Publications

M.C. Nucci, Many conserved quantities induced by Lie symmetries of a Lagrangian system, «PHYSICS LETTERS A», 2011, 375, pp. 1375 - 1377 [Scientific article]

Coviello R.; DI GIROLAMI, Cristina; Russo F., On stochastic calculus related to financial assets without semimartingales, «BULLETIN DES SCIENCES MATHEMATIQUES», 2011, 135, pp. 733 - 774 [Scientific article]

DI GIROLAMI, Cristina; Russo F., Clark-Ocone type formula for non-semimartingales with finite quadratic variation, «COMPTES RENDUS MATHÉMATIQUE», 2011, 349, pp. 209 - 214 [Scientific article]

Martino V., A symmetry result on reinhardt domains, «DIFFERENTIAL AND INTEGRAL EQUATIONS», 2011, 24, pp. 495 - 504 [Scientific article]

Di Giacinto M.; Federico S.; Gozzi F., Pension funds with a minimum guarantee: A stochastic control approach, «FINANCE AND STOCHASTICS», 2011, 15, pp. 297 - 342 [Scientific article]

Federico S.; Goldys B.; Gozzi F., HJB equations for the optimal control of differential equations with delays and state constraints, ii: Verification and optimal feedbacks, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2011, 49, pp. 2378 - 2414 [Scientific article]

Federico S.; Oksendal B.K., Optimal Stopping of Stochastic Differential Equations with Delay Driven by Lévy Noise, «POTENTIAL ANALYSIS», 2011, 34, pp. 181 - 198 [Scientific article]

Federico S., A stochastic control problem with delay arising in a pension fund model, «FINANCE AND STOCHASTICS», 2011, 15, pp. 421 - 459 [Scientific article]

D'Andrea A.; Marchei G., Representations of Lie pseudoalgebras with coefficients, «JOURNAL OF ALGEBRA», 2011, 329, pp. 92 - 106 [Scientific article]

Pagani, N., The Orbifold Cohomology of Moduli of Hyperelliptic Curves, «INTERNATIONAL MATHEMATICS RESEARCH NOTICES», 2011, 2012, pp. 2163 - 2178 [Scientific article]

Maggiolo, Stefano; Pagani, Nicola, Generating stable modular graphs, «JOURNAL OF SYMBOLIC COMPUTATION», 2011, 46, pp. 1087 - 1097 [Scientific article]

Galli, Laura; A. N., Letchford, Small bipartite subgraph polytopes, «OPERATIONS RESEARCH LETTERS», 2010, 38, pp. 337 - 340 [Scientific article]

F. Tramontana; L. Gardini; R. Dieci; F. Westerhoff, Global Bifurcations in a Three-Dimensional Financial Model of "Bull and Bear" Interactions, in: G. I. BISCHI; C. CHIARELLA; L. GARDINI, Nonlinear Dynamics in Economics, Finance and the Social Sciences, BERLIN, Springer-Verlag, 2010, pp. 333 - 352 [Chapter or essay]

S.Morigi; L.Reichel; F.Sgallari, An interior point method for large constrained discrete ill-posed problems, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2010, 233/5 (2010), pp. 1288 - 1297 [Scientific article]

S.Morigi, Geometric Surface Evolution with Tangential Contribution, «JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS», 2010, 233/5, pp. 1277 - 1287 [Scientific article]

L.Reichel; S.Morigi; F. Sgallari, Noise-reducing cascadic multilevel methods for linear discrete ill-posed problems, «NUMERICAL ALGORITHMS», 2010, 53, pp. 1 - 22 [Scientific article]

N. Arcozzi; R. Rochberg; E. Sawyer; B. Wick, Bilinear Forms on the Dirichlet Space, «ANALYSIS & PDE», 2010, 3, pp. 21 - 47 [Scientific article]

A. Bove; M. Mughetti; D.S. Tartakoff., Gevrey Hypoellipticity for an interesting variant of Kohn's operator, in: PETER EBENFELT, NORBERT HUNGERBÜHLER, JOSEPH J. KOHN, NGAIMING MOK, EMIL J. STRAUBE, Complex Analysis - Several complex variables and connections with PDE theory and geometry, BOSTON, Birkhäuser, 2010, pp. 51 - 74 [Chapter or essay]

N. Arcozzi; R.Rochberg; E. Sawyer, Two variations on the Drury-Arveson space, in: Hilbert Spaces of Analytic Functions, BOCA RATON, AMS and CRM-Montréal, 2010, pp. 41 - 58 (atti di: Conference on Hilbert Spaces of Analytic Functions, Montréal, 8-12/12/2008) [Contribution to conference proceedings]

K. Nystrom, M. Frentz, S. Polidoro; A. Pascucci, Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options, «MATHEMATISCHE ANNALEN», 2010, 347, pp. 805 - 838 [Scientific article]