Foto del docente

Salvatore Federico

Full Professor

Department of Mathematics

Academic discipline: MATH-03/B Probability and Mathematical Statistics

Publications

Federico S.; Rosestolato M., C0-sequentially equicontinuous semigroups, «KYOTO JOURNAL OF MATHEMATICS», 2020, 60, pp. 1131 - 1175 [Scientific article]Open Access

Boucekkine R.; Fabbri G.; Federico S.; Gozzi F., Geographic environmental Kuznets curves: The optimal growth linear-quadratic case, «MATHEMATICAL MODELLING OF NATURAL PHENOMENA», 2019, 14, Article number: 105 , pp. 1 - 18 [Scientific article]

Boucekkine R.; Fabbri G.; Federico S.; Gozzi F., Growth and agglomeration in the heterogeneous space: A generalized AK approach, «JOURNAL OF ECONOMIC GEOGRAPHY», 2019, 19, pp. 1287 - 1318 [Scientific article]

Federico S.; Rosestolato M.; Tacconi E., Irreversible investment with fixed adjustment costs: a stochastic impulse control approach, «MATHEMATICS AND FINANCIAL ECONOMICS», 2019, 13, pp. 579 - 616 [Scientific article]

Cosso, Andrea; Federico, Salvatore; Gozzi, Fausto; Rosestolato, Mauro; Touzi, Nizar, Path-dependent equations and viscosity solutions in infinite dimension, «ANNALS OF PROBABILITY», 2018, 46, pp. 126 - 174 [Scientific article]Open Access

Federico S.; Gozzi F., Verification theorems for stochastic optimal control problems in hilbert spaces by means of a generalized dynkin formula, «THE ANNALS OF APPLIED PROBABILITY», 2018, 28, pp. 3558 - 3599 [Scientific article]

Bambi, Mauro; DI GIROLAMI, Cristina; Federico, Salvatore; Gozzi, Fausto, Generically distributed investments on flexible projects and endogenous growth, «ECONOMIC THEORY», 2017, 63, pp. 521 - 558 [Scientific article]

Federico S.; Gassiat P.; Gozzi F., IMPACT OF TIME ILLIQUIDITY IN A MIXED MARKET WITHOUT FULL OBSERVATION, «MATHEMATICAL FINANCE», 2017, 27, pp. 401 - 437 [Scientific article]

Federico S.; Gozzi F., Mild solutions of semilinear elliptic equations in Hilbert spaces, «JOURNAL OF DIFFERENTIAL EQUATIONS», 2017, 262, pp. 3343 - 3389 [Scientific article]

De Angelis T.; Federico S.; Ferrari G., Optimal boundary surface for irreversible investment with stochastic costs, «MATHEMATICS OF OPERATIONS RESEARCH», 2017, 42, pp. 1135 - 1161 [Scientific article]

Aid R.; Federico S.; Pham H.; Villeneuve B., Explicit investment rules with time-to-build and uncertainty, «JOURNAL OF ECONOMIC DYNAMICS & CONTROL», 2015, 51, pp. 240 - 256 [Scientific article]

Federico S.; Tankov P., Finite-Dimensional Representations for Controlled Diffusions with Delay, «APPLIED MATHEMATICS AND OPTIMIZATION», 2015, 71, pp. 165 - 194 [Scientific article]

Federico S.; Gassiat P.; Gozzi F., Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation, «FINANCE AND STOCHASTICS», 2015, 19, pp. 415 - 448 [Scientific article]

Federico S.; Pham H., Characterization of the optimal boundaries in reversible investment problems, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2014, 52, pp. 2180 - 2223 [Scientific article]

Federico S.; Tacconi E., Dynamic programming for optimal control problems with delays in the control variable?, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2014, 52, pp. 1203 - 1236 [Scientific article]

Latest news

At the moment no news are available.