Convergence by viscosity methods in multiscale financial models with stochastic volatility. Zbl 1189.35020
Bardi, Martino; Cesaroni, Annalisa; Manca, Luigi |
|
2010
|
Long-time behavior of the mean curvature flow with periodic forcing. Zbl 1288.35071
Cesaroni, Annalisa; Novaga, Matteo |
|
2013
|
The isoperimetric problem for nonlocal perimeters. Zbl 1379.53013
Cesaroni, Annalisa; Novaga, Matteo |
|
2018
|
On stationary fractional mean field games. Zbl 1405.35246
Cesaroni, Annalisa; Cirant, Marco; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
Liouville properties and critical value of fully nonlinear elliptic operators. Zbl 1350.35045
Bardi, Martino; Cesaroni, Annalisa |
|
2016
|
Concentration of ground states in stationary mean-field games systems. Zbl 1404.35155
Cesaroni, Annalisa; Cirant, Marco |
|
2019
|
Homogenization of fronts in highly heterogeneous media. Zbl 1228.35026
Barles, Guy; Cesaroni, Annalisa; Novaga, Matteo |
|
2011
|
Fattening and nonfattening phenomena for planar nonlocal curvature flows. Zbl 1426.53095
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
Curve shortening flow in heterogeneous media. Zbl 1261.35079
Cesaroni, Annalisa; Novaga, Matteo; Valdinoci, Enrico |
|
2011
|
Optimal control with random parameters: a multiscale approach. Zbl 1248.49038
Bardi, Martino; Cesaroni, Annalisa |
|
2011
|
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem. Zbl 1308.91155
Basei, Matteo; Cesaroni, Annalisa; Vargiolu, Tiziano |
|
2014
|
Homogenization and vanishing viscosity in fully nonlinear elliptic equations: rate of convergence estimates. Zbl 1223.35041
Camilli, Fabio; Cesaroni, Annalisa; Marchi, Claudio |
|
2011
|
Homogenization of a mean field game system in the small noise limit. Zbl 1347.35028
Cesaroni, Annalisa; Dirr, Nicolas; Marchi, Claudio |
|
2016
|
Large deviations for some fast stochastic volatility models by viscosity methods. Zbl 1332.93265
Bardi, Martino; Cesaroni, Annalisa; Ghilli, Daria |
|
2015
|
On the optimization of conservation law models at a junction with inflow and flow distribution controls. Zbl 1403.35166
Ancona, Fabio; Cesaroni, Annalisa; Coclite, Giuseppe M.; Garavello, Mauro |
|
2018
|
Volume constrained minimizers of the fractional perimeter with a potential energy. Zbl 1366.49054
Cesaroni, Annalisa; Novaga, Matteo |
|
2017
|
A symmetry result for the Ornstein-Uhlenbeck operator. Zbl 1285.35007
Cesaroni, Annalisa; Novaga, Matteo; Valdinoci, Enrico |
|
2014
|
A converse Lyapunov theorem for almost sure stabilizability. Zbl 1120.93356
Cesaroni, Annalisa |
|
2006
|
Almost sure stabilizability of controlled degenerate diffusions. Zbl 1102.93040
Bardi, Martino; Cesaroni, Annalisa |
|
2005
|
Stability results for nonlocal geometric evolutions and limit cases for fractional mean curvature flows. Zbl 1480.53105
Cesaroni, A.; De Luca, L.; Novaga, M.; Ponsiglione, M. |
|
2021
|
Minimizers for nonlocal perimeters of Minkowski type. Zbl 1391.49077
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2018
|
Second-order asymptotics of the fractional perimeter as \(s \to 1\). Zbl 1501.28003
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
Introduction to variational methods for viscous ergodic mean-field games with local coupling. Zbl 1427.35287
Cesaroni, Annalisa; Cirant, Marco |
|
2019
|
Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control. Zbl 1346.35067
Bardi, Martino; Cesaroni, Annalisa; Rossi, Luca |
|
2016
|
An ergodic problem for mean field games: qualitative properties and numerical simulations. Zbl 1419.91101
Cacace, Simone; Camilli, Fabio; Cesaroni, Annalisa; Marchi, Claudio |
|
2018
|
Brake orbits and heteroclinic connections for first order mean field games. Zbl 1467.49039
Cesaroni, Annalisa; Cirant, Marco |
|
2021
|
Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions. Zbl 1145.93051
Cesaroni, Annalisa |
|
2006
|
On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary. Zbl 1347.35130
Castorina, Daniele; Cesaroni, Annalisa; Rossi, Luca |
|
2016
|
One-dimensional symmetry for semilinear equations with unbounded drift. Zbl 1268.35060
Cesaroni, Annalisa; Novaga, Matteo; Pinamonti, Andrea |
|
2013
|
Convergence in multiscale financial models with non-Gaussian stochastic volatility. Zbl 1369.93713
Bardi, Martino; Cesaroni, Annalisa; Scotti, Andrea |
|
2016
|
One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit. Zbl 1467.82048
Cesaroni, Annalisa; Cirant, Marco |
|
2021
|
Symmetric self-shrinkers for the fractional mean curvature flow. Zbl 1462.53083
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
Cauchy problem and periodic homogenization for nonlocal Hamilton-Jacobi equations with coercive gradient terms. Zbl 1459.35020
Bardi, Martino; Cesaroni, Annalisa; Topp, Erwin |
|
2020
|
Stabilization of controlled diffusions and Zubov’s method. Zbl 1135.93033
Camilli, Fabio; Cesaroni, Annalisa; Grüne, Lars; Wirth, Fabian |
|
2006
|
Anisotropic mean curvature flow of Lipschitz graphs and convergence to self-similar solutions. Zbl 1483.53107
Cesaroni, A.; Kröner, H.; Novaga, M. |
|
2021
|
Isoperimetric problems for a nonlocal perimeter of Minkowski type. Zbl 1387.52016
Cesaroni, Annalisa; Novaga, Matteo |
|
2017
|
Nonlocal minimal clusters in the plane. Zbl 1447.49058
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
Homogenization of a semilinear heat equation. Zbl 1372.35024
Cesaroni, Annalisa; Dirr, Nicolas; Novaga, Matteo |
|
2017
|
Front propagation in geometric and phase field models of stratified media. Zbl 1319.35086
Cesaroni, Annalisa; Muratov, Cyrill B.; Novaga, Matteo |
|
2015
|
Ergodic mean-field games with aggregation of Choquard-type. Zbl 1514.35155
Bernardini, Chiara; Cesaroni, Annalisa |
|
2023
|
Fractional mean curvature flow of Lipschitz graphs. Zbl 1512.53086
Cesaroni, Annalisa; Novaga, Matteo |
|
2023
|
Almost sure properties of controlled diffusions and worst case properties of deterministic systems. Zbl 1133.93036
Bardi, Martino; Cesaroni, Annalisa |
|
2008
|
On optimization of traffic flow performance for conservation laws on networks. Zbl 1470.35229
Ancona, Fabio; Cesaroni, Annalisa; Coclite, Giuseppe M.; Garavello, Mauro |
|
2021
|
Convergence of nonlocal geometric flows to anisotropic mean curvature motion. Zbl 1471.53072
Cesaroni, Annalisa; Pagliari, Valerio |
|
2021
|
Randomly perturbed dynamical systems and Aubry-Mather theory. Zbl 1183.37098
Camilli, Fabio; Cesaroni, Annalisa; Siconolfi, Antonio |
|
2009
|
Viscosity Lyapunov functions for almost sure stability of degenerate diffusions. Zbl 1057.34055
Bardi, Martino; Cesaroni, Annalisa |
|
2002
|
Asymptotic speed of propagation for a viscous semilinear parabolic equation. Zbl 1357.35195
Cesaroni, Annalisa; Dirr, Nicolas; Novaga, Matteo |
|
2016
|
Periodic partitions with minimal perimeter. Zbl 1539.49032
Cesaroni, Annalisa; Novaga, Matteo |
|
2024
|
Analysis and control on networks: trends and perspectives. Zbl 1516.35003
|
|
2017
|
\(K\)-mean convex and \(K\)-outward minimizing sets. Zbl 1490.53108
Cesaroni, Annalisa; Novaga, Matteo |
|
2022
|
Minimizers of the \(p\)-oscillation functional. Zbl 1435.35021
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
A note on singular perturbation problems via Aubry-Mather theory. Zbl 1121.35009
Camilli, Fabio; Cesaroni, Annalisa |
|
2007
|
Stationary equilibria and their stability in a Kuramoto MFG with strong interaction. Zbl 1533.35340
Cesaroni, Annalisa; Cirant, Marco |
|
2024
|
Periodic partitions with minimal perimeter. Zbl 1539.49032
Cesaroni, Annalisa; Novaga, Matteo |
|
2024
|
