Carlo Marinelli

发表

STABILITY OF SEQUENTIAL MARKOV CHAIN MONTE CARLO METHODS

Andreas Eberle, Carlo Marinelli, A. Eberle, 2007 .

Existence of Weak Solutions for a Class of Semilinear Stochastic Wave Equations

Carlo Marinelli, Lluís Quer-Sardanyons, Carlo Marinelli, 2010, SIAM J. Math. Anal..

Optimal advertising under uncertainty with carryover effects

Sergei Savin, Carlo Marinelli, Fausto Gozzi, 2009 .

Optimal Distributed Dynamic Advertising

Sergei Savin, Carlo Marinelli, Sergei V. Savin, 2004, math/0406435.

On Well-Posedness of Semilinear Stochastic Evolution Equations on Lp Spaces

Carlo Marinelli, Carlo Marinelli, 2015, SIAM J. Math. Anal..

On Controlled Linear Diffusions with Delay in a Model of Optimal Advertising under Uncertainty with Memory Effects

Sergei Savin, Carlo Marinelli, Fausto Gozzi, 2007, J. Optimization Theory and Applications.

The stochastic goodwill problem

Carlo Marinelli, 2007, Eur. J. Oper. Res..

On pointwise Malliavin differentiability of solutions to semilinear parabolic SPDEs

Carlo Marinelli, 2021 .

The Stochastic Goodwill Problem

Carlo Marinelli, 2003 .

CONVERGENCE OF SEQUENTIAL MARKOV CHAIN MONTE CARLO METHODS: I. NONLINEAR FLOW OF PROBABILITY MEASURES

Andreas Eberle, Carlo Marinelli, A. Eberle, 2006, math/0612074.

Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps

Luca Di Persio, Carlo Marinelli, Giacomo Ziglio, 2012, 1205.5875.

Stochastic optimal control of delay equations arising in advertising models

Carlo Marinelli, Fausto Gozzi, Fausto Gozzi, 2004, math/0412403.

Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise

Carlo Marinelli, Michael Rockner, M. Rockner, 2008, 0808.1509.

A Comparison of Some Univariate Models for Value-at-Risk and Expected Shortfall

Carlo Marinelli, Stefano d'Addona, S. Rachev, 2006 .

Subordinated Exchange Rate Models: Evidence for Heavy Tailed Distributions and Long-Range Dependence

Svetlozar T. Rachev, Carlo Marinelli, R. Roll, 2001 .

Ergodicity for nonlinear stochastic evolution equations with multiplicative Poisson noise

Carlo Marinelli, Giacomo Ziglio, Carlo Marinelli, 2009, 0909.3725.

Lp estimates for Feynman–Kac propagators with time-dependent reference measures

Andreas Eberle, Carlo Marinelli, A. Eberle, 2009, 0905.4411.

On the maximal inequalities of Burkholder, Davis and Gundy

Carlo Marinelli, Michael Rockner, M. Rockner, 2013, 1308.2418.