output
20192023
most citedAdaptive strategy in Kelly's horse races model

11 citations

researchers with a paper here
collaborating institutions

8 papers

math-ph2023★ 4 cited

Integrable Ito equations and properties of the associated Fokker-Planck equations

Giuseppe Gaeta, Miguel Angel Rodriguez

In a recent paper we have classified scalar Ito equations which admits a standard symmetry; these are also directly integrable by the Kozlov substitution. In the present work, we c…

math-ph2022★ 1 cited

Integrable Ito equations with multiple noises

Giuseppe Gaeta, Miguel Angel Rodriguez

The classification of scalar Ito equations with a single noise source which admit a so called standard symmetry and hence are -- by the Kozlov construction -- integrable is by now…

math-ph2022★ 3 cited

Symmetry classification of scalar autonomous Ito stochastic differential equations with simple noise

Giuseppe Gaeta, Miguel Angel Rodriguez

It is known that knowledge of a symmetry of a scalar Ito stochastic differential equations leads, thanks to the Kozlov substitution, to its integration. In the present paper we pro…

cond-mat.stat-mech2022★ 11 cited

Adaptive strategy in Kelly's horse races model

Armand Despons, David Lacoste, Luca Peliti

We formulate an adaptive version of Kelly's horse model in which the gambler learns from past race results using Bayesian inference. A known asymptotic scaling for the difference b…

math-ph2021

Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations

Giuseppe Gaeta, Roman Kozlov, Francesco Spadaro

We consider several aspects of conjugating symmetry methods, including the method of invariants, with an asymptotic approach. In particular we consider how to extend to the stochas…

q-bio.PE2021★ 2 cited

Mass vaccination in a roaring pandemic

Giuseppe Gaeta

Mass vaccination produces a reduction in virus circulation, but also evolutive pressure towards the appearance of virus-resistant strains. We discuss the balance between these two…