Mauro Rosestolato

Available identifiers

Publication	Date of Publication	Type
An optimal advertising model with carryover effect and mean field terms	2024-11-01	Paper
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions	2024-01-09	Paper
Optimal control of path-dependent McKean-Vlasov SDEs in infinite-dimension	2023-07-31	Paper
Path-Dependent SDEs in Hilbert Spaces	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	2020-12-16	Paper
Viscosity solutions of path-dependent PDEs with randomized time	2020-04-23	Paper
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach	2019-08-30	Paper
Path-dependent equations and viscosity solutions in infinite dimension	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	2015-12-14	Paper
Path-dependent equations and viscosity solutions in infinite dimension	2015-02-19	Paper
Robustness for path-dependent volatility models	2013-11-07	Paper
An optimal advertising model with carryover effect and mean field terms	N/A	Paper
Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models	N/A	Paper

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