Carlo Marinelli

Available identifiers

zbMath Open marinelli.carloWikidataQ102169834 ScholiaQ102169834MaRDI QIDQ252434

List of research outcomes

Publication	Date of Publication	Type
Nonparametric estimates of option prices via Hermite basis functions	2024-01-10	Paper
On some semi-parametric estimates for European option prices	2023-06-19	Paper
On the positivity of local mild solutions to stochastic evolution equations	2022-12-01	Paper
Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models	2022-11-11	Paper
Well-posedness of monotone semilinear SPDEs with semimartingale noise	2022-11-01	Paper
Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise	2022-06-24	Paper
https://portal.mardi4nfdi.de/entity/Q5074652	2022-05-09	Paper
On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs	2021-12-31	Paper
On the differentiability of solutions to singularly perturbed SPDEs	2020-12-30	Paper
Refined existence and regularity results for a class of semilinear dissipative SPDEs	2020-11-12	Paper
An alternative proof of well-posedness of stochastic evolution equations in the variational setting	2020-09-21	Paper
Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum	2020-09-07	Paper
Ergodicity and Kolmogorov equations for dissipative SPDEs with singular drift: a variational approach	2020-01-22	Paper
Positivity of mild solution to stochastic evolution equations with an application to forward rates	2019-12-28	Paper
Strong solutions to SPDEs with monotone drift in divergence form	2019-07-31	Paper
A note on doubly nonlinear SPDEs with singular drift in divergence form	2019-03-05	Paper
On the well-posedness of SPDEs with singular drift in divergence form	2019-01-22	Paper
A variational approach to dissipative SPDEs with singular drift	2018-06-26	Paper
On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions	2018-06-21	Paper
On Well-Posedness of Semilinear Stochastic Evolution Equations on $L_p$ Spaces	2018-04-13	Paper
On the maximal inequalities of Burkholder, Davis and Gundy	2016-03-03	Paper
On smoothing properties of transition semigroups associated to a class of SDEs with jumps	2014-12-05	Paper
Well-posedness for a Class of Dissipative Stochastic Evolution Equations with Wiener and Poisson Noise	2014-02-19	Paper
Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps	2014-01-16	Paper
On maximal inequalities for purely discontinuous $L_q$-valued martingales	2013-11-27	Paper
Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs	2013-10-21	Paper
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods	2013-05-13	Paper
On the relation between forecast precision and trading profitability of financial analysts	2013-01-28	Paper
MULTIVARIATE HEAVY-TAILED MODELS FOR VALUE-AT-RISK ESTIMATION	2012-08-30	Paper
Existence of Weak Solutions for a Class of Semilinear Stochastic Wave Equations	2012-08-23	Paper
Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise	2011-09-09	Paper
ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS	2010-11-18	Paper
LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE	2010-08-03	Paper
Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise	2010-07-30	Paper
Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise	2010-03-11	Paper
\(L^p\) estimates for Feynman-Kac propagators with time-dependent reference measures	2010-02-19	Paper
Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise	2010-01-11	Paper
Stochastic FitzHugh-Nagumo equations on networks with impulsive noise	2009-11-20	Paper
STRONG SOLUTIONS FOR STOCHASTIC POROUS MEDIA EQUATIONS WITH JUMPS	2009-11-09	Paper
Variational inequalities in Hilbert spaces with measures and optimal stopping problems	2008-09-22	Paper
A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL	2008-05-20	Paper
Stability of sequential Markov Chain Monte Carlo methods	2007-11-20	Paper
A class of stochastic games with infinitely many interacting agents related to Glauber dynamics on random graphs	2007-10-19	Paper
Convergence of sequential Markov Chain Monte Carlo methods: I. Nonlinear flow of probability measures	2006-12-03	Paper
The stochastic goodwill problem	2006-10-25	Paper
https://portal.mardi4nfdi.de/entity/Q3375703	2006-03-16	Paper
Reconstructing the drift of a diffusion from partially observed transition probabilities	2005-09-29	Paper
On the reconstruction of the drift of a diffusion from transition probabilities which are partially observed in space	2004-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q4517806	2000-11-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Carlo Marinelli