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math.PR2025
Polynomial McKean-Vlasov SDEs
Christa Cuchiero, Janka Möller
We study a new class of McKean-Vlasov stochastic differential equations (SDEs), possibly with common noise, applying the theory of time-inhomogeneous polynomial processes. The drif…
math.PR2019
Infinite dimensional polynomial processes
Christa Cuchiero, Sara Svaluto-Ferro
We introduce polynomial processes taking values in an arbitrary Banach space via their infinitesimal generator and the associated martingale problem. We obtain two represen…
math.PR2018
Probability measure-valued polynomial diffusions
Christa Cuchiero, Martin Larsson, Sara Svaluto-Ferro
We introduce a class of probability measure-valued diffusions, coined polynomial, of which the well-known Fleming--Viot process is a particular example. The defining property of fi…