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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 2018Show all

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math.PR2018★ 4 cited

Spatial growth processes with long range dispersion: microscopics, mesoscopics, and discrepancy in spread rate

Viktor Bezborodov, Luca Di Persio, Tyll Krueger +1

We consider the speed of propagation of a {continuous-time continuous-space} branching random walk with the additional restriction that the birth rate at any spatial point cannot e…

math.OC2018

A maximum principle for a stochastic control problem with multiple random terminal times

Francesco Cordoni, Luca Di Persio

In the present paper we derive, via a backward induction technique, and ad hoc maximum principle for an optimal control problem with multiple random terminal times. Therefore we ap…