| 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 | 49 | 2024 |
| Path-dependent equations and viscosity solutions in infinite dimension A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi | 45 | 2018 |
| 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 | 44 | 2023 |
| Viscosity solutions of path-dependent PDEs with randomized time Z Ren, M Rosestolato SIAM Journal on Mathematical Analysis 52 (2), 1943-1979, 2020 | 20 | 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 | 15 | 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 | 11 | 2021 |
| Path-dependent SDEs in Hilbert spaces M Rosestolato Frontiers in Stochastic Analysis–BSDEs, SPDEs and their Applications …, 2019 | 7 | 2019 |
| -sequentially equicontinuous semigroups S Federico, M Rosestolato | 6 | 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 | 3 | 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 |
| Mean Field Games Incorporating Carryover Effects: Optimizing Advertising Models M Ricciardi, M Rosestolato arXiv preprint arXiv:2403.00413, 2024 | 1 | 2024 |
| -sequentially equicontinuous semigroups: theory and applications S Federico, M Rosestolato arXiv preprint arXiv:1512.04589, 2015 | 1 | 2015 |
| Representation of stochastic optimal control problems with delay in the control variable CD Girolami, M Rosestolato Decisions in Economics and Finance, 1-20, 2024 | | 2024 |
| An optimal advertising model with carryover effect and mean field terms F Gozzi, F Masiero, M Rosestolato Mathematics and Financial Economics, 1-15, 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 |
Fausto GozziLuiss University, Roma, ItalyVerified email at luiss.it