Stationary equilibria and their stability in a Kuramoto MFG with strong interaction. Zbl 1533.35340
Cesaroni, Annalisa; Cirant, Marco |
|
2024
|
Ergodic mean-field games with aggregation of Choquard-type. Zbl 1514.35155
Bernardini, Chiara; Cesaroni, Annalisa |
|
2023
|
Fractional mean curvature flow of Lipschitz graphs. Zbl 1512.53086
Cesaroni, Annalisa; Novaga, Matteo |
|
2023
|
\(K\)-mean convex and \(K\)-outward minimizing sets. Zbl 1490.53108
Cesaroni, Annalisa; Novaga, Matteo |
|
2022
|
Stability results for nonlocal geometric evolutions and limit cases for fractional mean curvature flows. Zbl 1480.53105
Cesaroni, A.; De Luca, L.; Novaga, M.; Ponsiglione, M. |
|
2021
|
Brake orbits and heteroclinic connections for first order mean field games. Zbl 1467.49039
Cesaroni, Annalisa; Cirant, Marco |
|
2021
|
One-dimensional multi-agent optimal control with aggregation and distance constraints: qualitative properties and mean-field limit. Zbl 1467.82048
Cesaroni, Annalisa; Cirant, Marco |
|
2021
|
Anisotropic mean curvature flow of Lipschitz graphs and convergence to self-similar solutions. Zbl 1483.53107
Cesaroni, A.; Kröner, H.; Novaga, M. |
|
2021
|
On optimization of traffic flow performance for conservation laws on networks. Zbl 1470.35229
Ancona, Fabio; Cesaroni, Annalisa; Coclite, Giuseppe M.; Garavello, Mauro |
|
2021
|
Convergence of nonlocal geometric flows to anisotropic mean curvature motion. Zbl 1471.53072
Cesaroni, Annalisa; Pagliari, Valerio |
|
2021
|
Second-order asymptotics of the fractional perimeter as \(s \to 1\). Zbl 1501.28003
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
Symmetric self-shrinkers for the fractional mean curvature flow. Zbl 1462.53083
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
Cauchy problem and periodic homogenization for nonlocal Hamilton-Jacobi equations with coercive gradient terms. Zbl 1459.35020
Bardi, Martino; Cesaroni, Annalisa; Topp, Erwin |
|
2020
|
Nonlocal minimal clusters in the plane. Zbl 1447.49058
Cesaroni, Annalisa; Novaga, Matteo |
|
2020
|
On stationary fractional mean field games. Zbl 1405.35246
Cesaroni, Annalisa; Cirant, Marco; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
Concentration of ground states in stationary mean-field games systems. Zbl 1404.35155
Cesaroni, Annalisa; Cirant, Marco |
|
2019
|
Fattening and nonfattening phenomena for planar nonlocal curvature flows. Zbl 1426.53095
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
Introduction to variational methods for viscous ergodic mean-field games with local coupling. Zbl 1427.35287
Cesaroni, Annalisa; Cirant, Marco |
|
2019
|
Minimizers of the \(p\)-oscillation functional. Zbl 1435.35021
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2019
|
The isoperimetric problem for nonlocal perimeters. Zbl 1379.53013
Cesaroni, Annalisa; Novaga, Matteo |
|
2018
|
On the optimization of conservation law models at a junction with inflow and flow distribution controls. Zbl 1403.35166
Ancona, Fabio; Cesaroni, Annalisa; Coclite, Giuseppe M.; Garavello, Mauro |
|
2018
|
Minimizers for nonlocal perimeters of Minkowski type. Zbl 1391.49077
Cesaroni, Annalisa; Dipierro, Serena; Novaga, Matteo; Valdinoci, Enrico |
|
2018
|
An ergodic problem for mean field games: qualitative properties and numerical simulations. Zbl 1419.91101
Cacace, Simone; Camilli, Fabio; Cesaroni, Annalisa; Marchi, Claudio |
|
2018
|
Volume constrained minimizers of the fractional perimeter with a potential energy. Zbl 1366.49054
Cesaroni, Annalisa; Novaga, Matteo |
|
2017
|
Isoperimetric problems for a nonlocal perimeter of Minkowski type. Zbl 1387.52016
Cesaroni, Annalisa; Novaga, Matteo |
|
2017
|
Homogenization of a semilinear heat equation. Zbl 1372.35024
Cesaroni, Annalisa; Dirr, Nicolas; Novaga, Matteo |
