1 citations · 1 across the 4 of their papers we have counts for
4 papers
A note on stochastic semilinear dissipative evolution equations
Carlo Marinelli
Existence and uniqueness of mild solutions to a class of semilinear stochastic evolution equations with additive noise is proved. The linear part of the drift term is the generator…
On the relative performance of some parametric and nonparametric estimators of option prices
Carlo Marinelli, Stefano D'Addona
We examine the empirical performance of some parametric and nonparametric estimators of prices of options with a fixed time to maturity, focusing on variance-gamma and Heston model…
On mild solutions to some dissipative SPDEs on spaces with additive noise
Carlo Marinelli
We establish well-posedness in the mild sense for a class of stochastic semilinear evolution equations on spaces on bounded domains of with a nonlinear drift t…
Existence and regularity of the density for the solution to semilinear dissipative parabolic SPDEs
Carlo Marinelli, Eulalia Nualart, Lluís Quer-Sardanyons
We prove existence and smoothness of the density of the solution to a nonlinear stochastic heat equation on (evaluated at fixed points in time and space), where…