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Christa Cuchiero

19 papers hereh-index 13847 citations29 works total

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

author position
  • first author18
  • middle author1

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • q-fin.CP2
  • q-fin.MF2
  • cs.NE1
  • math.CA1
  • math.OC1
same name
  • Christa Cuchiero — 20 papers, h 14
  • Christa Cuchiero — 2 papers, h 1
  • Christa Cuchiero — 2 papers, h 2
  • Christa Cuchiero — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedAffine processes on positive semidefinite matrices

121 citations · 190 across the 14 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

Markovian lifts of positive semidefinite affine Volterra type processes

Christa Cuchiero, Josef Teichmann

We consider stochastic partial differential equations appearing as Markovian lifts of matrix valued (affine) Volterra type processes from the point of view of the generalized Felle…

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