Publications
Articles, books, patents, proceedings, etc. by members of the Department.
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DI GIROLAMI, Cristina; FABBRI G.; RUSSO F., The covariation for Banach space valued processes and applications, «METRIKA», 2014, VXXVII, pp. 51 - 104 [Scientific article]
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DI GIROLAMI, Cristina; RUSSO F., Generalized covariation for Banach space valued processes, Itô formula and applications, «OSAKA JOURNAL OF MATHEMATICS», 2014, VI, pp. 729 - 783 [Scientific article]
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Federico S.; Pham H., Characterization of the optimal boundaries in reversible investment problems, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2014, 52, pp. 2180 - 2223 [Scientific article]
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Di Giacinto M.; Federico S.; Gozzi F.; Vigna E., Income drawdown option with minimum guarantee, «EUROPEAN JOURNAL OF OPERATIONAL RESEARCH», 2014, 234, pp. 610 - 624 [Scientific article]
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Federico S.; Gassiat P., Viscosity Characterization of the Value Function of an Investment-Consumption Problem in Presence of an Illiquid Asset, «JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS», 2014, 160, pp. 966 - 991 [Scientific article]
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Federico S.; Tacconi E., Dynamic programming for optimal control problems with delays in the control variable?, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2014, 52, pp. 1203 - 1236 [Scientific article]
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Bruckner F.; Suess D.; Feischl M.; Führer T.; Goldenits P.; Page M.; Praetorius D.; Ruggeri M., Multiscale modeling in micromagnetics: Existence of solutions and numerical integration, «MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES», 2014, 24, pp. 2627 - 2662 [Scientific article]
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Boffi D.; Gastaldi L.; Ruggeri M., Mixed formulation for interface problems with distributed Lagrange multiplier, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2014, 68, pp. 2151 - 2166 [Scientific article]
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Abert C.; Hrkac G.; Page M.; Praetorius D.; Ruggeri M.; Suess D., Spin-polarized transport in ferromagnetic multilayers: An unconditionally convergent FEM integrator, «COMPUTERS & MATHEMATICS WITH APPLICATIONS», 2014, 68, pp. 639 - 654 [Scientific article]
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Caracciolo S.; Sicuro G., One-dimensional Euclidean matching problem: Exact solutions, correlation functions, and universality, «PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS», 2014, 90, pp. 042112-1 - 042112-8 [Scientific article]
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Caracciolo S.; Lucibello C.; Parisi G.; Sicuro G., Scaling hypothesis for the Euclidean bipartite matching problem, «PHYSICAL REVIEW E, STATISTICAL, NONLINEAR, AND SOFT MATTER PHYSICS», 2014, 90, pp. 012118-1 - 012118-9 [Scientific article]
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Leo R.A.; Sicuro G.; Tempesta P., A theorem on the existence of symmetries of fractional PDEs, «COMPTES RENDUS MATHÉMATIQUE», 2014, 352, pp. 219 - 222 [Scientific article]