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20122026
most citedA stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance

14 citations · 44 across the 33 of their papers we have counts for

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Showing 2013 · math.PRShow all

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math.PR2013★ 7 cited

Explicit invariant measures for infinite dimensional SDE driven by Lévy noise with dissipative nonlinear drift I

Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo +1

We stu\dd y a class of nonlinear stochastic partial differential equations with dissipative nonlinear drift, driven by Lévy noise. Our work is divided in two parts. In the present…