|
2017
|
Analysis and control on networks: trends and perspectives. Zbl 1516.35003
|
|
2017
|
Liouville properties and critical value of fully nonlinear elliptic operators. Zbl 1350.35045
Bardi, Martino; Cesaroni, Annalisa |
|
2016
|
Homogenization of a mean field game system in the small noise limit. Zbl 1347.35028
Cesaroni, Annalisa; Dirr, Nicolas; Marchi, Claudio |
|
2016
|
Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control. Zbl 1346.35067
Bardi, Martino; Cesaroni, Annalisa; Rossi, Luca |
|
2016
|
On a parabolic Hamilton-Jacobi-Bellman equation degenerating at the boundary. Zbl 1347.35130
Castorina, Daniele; Cesaroni, Annalisa; Rossi, Luca |
|
2016
|
Convergence in multiscale financial models with non-Gaussian stochastic volatility. Zbl 1369.93713
Bardi, Martino; Cesaroni, Annalisa; Scotti, Andrea |
|
2016
|
Asymptotic speed of propagation for a viscous semilinear parabolic equation. Zbl 1357.35195
Cesaroni, Annalisa; Dirr, Nicolas; Novaga, Matteo |
|
2016
|
Large deviations for some fast stochastic volatility models by viscosity methods. Zbl 1332.93265
Bardi, Martino; Cesaroni, Annalisa; Ghilli, Daria |
|
2015
|
Front propagation in geometric and phase field models of stratified media. Zbl 1319.35086
Cesaroni, Annalisa; Muratov, Cyrill B.; Novaga, Matteo |
|
2015
|
Optimal exercise of swing contracts in energy markets: an integral constrained stochastic optimal control problem. Zbl 1308.91155
Basei, Matteo; Cesaroni, Annalisa; Vargiolu, Tiziano |
|
2014
|
A symmetry result for the Ornstein-Uhlenbeck operator. Zbl 1285.35007
Cesaroni, Annalisa; Novaga, Matteo; Valdinoci, Enrico |
|
2014
|
Long-time behavior of the mean curvature flow with periodic forcing. Zbl 1288.35071
Cesaroni, Annalisa; Novaga, Matteo |
|
2013
|
One-dimensional symmetry for semilinear equations with unbounded drift. Zbl 1268.35060
Cesaroni, Annalisa; Novaga, Matteo; Pinamonti, Andrea |
|
2013
|
Homogenization of fronts in highly heterogeneous media. Zbl 1228.35026
Barles, Guy; Cesaroni, Annalisa; Novaga, Matteo |
|
2011
|
Curve shortening flow in heterogeneous media. Zbl 1261.35079
Cesaroni, Annalisa; Novaga, Matteo; Valdinoci, Enrico |
|
2011
|
Optimal control with random parameters: a multiscale approach. Zbl 1248.49038
Bardi, Martino; Cesaroni, Annalisa |
|
2011
|
Homogenization and vanishing viscosity in fully nonlinear elliptic equations: rate of convergence estimates. Zbl 1223.35041
Camilli, Fabio; Cesaroni, Annalisa; Marchi, Claudio |
|
2011
|
Convergence by viscosity methods in multiscale financial models with stochastic volatility. Zbl 1189.35020
Bardi, Martino; Cesaroni, Annalisa; Manca, Luigi |
|
2010
|
Randomly perturbed dynamical systems and Aubry-Mather theory. Zbl 1183.37098
Camilli, Fabio; Cesaroni, Annalisa; Siconolfi, Antonio |
|
2009
|
Almost sure properties of controlled diffusions and worst case properties of deterministic systems. Zbl 1133.93036
Bardi, Martino; Cesaroni, Annalisa |
|
2008
|
A note on singular perturbation problems via Aubry-Mather theory. Zbl 1121.35009
Camilli, Fabio; Cesaroni, Annalisa |
|
2007
|
A converse Lyapunov theorem for almost sure stabilizability. Zbl 1120.93356
Cesaroni, Annalisa |
|
2006
|
Lyapunov stabilizability of controlled diffusions via a superoptimality principle for viscosity solutions. Zbl 1145.93051
Cesaroni, Annalisa |
|
2006
|
Stabilization of controlled diffusions and Zubov’s method. Zbl 1135.93033
Camilli, Fabio; Cesaroni, Annalisa; Grüne, Lars; Wirth, Fabian |
|
2006
|
Almost sure stabilizability of controlled degenerate diffusions. Zbl 1102.93040
Bardi, Martino; Cesaroni, Annalisa |
|
2005
|
Viscosity Lyapunov functions for almost sure stability of degenerate diffusions. Zbl 1057.34055
Bardi, Martino; Cesaroni, Annalisa |
|
2002
|