321 citations · 764 across the 68 of their papers we have counts for
6 papers · 1 filter
Random transformations and invariance of semimartingales on Lie groups
Sergio Albeverio, Francesco C. De Vecchi, Paola Morando +1
Invariance properties of semimartingales on Lie groups under a family of random transformations are defined and investigated, generalizing the random rotations of the Brownian moti…
Elliptic stochastic quantization
Sergio Albeverio, Francesco C. De Vecchi, Massimiliano Gubinelli
We prove an explicit formula for the law in zero of the solution of a class of elliptic SPDE in . This formula is the simplest instance of dimensional reduction, disc…
Borel summation of the small time expansion of some SDE's driven by Gaussian white noise
Sergio Albeverio, Boubaker Smii
We consider stochastic differential equations driven by Gaussian white noise on . % We provide applications to models for financial %markets. Particular attention is given to…
Asymptotic expansion for some local volatility models arising in finance
Sergio ALbeverio, Francesco Cordoni, Luca Di Persio +1
In this paper we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coe…
On the multilevel internal structure of the asymptotic distribution of resonances
Sergio Albeverio, Illya M. Karabash
We prove that the asymptotic distribution of resonances has a multilevel internal structure for the following classes of Hamiltonians H: Schrödinger operators with point interactio…
Generic asymptotics of resonance counting function for Schrödinger point interactions
Sergio Albeverio, Illya M. Karabash
We study the leading coefficient in the asymptotical formula , , for the resonance counting function of Schrödinger Hamilton…