14 citations · 44 across the 33 of their papers we have counts for
5 papers · 1 filter
Classical gases with singular densities
Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan
We study classical continuous systems with singular distributions of velocities. Radon measures with the infinite mass give these distributions. Positions of particles in such syst…
Diffusion Approximation for Transport Equations with Dissipative Drifts for Time Dependent Coefficients
Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicati…
Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations
Luca Di Persio, Matteo Garbelli, Adrian Zălinescu
We consider a system of Forward Backward Stochastic Differential Equations (FBSDEs), with time delayed generator and driven by Lèvy-type noise. We establish a non linear Feynman Ka…
The Master Equation in a Bounded Domain with Absorption
Luca Di Persio, Matteo Garbelli, Michele Ricciardi
We analyze the Master Equation within Mean Field Games (MFG) theory considering a bounded domain with homogeneous Dirichlet conditions. Concerning the N-players differential game,…
Explosion and non-explosion for the continuous-time frog model
Viktor Bezborodov, Luca Di Persio, Peter Kuchling
We consider the continuous-time frog model on . At time , there are particles at , each of which is represented by a random variable. In…