4 papers · 1 filter
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…
Asymptotic expansion for some local volatility models arising in finance
Sergio ALbeverio, Francesco Cordoni, Luca Di Persio +1
In this paper we study the small noise asymptotic expansions for certain classes of local volatility models arising in finance. We provide explicit expressions for the involved coe…
Optimal control for the stochastic FitzHugh-Nagumo model with recovery variable
Francesco Cordoni, Luca Di Persio
In the present paper we derive the existence and uniqueness of a solution for the optimal control problem determined by a stochastic FitzHugh-Nagumo equation with recovery variable…
Stochastic reaction-diffusion equations on networks with dynamic time-delayed boundary conditions
Francesco Cordoni, Luca Di Persio
We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise pertur…