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researcher

D. vSivska

13 papers hereh-index 6276 citations14 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author9
  • last author4

Across the 13 of 13 papers where every author was matched, so the position is known.

fields
  • math.OC6
  • math.PR5
  • q-fin.CP1
  • q-fin.TR1

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedExponential Convergence and stability of Howards's Policy Improvement Algorithm for Controlled Diffusions

30 citations · 54 across the 10 of their papers we have counts for

collaborators
Showing 2022 · math.PRShow all

1 paper · 2 filters

math.PR2022

Decaying derivative estimates for functions of solutions to non-autonomous SDEs

Maria Lefter, David Šiška, Łukasz Szpruch

We produce uniform and decaying bounds in time for derivatives of the solution to the backwards Kolmogorov equation associated to a stochastic processes governed by a time dependen…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.