Path-dependent equations and viscosity solutions in infinite dimension A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi
42 2018 Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato
Transactions of the American Mathematical Society 377 (01), 31-83, 2024
36 2024 Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension A Cosso, F Gozzi, I Kharroubi, H Pham, M Rosestolato
The Annals of Applied Probability 33 (4), 2863-2918, 2023
33 2023 Viscosity solutions of path-dependent PDEs with randomized time Z Ren, M Rosestolato
SIAM Journal on Mathematical Analysis 52 (2), 1943-1979, 2020
16 2020 Irreversible investment with fixed adjustment costs: a stochastic impulse control approach S Federico, M Rosestolato, E Tacconi
Mathematics and Financial Economics 13, 579-616, 2019
16 2019 Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance M Rosestolato, A Święch
Journal of Differential Equations 262 (3), 1897-1930, 2017
13 2017 Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions A Cosso, F Gozzi, M Rosestolato, F Russo
arXiv preprint arXiv:2107.05959, 2021
8 2021 Path-dependent SDEs in Hilbert spaces M Rosestolato
Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019
7 2019 -sequentially equicontinuous semigroupsS Federico, M Rosestolato
5 2020 Functional It\= o calculus in Hilbert spaces and application to path-dependent Kolmogorov equations M Rosestolato
arXiv preprint arXiv:1606.06326, 2016
4 2016 A note on stochastic Fubini's theorem and stochastic convolution M Rosestolato
arXiv preprint arXiv:1606.06340, 2016
4 2016 Functional Itō calculus in Hilbert spaces and application to path-dependent Kolmogorov equations M Rosestolato
arXiv e-prints, arXiv: 1606.06326, 2016
2 2016 -sequentially equicontinuous semigroups: theory and applicationsS Federico, M Rosestolato
arXiv preprint arXiv:1512.04589, 2015
1 2015 Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models M Ricciardi, M Rosestolato
arXiv preprint arXiv:2403.00413, 2024
2024 An optimal advertising model with carryover effect and mean field terms F Gozzi, F Masiero, M Rosestolato
arXiv preprint arXiv:2402.01015, 2024
2024 Akhmedov, Anar, and Naoyuki Monden, Genus 2 Lefschetz fibrations with b+ 2= 1 and c2= 1, 2, 1419 Akita, Toshiyuki, The adjoint group of a Coxeter quandle, 1245 JJ Asadollahi, NN Asadollahi, R Hafezi, R Vahed, NN Asadollahi, F Ballaÿ, ...
2020 THE ANNALS L MASSOULIÉ, N COOK, L GOLDSTEIN, T JOHNSON, A COSSO, ...
The Annals of Probability 46 (1), 2018
2018 Topics in stochastic calculus in infinite dimension for financial applications M Rosestolato
Scuola Normale Superiore, 2016
2016 Robustness for path-dependent volatility models M Rosestolato, T Vargiolu, G Villani
Decisions in Economics and Finance 36, 137-167, 2013
2013 Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension F Gozzi, A Cosso, I Kharroubi, H Pham, M Rosestolato
2021 Spring Southeastern Virtual Sectional Meeting, 0