Concepedia

Carlo Marinelli

CM

19

Publications

640

Citations

14

H-Index

2003

Active since

Affiliations

University of Bonn(Current)

Free University of Bozen-Bolzano

University College London

Bielefeld University

University of Trento

Carlo Marinelli is an author at University of Bonn specializing in engineering, probability theory, and stochastic calculus.

Top concepts

EngineeringProbabilityStochastic CalculusEconomicsStatisticsStochastic AnalysisFinanceBusinessManagementAdvertising

Publications per year

2003–2019

19

Publications

19

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

Carlo Marinelli, Claudia Prévôt, Michael Röckner · Journal of Functional Analysis · 2009 · 98 citations

Engineering, Regular Dependence, Initial Data +8

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

Fausto Gozzi, Carlo Marinelli, Sergei Savin · Journal of Optimization Theory and Applications · 2009 · 66 citations

Economics, Advertising, Memory Effects +8

On the maximal inequalities of Burkholder, Davis and Gundy

Carlo Marinelli, Michael Röckner · Expositiones Mathematicae · 2015 · 58 citations

Maximal Inequalities, Extremal Set Theory, Discrete Mathematics +1

LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE

Carlo Marinelli · Mathematical Finance · 2010 · 58 citations

Engineering, Volatility Coefficient, Stochastic Calculus +7

Well-Posedness and Asymptotic Behavior for Stochastic Reaction-Diffusion Equations with Multiplicative Poisson Noise

Carlo Marinelli, Michael Roeckner · Electronic Journal of Probability · 2010 · 47 citations · Full text

Asymptotic Behavior, Engineering, Stochastic Processes +12

Rows per page

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