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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 2015 · math.PRShow all

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math.PR2015★ 1 cited

Spatial birth-and-death processes with a finite number of particles

Viktor Bezborodov, Luca Di Persio

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong M…