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researcher

Andrea Cosso

35 papers hereh-index 16832 citations44 works total

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

author position
  • sole author3
  • first author17
  • middle author11
  • last author4

Across the 35 of 35 papers where every author was matched, so the position is known.

fields
  • math.PR24
  • math.OC5
  • math.AP2
  • physics.ins-det1
  • q-fin.CP1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20122026
most citedOptimal investment with intermediate consumption under no unbounded profit with bounded risk

32 citations · 104 across the 30 of their papers we have counts for

collaborators
Showing 2023Show all

1 paper · 1 filter

math.PR2023★ 7 cited

On smooth approximations in the Wasserstein space

Andrea Cosso, Mattia Martini

In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability.…

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