Di Persio, Luca

Di Persio, Luca  

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Risultati 1 - 20 di 29 (tempo di esecuzione: 0.031 secondi).
Titolo Anno di pubblicazione Autori Unitn File
A bank salvage model by impulse stochastic controls 1-gen-2020 Cordoni F.Di Persio L.Jiang Y.
A bsde with delayed generator approach to pricing under counterparty risk and collateralization 1-gen-2016 Cordoni F.Di Persio L.
A lending scheme for a system of interconnected banks with probabilistic constraints of failure 1-gen-2020 Cordoni F. G.Di Persio L.Prezioso L.
A maximum principle for a stochastic control problem with multiple random terminal times 1-gen-2020 Cordoni F.Di Persio L.
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps 1-gen-2017 Cordoni F.Di Persio L. +
A Rigorous Approach to the Feynman-Vernon Influence Functional and its Applications. I 1-gen-2006 Albeverio, S.Cattaneo, L.Di Persio, L.Mazzucchi, S.
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance 1-gen-2020 Cordoni F.Di Persio L.Zalinescu A. +
A variable stochastic admittance control framework with energy tank 1-gen-2020 Cordoni F.Di Persio L. +
Anomalous Behaviour of the correction to the Central Limit Theorem for a model of Random Walk in Random media 1-gen-2004 Di Persio, Luca
Asymptotic expansion for some local volatility models arising in finance 1-gen-2019 Albeverio S.Cordoni F.Di Persio L. +
Bilateral teleoperation of stochastic port-Hamiltonian systems using energy tanks 1-gen-2021 Cordoni F.Di Persio L. +
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective 1-gen-2021 Persio, Luca DiGarbelli, Matteo
Discrete Stochastic Port-Hamiltonian Systems 1-gen-2022 Cordoni, FGDi Persio, L +
Forward-Looking Volatility Estimation for Risk-Managed Investment Strategies during the COVID-19 Crisis 1-gen-2021 Di Persio, LucaGarbelli, Matteo +
Gaussian estimate on networks with dynamic stochastic boundary conditions 1-gen-2016 Di Persio, LucaCordoni, Francesco Giuseppe
Gaussian Estimates on Networks with Applications to Optimal Control 1-gen-2011 Di Persio, LucaZiglio, Giacomo
Gaussian estimates on networks with dynamic stochastic boundary conditions 1-gen-2017 Cordoni F.Di Persio L.
Invariant measure for the Vasicek interest rate model in the Heath-Jarrow-Morton-Musiela framework 1-gen-2015 Cordoni, Francesco GiuseppeDi Persio, Luca
Novel approaches to the energy load unbalance forecasting in the Italian electricity market 1-gen-2017 Di Persio L.Cordoni F. +
Optimal control for the stochastic fitzhugh-nagumo model with recovery variable 1-gen-2018 Cordoni F.Di Persio L.