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20162023
most citedAn Artificial Intelligence-based model for cell killing prediction: development, validation and explainability analysis of the ANAKIN model

15 citations · 36 across the 11 of their papers we have counts for

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math.PR2016★ 14 cited

A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance

Francesco Cordoni, Luca Di Persio, Lucian Maticiuc +1

We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,ϕ)+\mathcal{L}u(t,ϕ)+f(t,ϕ,u(t,ϕ),\pa…

math.PR2016

A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps

Francesco Cordoni, Luca Di Persio, Immacolata Oliva

We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure di…