4 papers
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
Boualem Djehiche, Fausto Gozzi, Giovanni Zanco +1
We consider the life-cycle optimal portfolio choice problem faced by an agent receiving labor income and allocating her wealth to risky assets and a riskless bond subject to a borr…
Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in
Stefano Bonaccorsi, Luciano Tubaro, Margherita Zanella
On the infinite dimensional space of continuous paths from to , , endowed with the Wiener measure , we construct a surface measure defined on l…
Stochastic vorticity equation in with not regular noise
Benedetta Ferrario, Margherita Zanella
We consider the Navier-Stokes equations in vorticity form in with a white noise forcing term of multiplicative type, whose spatial covariance is not regular enough t…
Absolute continuity of the law for the two dimensional stochastic Navier-Stokes equations
Benedetta Ferrario, Margherita Zanella
We consider the two dimensional Navier-Stokes equations in vorticity form with a stochastic forcing term given by a gaussian noise, white in time and coloured in space. First, we p…