Pubblicazioni scientifiche
Contributi in riviste, atti di convegno, volumi, libri, curatele, brevetti dei membri del Dipartimento.
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DI GIROLAMI, Cristina; Russo F., Clark-Ocone type formula for non-semimartingales with finite quadratic variation, «COMPTES RENDUS MATHÉMATIQUE», 2011, 349, pp. 209 - 214 [Articolo in rivista]
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Martino V., A symmetry result on reinhardt domains, «DIFFERENTIAL AND INTEGRAL EQUATIONS», 2011, 24, pp. 495 - 504 [Articolo in rivista]
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Di Giacinto M.; Federico S.; Gozzi F., Pension funds with a minimum guarantee: A stochastic control approach, «FINANCE AND STOCHASTICS», 2011, 15, pp. 297 - 342 [Articolo in rivista]
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Federico S.; Goldys B.; Gozzi F., HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2011, 49, pp. 2378 - 2414 [Articolo in rivista]
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Federico S.; Oksendal B.K., Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise, «POTENTIAL ANALYSIS», 2011, 34, pp. 181 - 198 [Articolo in rivista]
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Federico S., A stochastic control problem with delay arising in a pension fund model, «FINANCE AND STOCHASTICS», 2011, 15, pp. 421 - 459 [Articolo in rivista]
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D'Andrea A.; Marchei G., Representations of Lie pseudoalgebras with coefficients, «JOURNAL OF ALGEBRA», 2011, 329, pp. 92 - 106 [Articolo in rivista]