Sfoglia per Autore
Analysis of the stochastic FitzHugh-Nagumo system
2008-01-01 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Optimal control of stochastic differential equations with dynamical boundary conditions
2008-01-01 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
An analytic approach to stochastic Volterra equations with completely monotone kernels
2009-01-01 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded nonlinearity
2011-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa
Optimal control for stochastic Volterra equations with completely monotone kernels
2012-01-01 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
Invariant measures for stochastic differential equations on networks
2013-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa
Small noise asymptotic expansions for stochastic PDE's driven by dissipative nonlinearity and L\'evy noise
2013-01-01 Albeverio, Sergio; Mastrogiacomo, Elisa; Smii, Boubaker
Optimal control for stochastic heat equation with memory
2014-01-01 Confortola, Fulvia; Mastrogiacomo, Elisa
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
2015-01-01 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Portfolio optimization with quasiconvex risk measures
2015-01-01 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Feedback optimal control for stochastic Volterra equations with completely monotone kernels
2015-01-01 Confortola, Fulvia; Mastrogiacomo, Elisa
A class of L'evy driven SDEs and their explicit invariant measures
2016-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa; Smii, Boubaker
Invariant measures for sdes driven by lévy noise: A case study for dissipative nonlinear drift in infinite dimension
2017-01-01 Albeverio, S.; Di Persio, L.; Mastrogiacomo, Elisa; Smii, B.
Esercizi di matematica per l'economia. Serie, integrali, algebra lineare, programmazione lineare
2018-01-01 Mastrogiacomo, Elisa
Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels
2019-01-01 Mastrogiacomo, Elisa
Time-consistency of risk measures: how strong is such a property?
2019-01-01 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study
2019-01-01 Consigli, Giorgio; Hitaj, Asmerilda; Mastrogiacomo, Elisa
Set optimization of set-valued risk measures
2020-01-01 Mastrogiacomo, E; Rocca, M
Qualitative robustness of set-valued value-at-risk
2020-01-01 Crespi, G. P.; Mastrogiacomo, E.
Optimal investment strategies with a minimum performance constraint
2021-01-01 Barucci, Emilio; Marazzina, Daniele; Mastrogiacomo, Elisa
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