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20092026
most citedOn the first time that an Ito process hits a barrier

3 citations · 3 across the 5 of their papers we have counts for

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math.AP2026

Heat--Airy Transport of Differential Operators and Moving Boundaries

Gerardo Hernández-del-Valle

We study the transport of polynomial differential operators under the two-parameter commuting evolution \[ P_{t,s} = \exp\left( \frac{t}{2}D^2-\frac{s}{3}D^3 \right), \qquad D=\fra…

math.AP2026

A Recursive Representation of Compatibility Matrices for Transported Differential Operators

Gerardo Hernandez-del-Valle

We develop a recursive algebraic framework for the compatibility matrices arising in moving-boundary problems for the heat equation. Such matrices naturally appear in the analysis…