Carlo Marinelli

Carlo Marinelli

Libera Università di Bolzano - Bolzano / Italy
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1754925
Free University of Bozen
person_outline Carlo Marinelli's MOST POPULAR ARTICLES
1-) Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noiseC Marinelli, C Prévôt, M RöcknerJournal of Functional Analysis 258 (2), 616-649, 20101062010
2-) Stochastic Optimal Control of Delay Equations Arising in Advertising ModelsF Gozzi, C MarinelliStochastic Partial Differential Equations and Applications-VII, 2005822005
3-) On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effectsF Gozzi, C Marinelli, S SavinJournal of optimization theory and applications 142, 291-321, 2009762009
4-) On the maximal inequalities of Burkholder, Davis and GundyC Marinelli, M RöcknerExpositiones Mathematicae 34 (1), 1-26, 2016852016
5-) A comparison of some univariate models for Value-at-Risk and expected shortfallC Marinelli, S d\'Addona, ST RachevInternational Journal of Theoretical and Applied Finance 10 (6), 1043-1075, 2007802007