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L. Di Persio

39 papers hereh-index 10378 citations52 works total

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

author position
  • first author10
  • middle author20
  • last author9

Across the 39 of 39 papers where every author was matched, so the position is known.

fields
  • math.PR21
  • math.OC7
  • cs.LG2
  • math.AP2
  • q-fin.PR2
  • math.DS1
same name
  • L. Di Persio — 2 papers, h 0

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
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

collaborators
Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020

Time-Delayed Generalized BSDEs

Luca Di Persio, Matteo Garbelli, Lucian Maticiuc +1

We prove the existence and uniqueness of the solution of a BSDE with time-delayed generators in the small delay setting (or equivalently small Lipschitz constant), which employs th…

math.PR2020★ 3 cited

The continuous-time frog model can spread arbitrarily fast

Viktor Bezborodov, Luca Di Persio, Tyll Krueger

The aim of this work is to demonstrate that the continuous-time frog model can spread arbitrary fast. The set of sites visited by an active particle can become infinite in a finite…

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