5 citations · 9 across the 3 of their papers we have counts for
3 papers
math.PR2017★ 4 cited
Finite dimensional solutions to SPDEs and the geometry of infinite jet bundles
Francesco C. De Vecchi
Finite dimensional solutions to a class of stochastic partial differential equations are obtained extending the differential constraints method for deterministic PDE to the stochas…
math.PR2017
A de Finetti-type theorem for random-rotation-invariant continuous semimartingales
Francesco C. De Vecchi
We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingale…
math.PR2017★ 5 cited
Symmetries and invariance properties of stochastic differential equations driven by semimartingales with jumps
Sergio Albeverio, Francesco C. De Vecchi, Paola Morando +1
Stochastic symmetries and related invariance properties of finite dimensional SDEs driven by general càdlàg semimartingales taking values in Lie groups are defined and investigated…