15 citations · 36 across the 11 of their papers we have counts for
8 papers · 1 filter
A spatial measure-valued model for radiation-induced DNA damage kinetics and repair under protracted irradiation condition
Francesco G. Cordoni
In the present work, we develop a general spatial stochastic model to describe the formation and repair of radiation-induced DNA damage. The model is described mathematically as a…
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…
Stochastic port--Hamiltonian systems
Francesco Cordoni, Luca Di Persio, Riccardo Muradore
In the present work we formally extend the theory of port-Hamiltonian systems to include random perturbations. In particular, suitably choosing the space of flow and effort variabl…
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…
A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
Francesco Cordoni, Luca Di Persio, Lucian Maticiuc +1
We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,ϕ)+\mathcal{L}u(t,ϕ)+f(t,ϕ,u(t,ϕ),\pa…
A nonlinear Kolmogorov equation for stochastic functional delay differential equations with jumps
Francesco Cordoni, Luca Di Persio, Immacolata Oliva
We consider a stochastic functional delay differential equation, namely an equation whose evolution depends on its past history as well as on its present state, driven by a pure di…