Articles with public access mandates - Carlo MarinelliLearn more
Available somewhere: 14
On the maximal inequalities of Burkholder, Davis and Gundy
C Marinelli, M Röckner
Expositiones Mathematicae 34 (1), 1-26, 2016
Mandates: German Research Foundation
A comparison of some univariate models for Value-at-Risk and expected shortfall
C Marinelli, S d'Addona, ST Rachev
International Journal of Theoretical and Applied Finance 10 (6), 1043-1075, 2007
Mandates: German Research Foundation
On maximal inequalities for purely discontinuous martingales in infinite dimensions
C Marinelli, M Röckner
Séminaire de Probabilités XLVI, 293-315, 2014
Mandates: German Research Foundation
Local Well-Posedness of Musiela's SPDE with Lévy Noise
C Marinelli
Mathematical Finance 20 (3), 341-363, 2010
Mandates: German Research Foundation
On uniqueness of mild solutions for dissipative stochastic evolution equations
C Marinelli, M Röckner
Infinite Dimensional Analysis, Quantum Probability and Related Topics 13 (03 …, 2010
Mandates: German Research Foundation
Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods
A Eberle, C Marinelli
Probability Theory and Related Fields 155, 665-701, 2013
Mandates: German Research Foundation
Refined existence and regularity results for a class of semilinear dissipative SPDEs
C Marinelli, L Scarpa
Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 (02 …, 2020
Mandates: Austrian Science Fund
Existence of weak solutions for a class of semilinear stochastic wave equations
C Marinelli, L Quer-Sardanyons
SIAM Journal on Mathematical Analysis 44 (2), 906-925, 2012
Mandates: Government of Spain
Well-posedness of monotone semilinear SPDEs with semimartingale noise
C Marinelli, L Scarpa
Séminaire de Probabilités LI, 259-301, 2022
Mandates: Vienna Science and Technology Fund, Austria
Lp estimates for Feynman–Kac propagators with time-dependent reference measures
A Eberle, C Marinelli
Journal of mathematical analysis and applications 365 (1), 120-134, 2010
Mandates: German Research Foundation
Stability of sequential Markov chain Monte Carlo methods
A Eberle, C Marinelli
ESAIM: Proceedings 19, 22-31, 2007
Mandates: German Research Foundation
Absolute continuity of solutions to reaction-diffusion equations with multiplicative noise
C Marinelli, L Quer-Sardanyons
Potential Analysis 57 (2), 243-261, 2022
Mandates: Government of Spain
Fréchet differentiability of mild solutions to SPDEs with respect to the initial datum
C Marinelli, L Scarpa
Journal of Evolution Equations 20 (3), 1093-1130, 2020
Mandates: Vienna Science and Technology Fund, Austria
On the positivity of local mild solutions to stochastic evolution equations
C Marinelli, L Scarpa
International Conference on Random Transformations and Invariance in …, 2019
Mandates: Austrian Science Fund, Vienna Science and Technology Fund, Austria
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