Carlo Marinelli

activity

20032023

most citedStochastic optimal control of delay equations arising in advertising models

33 citations · 135 across the 41 of their papers we have counts for

collaborators

Showing 2020 · math.PRShow all

2 papers · 2 filters

math.PR2020

On the differentiability of solutions to singularly perturbed SPDEs

Carlo Marinelli

We consider semilinear stochastic evolution equations on Hilbert spaces with multiplicative Wiener noise and linear drift term of the type $A + εG$ , with $A$ and $G$ max…

math.PR2020

Singular perturbations and asymptotic expansions for SPDEs with an application to term structure models

Sergio Albeverio, Carlo Marinelli, Elisa Mastrogiacomo

We study the dependence of mild solutions to linear stochastic evolution equations on Hilbert space driven by Wiener noise, with drift having linear part of the type $A+\varepsilon…