2 papers
math.AP2025
Fractional Sobolev spaces related to an ultraparabolic operator
Antonello Pesce, Sascha Portaro
We propose a functional framework of fractional Sobolev spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak Hörmander condition. We characterize the…
math.OC2024
Nash equilibrium in a singular stochastic game between two renewable power producers with price impact
Stefano Pagliarani, Antonello Pesce, Tiziano Vargiolu
We study the singular stochastic game, formulated in Awerkin and Vargiolu (Decis. Econ. Finance 44(2), 2021), between two agents aiming at maximizing their profits by installing ph…