1 citations · 2 across the 17 of their papers we have counts for
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Measure-valued processes for energy markets
Christa Cuchiero, Luca Di Persio, Francesco Guida +1
We introduce a framework that allows to employ (non-negative) measure-valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the p…
Diffusion Approximation for Transport Equations with Dissipative Drifts
Luca Di Persio, Yuri Kondratiev, Viktorya Vardanyan
We study stochastic differential equations(SDEs) with a small perturbation parameter. Under the dissipative condition on the drift coefficient and the local Lipschitz condition on…
Weak energy shaping for stochastic controlled port-Hamiltonian systems
Francesco G. Cordoni, Luca Di Persio, Riccardo Muradore
The present work address the problem of energy shaping for stochastic port-Hamiltonian system. Energy shaping is a powerful technique that allows to systematically find feedback la…