Publications
Articles, books, patents, proceedings, etc. by members of the Department.
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M.C. Nucci, Quantization of classical mechanics: shall we Lie?, «THEORETICAL AND MATHEMATICAL PHYSICS», 2011, 168, pp. 994 - 1001 [Scientific article]
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M.C. Nucci, Many conserved quantities induced by Lie symmetries of a Lagrangian system, «PHYSICS LETTERS A», 2011, 375, pp. 1375 - 1377 [Scientific article]
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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]
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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]
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Martino V., A symmetry result on reinhardt domains, «DIFFERENTIAL AND INTEGRAL EQUATIONS», 2011, 24, pp. 495 - 504 [Scientific article]
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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]
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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]
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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]
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Federico S., A stochastic control problem with delay arising in a pension fund model, «FINANCE AND STOCHASTICS», 2011, 15, pp. 421 - 459 [Scientific article]
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D'Andrea A.; Marchei G., Representations of Lie pseudoalgebras with coefficients, «JOURNAL OF ALGEBRA», 2011, 329, pp. 92 - 106 [Scientific article]