Marco Papi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Existence of solutions for coupled hybrid systems of differential equations for microscopic dynamics and local concentrations	2023-07-06	Paper
On a coupled hybrid system of nonlinear differential equations with a nonlocal concentration	2023-04-27	Paper
Existence of solutions for hybrid systems of differential equations under exogenous information with discontinuous source term	2022-05-23	Paper
INFLATION, CENTRAL BANK AND SHORT-TERM INTEREST RATES: A NEW MODEL WITH CALIBRATION TO MARKET DATA	2022-03-11	Paper
An all-leader agent-based model for turning and flocking birds	2021-11-12	Paper
Optimal Continuous-Discrete Linear Filter and Moment Equations for Nonlinear Diffusions	2021-03-12	Paper
Predictor-Based Output-Feedback Control of Linear Stochastic Systems With Large I/O Delays	2021-03-12	Paper
On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method	2020-01-31	Paper
Predictor-based control of stochastic systems with nonlinear diffusions and input delay	2019-12-19	Paper
Local and global solutions for a hyperbolic–elliptic model of chemotaxis on a network	2019-12-03	Paper
Global solutions for a path-dependent hybrid system of differential equations under parabolic signal	2019-07-17	Paper
Existence and Uniqueness of Solutions for Coupled Hybrid Systems of Differential Equations	2018-07-09	Paper
Existence of solutions to a class of weakly coercive diffusion equations with singular initial data	2017-11-02	Paper
Singular risk-neutral valuation equations	2012-11-15	Paper
A PDE-based approach for pricing mortgage-backed securities	2011-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5324626	2009-08-03	Paper
On the domain of the implicit function and applications	2006-08-28	Paper
Optimal asset--liability management with constraints: A dynamic programming approach	2006-05-16	Paper
Lipschitzian estimates in discrete-time constrained optimal control	2006-01-24	Paper
Regularity results for a class of semilinear parabolic degenerate equations and applications	2006-01-16	Paper
A MODEL FOR THE OPTIMAL ASSET-LIABILITY MANAGEMENT FOR INSURANCE COMPANIES	2005-10-19	Paper
A generalized Osgood condition for viscosity solutions to fully nonlinear parabolic degenerate equations	2004-03-17	Paper
Regularity properties of constrained set-valued mappings	2003-09-07	Paper

Research outcomes over time

This page was built for person: Marco Papi