ROSESTOLATO, MAURO
ROSESTOLATO, MAURO
100012 - Dipartimento di Economia
Mostra
records
Risultati 1 - 6 di 6 (tempo di esecuzione: 0.008 secondi).
MASTER BELLMAN EQUATION IN THE WASSERSTEIN SPACE: UNIQUENESS OF VISCOSITY SOLUTIONS
2024-01-01 Cosso, Andrea; Gozzi, Fausto.; Kharroubi, Idris.; Pham, Huyen.; Rosestolato, Mauro
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension
2023-01-01 Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro
Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
2017-01-01 Rosestolato, M.; Swiech, A.
Path-dependent SDEs in Hilbert spaces
2019-01-01 Rosestolato, M.
Robustness for path-dependent volatility models
2013-01-01 Rosestolato, M.; Vargiolu, T.; Villani, G.
Viscosity solutions of path-dependent pdes with randomized time
2020-01-01 Ren, Z.; Rosestolato, M.
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| MASTER BELLMAN EQUATION IN THE WASSERSTEIN SPACE: UNIQUENESS OF VISCOSITY SOLUTIONS | 1-gen-2024 | Cosso, Andrea; Gozzi, Fausto.; Kharroubi, Idris.; Pham, Huyen.; Rosestolato, Mauro | |
| Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension | 1-gen-2023 | Cosso, Andrea; Gozzi, Fausto; Kharroubi, Idris; Pham, Huyên; Rosestolato, Mauro | |
| Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance | 1-gen-2017 | Rosestolato, M.; Swiech, A. | |
| Path-dependent SDEs in Hilbert spaces | 1-gen-2019 | Rosestolato, M. | |
| Robustness for path-dependent volatility models | 1-gen-2013 | Rosestolato, M.; Vargiolu, T.; Villani, G. | |
| Viscosity solutions of path-dependent pdes with randomized time | 1-gen-2020 | Ren, Z.; Rosestolato, M. |