MASTROGIACOMO, ELISA
MASTROGIACOMO, ELISA
DIPARTIMENTO DI ECONOMIA
A class of L'evy driven SDEs and their explicit invariant measures
2016-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa; Smii, Boubaker
An analytic approach to stochastic Volterra equations with completely monotone kernels
2009-01-01 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Analysis of the stochastic FitzHugh-Nagumo system
2008-01-01 Bonaccorsi, Stefano; Mastrogiacomo, Elisa
Dynamic capital allocation rules via BSDEs: an axiomatic approach
2022-01-01 Mastrogiacomo, E.; Rosazza Gianin, E.
Esercizi di matematica per l'economia. Serie, integrali, algebra lineare, programmazione lineare
2018-01-01 Mastrogiacomo, Elisa
Feedback optimal control for stochastic Volterra equations with completely monotone kernels
2015-01-01 Confortola, Fulvia; Mastrogiacomo, Elisa
Infinite horizon stochastic optimal control for Volterra equations with completely monotone kernels
2019-01-01 Mastrogiacomo, Elisa
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.
Invariant measures for stochastic differential equations on networks
2013-01-01 Albeverio, Sergio; Di Persio, Luca; Mastrogiacomo, Elisa
Large deviation principle for spatial economic growth model on networks
2022-01-01 Albeverio, S; Mastrogiacomo, E
Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries
2021-01-01 de vecchi, Francesco; Mastrogiacomo, Elisa; Ugolini, Stefania; Turra, Mattia
Optimal control for stochastic heat equation with memory
2014-01-01 Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal control for stochastic Volterra equations with completely monotone kernels
2012-01-01 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal control of stochastic differential equations with dynamical boundary conditions
2008-01-01 Bonaccorsi, Stefano; Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal investment strategies with a minimum performance constraint
2021-01-01 Barucci, Emilio; Marazzina, Daniele; Mastrogiacomo, Elisa
Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures
2015-01-01 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
Portfolio optimization with quasiconvex risk measures
2015-01-01 Mastrogiacomo, Elisa; Rosazza Gianin, Emanuela
Preface to the Volume Advanced School on Complexity and Emergence: Ideas, Methods, with a Special Attention to Mathematics and Its Application to Economics and Finance
2022-01-01 Albeverio, S.; Mastrogiacomo, E.; Gianin, E. R.; Ugolini, S.
Qualitative robustness of set-valued value-at-risk
2020-01-01 Crespi, G. P.; Mastrogiacomo, E.