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Carlo Marinelli

Identifiers

  • name variant Carlo Marinelli 0.60 · backfill

Papers (34)

  1. Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise math.PR · 2019 · author #1
  2. On the well-posedness of SPDEs with singular drift in divergence form math.AP · 2017 · author #1
  3. Strong solutions to SPDEs with monotone drift in divergence form math.AP · 2016 · author #1
  4. A variational approach to dissipative SPDEs with singular drift math.AP · 2016 · author #1
  5. On well-posedness of semilinear stochastic evolution equations on $L_p$ spaces math.AP · 2015 · author #1
  6. Nonparametric estimates of pricing functionals q-fin.PR · 2015 · author #1
  7. On maximal inequalities for purely discontinuous $L_q$-valued martingales math.PR · 2013 · author #1
  8. On maximal inequalities for purely discontinuous martingales in infinite dimensions math.PR · 2013 · author #1
  9. On the maximal inequalities of Burkholder, Davis and Gundy math.PR · 2013 · author #1
  10. On the relation between forecast precision and trading profitability of financial analysts q-fin.TR · 2013 · author #1
  11. On smoothing properties of transition semigroups associated to a class of SDEs with jumps math.PR · 2012 · author #2
  12. Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps math.AP · 2012 · author #1
  13. Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs math.PR · 2012 · author #1
  14. Well-posedness for a class of dissipative stochastic evolution equations with Wiener and Poisson noise math.AP · 2011 · author #1
  15. Quantitative approximations of evolving probability measures and sequential Markov Chain Monte Carlo methods math.PR · 2010 · author #2
  16. Multivariate heavy-tailed models for Value-at-Risk estimation q-fin.RM · 2010 · author #1
  17. Existence of weak solutions for a class of semilinear stochastic wave equations math.AP · 2010 · author #1
  18. On uniqueness of mild solutions for dissipative stochastic evolution equations math.AP · 2010 · author #1
  19. Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise math.AP · 2009 · author #1
  20. L^p estimates for Feynman-Kac propagators with time-dependent reference measures math.FA · 2009 · author #2
  21. Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise math.PR · 2009 · author #1
  22. Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise math.PR · 2008 · author #1
  23. Strong solutions for stochastic porous media equations with jumps math.AP · 2008 · author #2
  24. Stochastic FitzHugh-Nagumo equations on networks with impulsive noise math.AP · 2007 · author #2
  25. Local well-posedness of Musiela's SPDE with L\'evy noise math.PR · 2007 · author #1
  26. Well-posedness and invariant measures for HJM models with deterministic volatility and L\'evy noise math.PR · 2007 · author #1
  27. On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects math.OC · 2007 · author #2
  28. Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures math.PR · 2006 · author #2
  29. Variational inequalities in Hilbert spaces with measures and optimal stopping problems math.AP · 2006 · author #2
  30. A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs math.PR · 2005 · author #2
  31. Stochastic optimal control of delay equations arising in advertising models math.OC · 2004 · author #2
  32. On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space math.PR · 2004 · author #2
  33. Optimal distributed dynamic advertising math.OC · 2004 · author #1
  34. The stochastic goodwill problem math.OC · 2003 · author #1

Mentions

  • 1506.06568 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1311.7120 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1308.2648 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1308.2418 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1301.6638 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1208.2860 #2 · backfill · confidence 0.70 Carlo Marinelli
  • 1205.5875 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1202.4610 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1110.4100 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1010.1696 #2 · backfill · confidence 0.70 Carlo Marinelli
  • 1005.2862 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1003.1024 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 1001.5413 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 0909.3725 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 0905.4411 #2 · backfill · confidence 0.70 Carlo Marinelli
  • 0903.3299 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 0808.1509 #1 · backfill · confidence 0.70 Carlo Marinelli
  • 0802.3594 #2 · backfill · confidence 0.70 Carlo Marinelli
  • 0712.0580 #2 · backfill · confidence 0.70 Carlo Marinelli
  • 0704.2380 #1 · backfill · confidence 0.70 Carlo Marinelli

Frequent Coauthors