The following pages link to Luca Di Persio (Q250438):
Displaying 25 items.
- Fecundity regulation in a spatial birth-and-death process (Q4965632) (← links)
- Markov Switching Model Analysis of Implied Volatility for Market Indexes with Applications to S&P 500 and DAX (Q5018126) (← links)
- (Q5057551) (← links)
- The quenched central limit theorem for a model of random walk in random environment (Q5153132) (← links)
- Asymptotic shape and the speed of propagation of continuous-time continuous-space birth processes (Q5214993) (← links)
- (Q5250200) (← links)
- (Q5416320) (← links)
- OPTIMAL EXECUTION STRATEGY UNDER ARITHMETIC BROWNIAN MOTION WITH VAR AND ES AS RISK PARAMETERS (Q5419792) (← links)
- Gibbs sampling approach to regime switching analysis of financial time series (Q5964593) (← links)
- Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems (Q6049872) (← links)
- Bilateral teleoperation of stochastic port‐Hamiltonian systems using energy tanks (Q6082378) (← links)
- Feynman-Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations (Q6095317) (← links)
- Time-delayed generalized BSDEs (Q6123263) (← links)
- Explosion and non-explosion for the continuous-time frog model (Q6124326) (← links)
- Stochastic port--Hamiltonian systems (Q6326559) (← links)
- Diffusion Approximation for Transport Equations with Dissipative Drifts (Q6398188) (← links)
- Classical gases with singular densities (Q6421424) (← links)
- Integrating Port-Hamiltonian Systems with Neural Networks: From Deterministic to Stochastic Frameworks (Q6527562) (← links)
- Enumerative theory for the Tsetlin library (Q6565648) (← links)
- Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (Q6579515) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
- Measure-valued affine and polynomial diffusions (Q6596205) (← links)
- A change of measure formula for recursive conditional expectations (Q6633866) (← links)
- Minimum-energy switching geometric filter on Lie groups for differential-drive wheeled mobile robots (Q6669727) (← links)
- Reinforcement Learning for Bidding Strategy Optimization in Day-Ahead Energy Market (Q6755013) (← links)
