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PASCUCCI, ANDREA

PASCUCCI, ANDREA  

MAT - DIPARTIMENTO DI MATEMATICA  

Docenti di ruolo di Ia fascia  

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Risultati 1 - 20 di 81 (tempo di esecuzione: 0.052 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Journal of Computational Finance Pascucci, Andrea 9999-01-01 THE JOURNAL OF COMPUTATIONAL FINANCE - 8.01 Ruolo editoriale in rivista -
McKean-Vlasov stochastic equations with Hölder coefficients Pascucci, A; Rondelli, A 2025-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista -
Probability Theory II Pascucci, Andrea 2024-01-01 - Springer Cham 3.01 Monografia / trattato scientifico in forma di libro -
Sobolev embeddings for kinetic Fokker-Planck equations Pascucci, Andrea; Pesce, Antonello 2024-01-01 JOURNAL OF FUNCTIONAL ANALYSIS - 1.01 Articolo in rivista 1-s2.0-S0022123624000326-main.pdf
A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators Frosini, Patrizio; Gridelli, Ivan; Pascucci, Andrea 2023-01-01 ENTROPY - 1.01 Articolo in rivista entropy-25-01150-with-cover.pdf
Backward and forward filtering under the weak Hörmander condition Pascucci A.; Pesce A. 2023-01-01 STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS - 1.01 Articolo in rivista 2006.13325.pdf
Numerical solution of kinetic SPDEs via stochastic Magnus expansion Kamm K.; Pagliarani S.; Pascucci A. 2023-01-01 MATHEMATICS AND COMPUTERS IN SIMULATION - 1.01 Articolo in rivista 1-s2.0-S037847542200516X-main.pdf
Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients Pagliarani S.; Lucertini G.; Pascucci A. 2023-01-01 JOURNAL OF EVOLUTION EQUATIONS - 1.01 Articolo in rivista s00028-023-00916-9.pdf
On stochastic Langevin and Fokker-Planck equations: The two-dimensional case Pascucci A.; Pesce A. 2022-01-01 JOURNAL OF DIFFERENTIAL EQUATIONS - 1.01 Articolo in rivista 1910.05301v1.pdf
PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna Silvia Benvenuti, Alessia Cattabriga, Mirella Manaresi, Andrea Pascucci 2022-01-01 - Guida Editori Srl 4.01 Contributo in Atti di convegno -
On the Stochastic Magnus Expansion and Its Application to SPDEs Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea 2021-01-01 JOURNAL OF SCIENTIFIC COMPUTING - 1.01 Articolo in rivista Kamm2021_Article_OnTheStochasticMagnusExpansion.pdf
PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model Carmen Calvo-Garrido, M.; Diop, Sidi; Pascucci, Andrea; Vázquez, Carlos 2021-01-01 COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION - 1.01 Articolo in rivista 1-s2.0-S1007570421002264-main.pdf
Valuation Adjustments for Improved Risk Management - ABC-EU-XVA Pascucci, Andrea 2021-01-01 - - 8.04 Coordinamento di progetti di ricerca -
Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients Lanconelli A.; Pascucci A.; Polidoro S. 2020-01-01 JOURNAL OF EVOLUTION EQUATIONS - 1.01 Articolo in rivista LPP13-1.pdf
Local densities for a class of degenerate diffusions Lanconelli, A.; Pagliarani, S.; Pascucci, A. 2020-01-01 ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES - 1.01 Articolo in rivista Asian_Density2.10.pdf
Teoria della Probabilità - Variabili aleatorie e distribuzioni pascucci 2020-01-01 - Springer-Verlag Italia 3.01 Monografia / trattato scientifico in forma di libro -
The parametrix method for parabolic SPDEs Pascucci A.; Pesce A. 2020-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista R1.pdf
CDS calibration under an extended JDCEV model Di Francesco M.; Diop S.; Pascucci A. 2019-01-01 INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS - 1.01 Articolo in rivista DDFP1.3 - Copia.pdf
Recurrent Neural Networks Applied to GNSS Time Series for Denoising and Prediction LOLI PICCOLOMINI, Elena; Gandolfi, Stefano; Poluzzi, Luca; Tavasci, Luca; Cascarano, Pasquale; Pa...scucci, Andrea 2019-01-01 - Schloss Dagstuhl--Leibniz-Zentrum fuer Informatik 4.01 Contributo in Atti di convegno -
Efficient Computation of Various Valuation Adjustments Under Local Lévy Models andrea pascucci; anastasia borovykh; cornelis w. oosterlee 2018-01-01 SIAM JOURNAL ON FINANCIAL MATHEMATICS - 1.01 Articolo in rivista b0938f807cc5fa638bb24039c3b232f1b01b.pdf