Di Persio, Luca
Di Persio, Luca
Matematica (29/10/12-)
A bank salvage model by impulse stochastic controls
2020-01-01 Cordoni, F.; Di Persio, L.; Jiang, Y.
A bsde with delayed generator approach to pricing under counterparty risk and collateralization
2016-01-01 Cordoni, F.; Di Persio, L.
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 maximum principle for a stochastic control problem with multiple random terminal times
2020-01-01 Cordoni, F.; Di Persio, L.
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
2017-01-01 Cordoni, F.; Di Persio, L.; Oliva, I.
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 variable stochastic admittance control framework with energy tank
2020-01-01 Cordoni, F.; Di Persio, L.; Muradore, R.
Asymptotic expansion for some local volatility models arising in finance
2019-01-01 Albeverio, S.; Cordoni, F.; Di Persio, L.; Pellegrini, G.
Bilateral teleoperation of stochastic port-Hamiltonian systems using energy tanks
2021-01-01 Cordoni, F.; Di Persio, L.; Muradore, R.
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective
2021-01-01 Persio, Luca Di; Garbelli, Matteo
Discrete Stochastic Port-Hamiltonian Systems
2022-01-01 Cordoni, Fg; Di Persio, L; Muradore, R
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis
2021-01-01 Di Persio, Luca; Garbelli, Matteo; Wallbaum, Kai
Gaussian estimate on networks with dynamic stochastic boundary conditions
2016-01-01 Di Persio, Luca; Cordoni, Francesco Giuseppe
Gaussian estimates on networks with dynamic stochastic boundary conditions
2017-01-01 Cordoni, F.; Di Persio, L.
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca
Novel approaches to the energy load unbalance forecasting in the Italian electricity market
2017-01-01 Di Persio, L.; Cecchin, A.; Cordoni, F.
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable
2018-01-01 Cordoni, F.; Di Persio, L.
Optimal control of stochastic FitzHugh-Nagumo equation
2015-01-01 Barbu, Viorel; 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
Small noise expansion for the Lévy perturbed Vasicek model
2015-01-01 Cordoni, Francesco Giuseppe; Di Persio, Luca