13 citations · 32 across the 13 of their papers we have counts for
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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…
math.OC2014
Infinite horizon Stochastic Optimal Control for Volterra equations with completely monotone kernels
Elisa Mastrogiacomo
The aim of the paper is to study an optimal control problem on infinite horizon for an infinite dimensional integro-differential equation with completely monotone kernelskernels, w…