Sfoglia per Autore
Superparabolic Functions Related to Second Order Hypoelliptic Operators
1999 Lanconelli E.; Pascucci A.
Fujita type results for a class of degenerate parabolic operators
1999 Pascucci A.
On the viscosity solutions of a stochastic differential utility problem
2002 Antonelli F.; Pascucci A.
A priori estimates for quasilinear degenerate parabolic equations
2003 Manfredini M.; Pascucci A.
A Gaussian upper bound for the fundamental solutions of a class of ultraparabolic equations
2003 Pascucci A.; Polidoro S.
Hölder regularity for a Kolmogorov equation
2003 Pascucci A.
On the cauchy problem for a nonlinear Kolmogorov equation
2004 Pascucci, Andrea; Polidoro, Sergio
On the Harnack inequality for a class of hypoelliptic evolution equations
2004 PASCUCCI A.; POLIDORO S.
The Moser's iterative method for a class of ultraparabolic equations
2004 PASCUCCI A.; POLIDORO SERGIO
On a class of degenerate parabolic equations of Kolmogorov type
2005 Di Francesco M.; Pascucci A.;
Kolmogorov Equations in Physics and in Finance
2005 Andrea Pascucci
On the complete model with stochastic volatility by Hobson and Rogers
2005 DI FRANCESCO MARCO; PASCUCCI A.
Analysis of an uncertain volatility model
2006 M. Di francesco; P. Foschi; A. Pascucci
Harnack inequalities and Gaussian estimates for a class of hypoelliptic operators
2006 A. Pascucci ; S. Polidoro
Calcolo Stocastico per la Finanza
2007 A. Pascucci
The obstacle problem for a class of hypoelliptic ultraparabolic equations
2007 M. Di Francesco; A. Pascucci; S. Polidoro
Kolmogorov equations arising in finance: direct and inverse problems
2007 P. Foschi; A. Pascucci
Free boundary and optimal stopping problems for American Asian options
2007 A. Pascucci
A continuous dependence result for ultraparabolic equations in option pricing
2007 M. Di Francesco; A. Pascucci
Pointwise estimates for solutions to a class of non-homogeneous Kolmogorov equations
2008 C. Cinti; A. Pascucci; S. Polidoro
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