P. D. Pra

发表

McKean-Vlasov limit for interacting random processes in random media

F. Hollander, P. D. Pra, P. Pra, 1996 .

Large portfolio losses: A dynamic contagion model

W. Runggaldier, P. D. Pra, E. Sartori, 2007, 0704.1348.

Heterogeneous credit portfolios and the dynamics of the aggregate losses

P. D. Pra, M. Tolotti, P. Pra, 2008, 0806.3399.

Connections between stochastic control and dynamic games

Wolfgang J. Runggaldier, Paolo Dai Pra, Lorenzo Meneghini, 1996, Math. Control. Signals Syst..

On the Markov processes of Schrödinger, the Feynman-Kac formula and stochastic control

M. Pavon, P. D. Pra, 1990 .

A Maximum Entropy Approach to the Realizability of Spin

M. Pavon, P. D. Pra, Neeraja Sahasrabudhe, 2013 .

A stochastic control approach to reciprocal diffusion processes

Paolo Dai Pra, P. D. Pra, P. Pra, 1991 .

Entropy inequalities for unbounded spin systems

Anna Maria Paganoni, Gustavo Posta, Paolo Dai Pra, 2002 .

Convex entropy decay via the Bochner-Bakry-Emery approach

Gustavo Posta, Paolo Dai Pra, Pietro Caputo, 2007 .

Fluctuation theorems for synchronization of interacting Pólya’s urns

I. Crimaldi, P. D. Pra, I. Minelli, 2014, 1407.5043.

Forward accessibility for recurrent neural networks

P. D. Pra, F. Albertini, P. Dai Pra, 1995, IEEE Trans. Autom. Control..

Entropy decay for interacting systems via the Bochner-Bakry-Émery approach

P. D. Pra, G. Posta, P. Pra, 2012, 1205.4599.

A hierarchical mean field model of interacting spins

P. D. Pra, M. Formentin, G. Pelino, 2019, 1910.13469.

Realizable monotonicity for continuous-time Markov processes

P. D. Pra, P. Louis, I. Minelli, 2010, 1603.02223.

Observability of discrete-time recurrent neural networks coupled with linear systems

F. Albertini, P. D. Pra, 2006 .

Stochastic Mean-Field Dynamics and Applications to Life Sciences

P. D. Pra, P. Pra, 2017 .

On dynamic programming for sequential decision problems under a general form of uncertainty

Wolfgang J. Runggaldier, Paolo Dai Pra, Cristina Rudari, 1997, Math. Methods Oper. Res..

Proliferation and Death in a Binary Environment: A Stochastic Model of Cellular Ecosystems

R. Chignola, P. D. Pra, L. M. Morato, 2006, Bulletin of mathematical biology.

Mathematics of Control , Signals , and Systems Stochastic Processes for Bounded Noise *

G. Colombo, P. D. Pra, V. Křivan, 2003 .

Time to Absorption for a Heterogeneous Neutral Competition Model

A. Maritan, P. D. Pra, M. Formentin, 2013, 1311.4368.

On the Convergence Problem in Mean Field Games: A Two State Model without Uniqueness

P. D. Pra, Markus Fischer, Alekos Cecchin, 2018, SIAM J. Control. Optim..

n . R M ] 1 1 A pr 2 00 7 Large portfolio losses ; A dynamic contagion model

W. Runggaldier, P. D. Pra, E. Sartori, 2009 .

RHYTHMIC BEHAVIOR IN LARGE SCALE SYSTEMS : A MODEL RELATED TO MEAN-FIELD GAMES

P. D. Pra, E. Sartori, M. Tolotti, 2016 .

Risk-sensitive control and dynamic games 165 3 SMALL-NOISE HIGH-RISK LIMIT : THE CASE OF COMPLETE OBSERVATION

P. D. Pra, Cristina Rudari, 2013 .

Time to Absorption for a Heterogeneous Neutral Competition Model

A. Maritan, P. D. Pra, M. Formentin, 2014, Journal of Statistical Physics.

Notes for the course: Semigroups and Markov Processes

P. D. Pra, P. Pra, 2012 .

STOCHASTIC ATTRACTORS FOR NON-ERGODIC MARKOV PROCESSES: SOME EXAMPLES

P. D. Pra, I. Minelli, P. Pra, 2006 .

Climb on the Bandwagon: Consensus and Periodicity in a Lifetime Utility Model with Strategic Interactions

Marco Tolotti, Paolo Dai Pra, Elena Sartori, 2018, Dyn. Games Appl..

Strategic Interaction in Interacting Particle Systems

Marco Tolotti, Paolo Dai Pra, Elena Sartori, 2018 .

A Maximum Entropy Approach to the Realizability of Spin Correlation Matrices

Michele Pavon, Neeraja Sahasrabudhe, Paolo Dai Pra, 2013, Entropy.

PR ] 7 M ar 2 01 6 Realizable monotonicity for continuous-time Markov processes

P. D. Pra, P. Louis, I. Minelli, 2018 .

Hitting times for special patterns in the symmetric exclusion process on Z^d

P. D. Pra, A. Asselah, P. Pra, 2003, math/0309182.

Rhythmic behavior of an Ising Model with dissipation at low temperature

R. Cerf, P. D. Pra, M. Formentin, 2020, 2002.08244.

SCALING AND MULTISCALING IN FINANCIAL INDEXES : A SIMPLE MODEL

P. D. Pra, A. Andreoli, F. Caravenna, 2010 .

PR ] 1 M ay 2 01 3 A Curie-Weiss model with dissipation

P. D. Pra, Markus Fischer, D. Regoli, 2013 .

LARGE PORTFOLIO LOSSES: A DYNAMIC CONTAGION MODEL BY PAOLO DAI PRA,

W. Runggaldier, P. D. Pra, E. Sartori, 2009 .

Synchronization via Interacting Reinforcement

Pierre-Yves Louis, Paolo Dai Pra, Ida G. Minelli, 2014, Journal of Applied Probability.

The role of disorder in the dynamics of critical fluctuations of mean field models

P. D. Pra, Francesca Collet, 2011, 1111.3587.

Noise-induced periodicity: some stochastic models for complex biological systems

Daniele Regoli, Paolo Dai Pra, Giambattista Giacomin, 2014 .