3 papers
math.PR2026
Strong Solutions to SDEs with Supercritical Drift Arising in Navigation Problems
Carlo Ciccarella
We prove strong existence and pathwise uniqueness for two stochastic models of a seeker steering toward a target, written in polar coordinates. In both, the angular drift carries a…
math.PR2025
Pointwise explicit estimates for derivatives of solutions to linear parabolic PDEs with Neumann boundary conditions
C Ciccarella
We derive explicit pointwise bounds for the spatial derivative of solutions to linear parabolic PDEs with Neumann boundary conditions…
math.OC2025
Stochastic Control Problems Motivated by Sailboat Trajectory Optimization
Carlo Ciccarella, Robert C. Dalang, Laura Vinckenbosch
We develop a mathematical model for sailboat navigation that can play the same role that the Black and Scholes model plays in mathematical finance: it captures essential features o…