-valued continuous strong Markov processes that are generated, only locally, by an ultra-parabolic operator with coefficients that are regular w.r.t. the int…