Carlo Marinelli
Finance · 2004–2013
A researcher in the Science corpus: 7 papers; trusts 15 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 42 citations into it; #7,280 of 10,518 by trust here, #4,732 by citations
- Computational Theory and Mathematics — 19 citations into it; #11,152 of 12,182 by trust here, #6,798 by citations
- Mathematical Physics — 11 citations into it
- Applied Mathematics — 10 citations into it
- Economics and Econometrics — 9 citations into it
- Control and Systems Engineering — 8 citations into it; #7,513 of 8,257 by trust here, #4,722 by citations
- Modeling and Simulation — 5 citations into it
Whom Carlo Marinelli trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Erika Hausenblas
- Marco Fuhrman
- Hiroshi Kunita
- Giuseppe Da Prato
- Sandra Cerrai
- Jin Feng
- B. Larssen
- Michael Röckner
- Jan Seidler
- Claudia Prévôt
Who trusts Carlo Marinelli overall
- Michael Röckner
- Stoyan Stoyanov
- Zdzisław Brzeźniak
- Giuseppe Da Prato
- Alfredo Noel Iusem
- Eduardo Abi Jaber
- Svetlozar T. Rachev
Papers from Carlo Marinelli's perspective
Ordered by how strongly the researchers Carlo Marinelli trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic equations in infinite dimensions
- Stochastic Differential Equations Based on Lévy Processes and Stochastic Flows of Diffeomorphisms
- Second Order Partial Differential Equations in Hilbert Spaces: Bibliography
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
- Liouville theorems for non-local operators
- Second Order Pde's in Finite and Infinite Dimension: A Probabilistic Approach
- Information Theory, Inference, and Learning Algorithms
- Perturbations of Generalized Mehler Semigroups and Applications to Stochastic Heat Equations with Levy Noise and Singular Drift
- OPTIMUM BOUNDS FOR THE DISTRIBUTIONS OF MARTINGALES IN BANACH SPACES
- A Concise Course on Stochastic Partial Differential Equations
Their papers
- Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise (2008) — 106 citations
- Well Posedness and Asymptotic Behavior for Stochastic Reaction-Diffusion Equations with Multiplicative Poisson Noise (2009) — 53 citations
- A comparison of some univariate models for Value-at-Risk and Expected Shortfall (2007) — 49 citations
- Stochastic optimal control of delay equations arising in advertising models (2004) — 110 citations
- On the maximal inequalities of Burkholder, Davis and Gundy (2013) — 77 citations
- On Maximal Inequalities for Purely Discontinuous Martingales in Infinite Dimensions (2013) — 70 citations
- LOCAL WELL‐POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE (2007) — 65 citations