Mauro Rosestolato

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Papers (7)

1. Viscosity solutions of path-dependent PDEs with randomized time math.PR · 2018 · author #2
2. Irreversible investment with fixed adjustment costs: a stochastic impulse control approach math.OC · 2018 · author #2
3. A note on stochastic Fubini's theorem and stochastic convolution math.PR · 2016 · author #1
4. Functional It\=o calculus in Hilbert spaces and application to path-dependent Kolmogorov equations math.PR · 2016 · author #1
5. Path-dependent SDEs in Hilbert spaces math.PR · 2016 · author #1
6. Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance math.PR · 2015 · author #1
7. $C_0$-sequentially equicontinuous semigroups: theory and applications math.FA · 2015 · author #2

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Frequent Coauthors

• Salvatore Federico 2 shared papers
• Andrzej \'Swiech 1 shared papers
• Elisa Tacconi 1 shared papers
• Zhenjie Ren 1 shared papers