Sfoglia per Autore
Anomalous Behaviour of the correction to the Central Limit Theorem for a model of Random Walk in Random media
2004-01-01 Di Persio, Luca
A Rigorous Approach to the Feynman-Vernon Influence Functional and its Applications. I
2006-01-01 Albeverio, S.; Cattaneo, L.; Di Persio, L.; Mazzucchi, S.
Small Noise Asymptotic Expansions for Stochastic pde's.i : The Case of a Dissipative Polynomially Bounded non Linearity
2010-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa
Gaussian Estimates on Networks with Applications to Optimal Control
2011-01-01 Di Persio, Luca; Ziglio, Giacomo
Small noise expansion for the Lévy perturbed Vasicek model
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Optimal control of stochastic FitzHugh-Nagumo equation
2015-01-01 Barbu, Viorel; Cordoni, Francesco Giuseppe; Di Persio, Luca
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Small noise asymptotic expansion for a infinite dimensional stochastic reaction-diffusion forced van der pol equation
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Gaussian estimate on networks with dynamic stochastic boundary conditions
2016-01-01 Di Persio, Luca; Cordoni, Francesco Giuseppe
A bsde with delayed generator approach to pricing under counterparty risk and collateralization
2016-01-01 Cordoni, F.; Di Persio, L.
Novel approaches to the energy load unbalance forecasting in the Italian electricity market
2017-01-01 Di Persio, L.; Cecchin, A.; Cordoni, F.
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 Cordoni, F.; Di Persio, L.; Oliva, I.
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
2017-01-01 Cordoni, F.; Di Persio, L.
Gaussian estimates on networks with dynamic stochastic boundary conditions
2017-01-01 Cordoni, F.; Di Persio, L.
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable
2018-01-01 Cordoni, F.; Di Persio, L.
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, S.; Cordoni, F.; Di Persio, L.; Pellegrini, G.
Stochastic systems with memory and jumps
2019-01-01 Banos, D. R.; Cordoni, F.; Di Nunno, G.; Di Persio, L.; Rose, E. E.
A lending scheme for a system of interconnected banks with probabilistic constraints of failure
2020-01-01 Cordoni, F. G.; Di Persio, L.; Prezioso, L.
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
2020-01-01 Cordoni, F.; Di Persio, L.; Maticiuc, L.; Zalinescu, A.
A maximum principle for a stochastic control problem with multiple random terminal times
2020-01-01 Cordoni, F.; Di Persio, L.
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