Author:
Cuchiero Christa,Larsson Martin,Svaluto-Ferro Sara
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
11 articles.
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1. Measure-valued affine and polynomial diffusions;Stochastic Processes and their Applications;2024-09
2. Abstract polynomial processes;Electronic Journal of Probability;2024-01-01
3. Itô’s formula for flows of measures on semimartingales;Stochastic Processes and their Applications;2023-05
4. Ranked masses in two-parameter Fleming–Viot diffusions;Transactions of the American Mathematical Society;2022-10-28
5. Infinite-dimensional polynomial processes;Finance and Stochastics;2021-03-04