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researcher

E. Mastrogiacomo

14 papers hereh-index 10305 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author4
  • middle author4
  • last author4

Across the 13 of 14 papers where every author was matched, so the position is known.

fields
  • math.PR8
  • math.OC4
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20072023
most citedOptimal control of stochastic differential equations with dynamical boundary conditions

13 citations · 32 across the 13 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

math.PR2011

Feedback Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels

Fulvia Confortola, Elisa Mastrogiacomo

In this paper we are concerned with a class of stochastic Volterra integro-differential problems with completely monotone kernels, where we assume that the noise enters the system…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.