activity
20182022
most citedFractional Ornstein-Uhlenbeck process with stochastic forcing and its applications

22 citations · 22 across the 5 of their papers we have counts for

collaborators

18 papers

math.AP2022

Stability of ground state eigenvalues of non-local Schrödinger operators with respect to potentials and applications

Giacomo Ascione, József Lőrinczi

In a first part of this paper we investigate the continuity (stability) of the spectrum of a class of non-local Schrödinger operators on varying the potentials. By imposing conditi…

math.OC2022

Mean field sparse optimal control of systems with additive white noise

Giacomo Ascione, Daniele Castorina, Francesco Solombrino

We analyze the problem of controlling a multi-agent system with additive white noise through parsimonious interventions on a selected subset of the agents (leaders). For such a con…

math.PR2021

Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach

Giacomo Ascione, Giuseppe D'Onofrio

We consider a linear stochastic differential equation with stochastic drift and multiplicative noise. We study the problem of approximating its solution with the process that solve…

math.AP2021

A matrix Harnack inequality for semilinear heat equations

Giacomo Ascione, Daniele Castorina, Giovanni Catino +1

We derive a matrix version of Li \& Yau--type estimates for positive solutions of semilinear heat equations on Riemannian manifolds with nonnegative sectional curvatures and parall…

math.FA2021

A spherical rearrangement proof of the stability of a Riesz-type inequality and an application to an isoperimetric type problem

Giacomo Ascione

We prove the stability of the ball as global minimizer of an attractive shape functional under volume constraint, by means of mass transportation arguments. The stability exponent…

math.PR2020

Convergence results for the Time-Changed fractional Ornstein-Uhlenbeck processes

Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi

In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein-Uhlenbeck process. In particular, we establish tha…