Zanella, Margherita
- Optimal portfolio choice with path dependent benchmarked labor income: a mean field model
2020/09/08 by Boualem Djehiche, Djehiche, Boualem, Fausto Gozzi +5 · 3 citations
Economics, Econometrics and Finance · Social Sciences · #Economic theories and models #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Optimization and Control (math.OC) #Stochastic processes and financial applications
- Degenerate Kolmogorov equations and ergodicity for the stochastic Allen-Cahn equation with logarithmic potential
2022/06/20 by Luca Scarpa, Scarpa, Luca, Margherita Zanella +1 · 1 citation
Economics, Econometrics and Finance · Materials Science · Mathematics · #35J70 #37A25 #37L40 #47D07 #47H06 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Solidification and crystal growth phenomena #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Ergodic results for the stochastic nonlinear Schrödinger equation with large damping
2022/05/26 by Zdzisław Brzeźniak, Brzezniak, Zdzislaw, Benedetta Ferrario +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #35R60 #60H15 #Advanced Mathematical Modeling in Engineering #Advanced Mathematical Physics Problems #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen-Cahn-Navier-Stokes system with singular potential
2025/01/10 by Di Primio, Andrea, Scarpa, Luca, Zanella, Margherita · 2 citations
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Uniqueness of the invariant measure and asymptotic stability for the 2D Navier Stokes equations with multiplicative noise
2023/07/07 by Ferrario, Benedetta, Zanella, Margherita · 2 citations
#35Q30 #35R60 #60G10 #60H15 #60H30 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Differentiability in infinite dimension and the Malliavin calculus
2023/08/09 by Bignamini, Davide A., Ferrari, Simone, Fornaro, Simona +1 · 1 citation
#28C20 #46G05 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR)