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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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math.PR2014★ 2 cited

A class of Lévy driven SDEs and their explicit invariant measures

Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo +1

We describe a class of explicit invariant measures for both finite and infinite dimensional Stochastic Differential Equations (SDE) driven by Lévy noise. We first discuss in detail…