Concepedia

Elisa Mastrogiacomo

EM

10

Publications

180

Citations

10

H-Index

2008

Active since

Affiliations

University of Trento(Current)

University of Milano-Bicocca

University of Bonn

Politecnico di Milano

King Fahd University of Petroleum and Minerals

Elisa Mastrogiacomo is an author at University of Trento specializing in engineering, stochastic calculus, and probability theory.

Top concepts

EngineeringStochastic CalculusFinanceManagementProbabilityPortfolio OptimizationMathematical ProgrammingRisk ManagementFunctional AnalysisStochastic Analysis

Publications per year

2008–2018

10

Publications

10

Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures

Elisa Mastrogiacomo, Emanuela Rosazza Gianin · Mathematics and Financial Economics · 2014 · 29 citations

Mathematical Programming, Optimal Risk, Portfolio Optimization +10

Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded non linearity

Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo · Tohoku Mathematical Journal · 2011 · 24 citations · Full text

Non Linearity, Engineering, Stochastic Calculus +12

ANALYSIS OF THE STOCHASTIC FITZHUGH–NAGUMO SYSTEM

Stefano Bonaccorsi, Elisa Mastrogiacomo · Infinite Dimensional Analysis Quantum Probability and Related Topics · 2008 · 23 citations

Infinitesimal Generator, Engineering, Dissipative Nonlinearity +10

A Class of Lévy Driven SDEs and their Explicit Invariant Measures

Sergio Albeverio, Luca Di Persio, Elisa Mastrogiacomo et al. · Potential Analysis · 2016 · 21 citations

Lévy Driven Sdes, Engineering, Integrable Probability +9

Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels

Stefano Bonaccorsi, Fulvia Confortola, Elisa Mastrogiacomo · SIAM Journal on Control and Optimization · 2012 · 19 citations · Full text

Mathematical Programming, Optimal Control, Stochastic System +7

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