Concepedia
Statistics
Publications
6
Citations
135
H-Index
Active since
2017
Affiliations
École Polytechnique(Current)
University of Milan
Sorbonne Université
Université Paris Cité
Centre National de la Recherche Scientifique
Mauro Rosestolato is an author at École Polytechnique specializing in viscosity, mathematics, and viscosity solutions.
Publications per year
2017–2023
Path-dependent equations and viscosity solutions in infinite dimension
Andrea Cosso, Salvatore Federico, Fausto Gozzi et al. · The Annals of Probability · 2018 · 33 citations · Full text
Natural Sciences, Mathematics, Differential Equations +15
Optimal control of path-dependent McKean–Vlasov SDEs in infinite-dimension
Andrea Cosso, Fausto Gozzi, Idris Kharroubi et al. · The Annals of Applied Probability · 2023 · 30 citations · Full text
Engineering, Mathematics, Probability Theory +16
Master Bellman equation in the Wasserstein space: Uniqueness of viscosity solutions
Andrea Cosso, Fausto Gozzi, Idris Kharroubi et al. · Transactions of the American Mathematical Society · 2023 · 24 citations · Full text
Natural Sciences, Mathematics, Dynamical Systems +14
Viscosity Solutions of Path-Dependent PDEs with Randomized Time
Zhenjie Ren, Mauro Rosestolato · SIAM Journal on Mathematical Analysis · 2020 · 19 citations
Natural Sciences, Mathematics, Dynamical Systems +9
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach
Salvatore Federico, Mauro Rosestolato, Elisa Tacconi · Archivio istituzionale della ricerca (Alma Mater Studiorum Università di Bologna) · 2019 · 15 citations
Business, Business Economics, Economics +11
1–5 of 6