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20182025
most citedInverting the Markovian projection, with an application to local stochastic volatility models

4 citations · 6 across the 11 of their papers we have counts for

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math.PR2021

Stationary solutions and local equations for interacting diffusions on regular trees

Daniel Lacker, Jiacheng Zhang

We study the invariant measures of infinite systems of stochastic differential equations (SDEs) indexed by the vertices of a regular tree. These invariant measures correspond to Gi…