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math.PR2011★ 3 cited
Fully coupled forward-backward stochastic dynamics and functional differential systems
Matteo Casserini, Gechun Liang
This article introduces and solves a general class of fully coupled forward-backward stochastic dynamics by investigating the associated system of functional differential equations…
math.PR2011
Predictable projections of conformal stochastic integrals: an application to Hermite series and to Widder's representation
Matteo Casserini, Freddy Delbaen
In this article, we study predictable projections of stochastic integrals with respect to the conformal Brownian motion, extending the connection between powers of the conformal Br…