activity
20162025
most citedSignature SDEs from an affine and polynomial perspective

5 citations · 15 across the 9 of their papers we have counts for

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Showing 2019 · math.PRShow all

2 papers · 2 filters

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.PR2019

Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces

Martin Larsson, Sara Svaluto-Ferro

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other s…