Probability-valued polynomial diffusions


We introduce polynomial diffusions taking values in the space of probability measures on a locally compact Polish space. We provide a representation of the corresponding extended generators, and prove well-posedness of the... [ view full abstract ]


  1. Sara Svaluto-Ferro (Sara)
  2. Martin Larsson (ETH)
  3. Christa Cuchiero (University of Vienna)

Topic Areas

Jump-Diffusions , Polynomial Processes , Stochastic Analysis


TH-P-SW » Polynomial Models and Volterra Equations (14:30 - Thursday, 19th July, Swift)

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