Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise C Marinelli, C Prévôt, M Röckner
Journal of Functional Analysis 258 (2), 616-649, 2010
112 2010 Stochastic Optimal Control of Delay Equations Arising in Advertising Models F Gozzi, C Marinelli
Stochastic Partial Differential Equations and Applications-VII, 2005
112 2005 On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects F Gozzi, C Marinelli, S Savin
Journal of optimization theory and applications 142, 291-321, 2009
89 2009 On the maximal inequalities of Burkholder, Davis and Gundy C Marinelli, M Röckner
Expositiones Mathematicae 34 (1), 1-26, 2016
87 2016 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
80 2007 On maximal inequalities for purely discontinuous martingales in infinite dimensions C Marinelli, M Röckner
Séminaire de Probabilités XLVI, 293-315, 2014
65 2014 The stochastic goodwill problem C Marinelli
European Journal of Operational Research 176 (1), 389-404, 2007
55 2007 Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise C Marinelli, M Röckner
Electron. J. Probab 15 (49), 1528-1555, 2010
50 2010 Local Well-Posedness of Musiela's SPDE with Lévy Noise C Marinelli
Mathematical Finance 20 (3), 341-363, 2010
41 2010 Subordinated exchange rate models: evidence for heavy tailed distributions and long-range dependence C Marinelli, ST Rachev, R Roll
Mathematical and computer modelling 34 (9-11), 955-1001, 2001
41 2001 Stochastic FitzHugh-Nagumo equations on networks with impulsive noise S Bonaccorsi, C Marinelli, G Ziglio
Electron. J. Probab 13, 1362-1379, 2008
30 2008 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
29 2010 A variational approach to dissipative SPDEs with singular drift C Marinelli, L Scarpa
27 2018 Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps C Marinelli, L Di Persio, G Ziglio
Journal of Functional Analysis 264 (12), 2784-2816, 2013
20 2013 Optimal distributed dynamic advertising C Marinelli, S Savin
Journal of Optimization Theory and Applications 137, 569-591, 2008
19 2008 Variational inequalities in Hilbert spaces with measures and optimal stopping problems V Barbu, C Marinelli
Applied Mathematics and Optimization 57, 237-262, 2008
18 2008 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
17 2013 On Well-Posedness of Semilinear Stochastic Evolution Equations on C Marinelli
SIAM Journal on Mathematical Analysis 50 (2), 2111-2143, 2018
16 2018 Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs C Marinelli, E Nualart, L Quer-Sardanyons
Potential Analysis 39 (3), 287-311, 2013
16 2013 Strong solutions for stochastic porous media equations with jumps V Barbu, C Marinelli
arXiv preprint arXiv:0802.3594, 2008
15 2008 
Michael RöcknerBielefeld UniversityEmail verificata su math.uni-bielefeld.de
