activity
20072023
most citedOptimal control of stochastic differential equations with dynamical boundary conditions

13 citations · 32 across the 13 of their papers we have counts for

collaborators
Showing 2014 · math.PRShow all

1 paper · 2 filters

math.PR2014★ 2 cited

A class of Lévy driven SDEs and their explicit invariant measures

Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo +1

We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by Lévy noise. We first discuss in detail…