Mauro Rosestolato

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control SIAM Journal on Mathematical Analysis	2026-01-23	Paper
An optimal advertising model with carryover effect and mean field terms Mathematics and Financial Economics	2024-11-01	Paper
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions Transactions of the American Mathematical Society	2024-01-09	Paper
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension The Annals of Applied Probability	2023-07-31	Paper
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension The Annals of Applied Probability	2023-07-31	Paper
Path-Dependent SDEs in Hilbert Spaces Springer Proceedings in Mathematics & Statistics	2022-09-30	Paper
Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions	2021-07-13	Paper
\(C_0\)-sequentially equicontinuous semigroups Kyoto Journal of Mathematics	2020-12-16	Paper
\(C_0\)-sequentially equicontinuous semigroups Kyoto Journal of Mathematics	2020-12-16	Paper
Viscosity solutions of path-dependent PDEs with randomized time SIAM Journal on Mathematical Analysis	2020-04-23	Paper
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach Mathematics and Financial Economics	2019-08-30	Paper
Path-dependent equations and viscosity solutions in infinite dimension The Annals of Probability	2018-04-27	Paper
Functional It\=o calculus in Hilbert spaces and application to path-dependent Kolmogorov equations	2016-06-20	Paper
A note on stochastic Fubini's theorem and stochastic convolution	2016-06-20	Paper
$C_0$-sequentially equicontinuous semigroups: theory and applications (available as arXiv preprint)	2015-12-14	Paper
Path-dependent equations and viscosity solutions in infinite dimension (available as arXiv preprint)	2015-02-19	Paper
Robustness for path-dependent volatility models Decisions in Economics and Finance	2013-11-07	Paper
An optimal advertising model with carryover effect and mean field terms (available as arXiv preprint)	N/A	Paper
Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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