22 citations · 51 across the 20 of their papers we have counts for
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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…
Foreign exchange options on Heston-CIR model under Lévy process framework
Giacomo Ascione, Farshid Mehrdoust, Giuseppe Orlando +1
In this paper, we consider the Heston-CIR model with Lévy process for pricing in the foreign exchange (FX) market by providing a new formula that better fits the distribution of pr…
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…
Non-local heat equations with moving boundary
Giacomo Ascione, Pierre Patie, Bruno Toaldo
In this paper we consider non-local (in time) heat equations on time-increasing parabolic sets whose boundary is determined by a suitable curve. We provide a notion of solution for…
A sojourn-based approach to semi-Markov Reinforcement Learning
Giacomo Ascione, Salvatore Cuomo
In this paper we introduce a new approach to discrete-time semi-Markov decision processes based on the sojourn time process. Different characterizations of discrete-time semi-Marko…