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Rafael Serrano

Identifiers

  • name variant Rafael Serrano 0.60 · backfill

Papers (7)

  1. On the LP formulation in measure spaces of optimal control problems for jump-diffusions math.PR · 2015 · author #1
  2. Calculo Estocastico, EDEs y EDPs math.PR · 2015 · author #1
  3. Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics q-fin.PM · 2014 · author #2
  4. Backward Ornstein-Uhlenbeck transition operators and mild solutions of non-autonomous Hamilton-Jacobi equations in Banach spaces math.AP · 2014 · author #1
  5. Martingale approach to optimal portfolio-consumption problems in Markov-modulated pure-jump models q-fin.PM · 2014 · author #2
  6. A note on space-time Holder regularity of mild solutions to stochastic Cauchy problems in Lp-spaces math.PR · 2014 · author #1
  7. Optimal relaxed control of dissipative stochastic partial differential equations in Banach spaces math.PR · 2010 · author #2

Mentions

  • 1504.03392 #1 · backfill · confidence 0.70 Rafael Serrano
  • 1504.03390 #1 · backfill · confidence 0.70 Rafael Serrano
  • 1411.1103 #2 · backfill · confidence 0.70 Rafael Serrano
  • 1410.0920 #1 · backfill · confidence 0.70 Rafael Serrano
  • 1406.3112 #2 · backfill · confidence 0.70 Rafael Serrano
  • 1405.0075 #1 · backfill · confidence 0.70 Rafael Serrano
  • 1001.3165 #2 · backfill · confidence 0.70 Rafael Serrano

Frequent Coauthors