| Small noise asymptotic expansions for stochastic PDE's, I. The case of a dissipative polynomially bounded nonlinearity S Albeverio, L Di Persio, E Mastrogiacomo Tohoku Mathematical Journal, Second Series 63 (4), 877-898, 2011 | 33 | 2011 |
| A class of Lévy driven SDEs and their explicit invariant measures S Albeverio, LD Persio, E Mastrogiacomo, B Smii Potential Analysis 45, 229-259, 2016 | 31 | 2016 |
| Pareto optimal allocations and optimal risk sharing for quasiconvex risk measures E Mastrogiacomo, E Rosazza Gianin Mathematics and Financial Economics 9, 149-167, 2015 | 29 | 2015 |
| Analysis of the stochastic Fitzhugh–Nagumo system S Bonaccorsi, E Mastrogiacomo Infinite Dimensional Analysis, Quantum Probability and Related Topics 11 (03 …, 2008 | 29 | 2008 |
| Optimal control for stochastic Volterra equations with completely monotone kernels S Bonaccorsi, F Confortola, E Mastrogiacomo SIAM Journal on Control and Optimization 50 (2), 748-789, 2012 | 25 | 2012 |
| Portfolio optimization with quasiconvex risk measures E Mastrogiacomo, E Rosazza Gianin Mathematics of Operations Research 40 (4), 1042-1059, 2015 | 23 | 2015 |
| Small noise asymptotic expansions for stochastic PDE’s driven by dissipative nonlinearity and Lévy noise S Albeverio, E Mastrogiacomo, B Smii Stochastic Processes and their Applications 123 (6), 2084-2109, 2013 | 19 | 2013 |
| Optimal control of stochastic differential equations with dynamical boundary conditions S Bonaccorsi, F Confortola, E Mastrogiacomo Journal of mathematical analysis and applications 344 (2), 667-681, 2008 | 17 | 2008 |
| Optimal control for stochastic heat equation with memory F Cconfortola, E Mastrogiacomo arXiv preprint arXiv:1112.0701, 2011 | 13 | 2011 |
| An analytic approach to stochastic Volterra equations with completely monotone kernels S Bonaccorsi, E Mastrogiacomo Journal of Evolution Equations 9, 315-339, 2009 | 12 | 2009 |
| Portfolio choice under cumulative prospect theory: sensitivity analysis and an empirical study G Consigli, A Hitaj, E Mastrogiacomo Computational Management Science 16, 129-154, 2019 | 11 | 2019 |
| Optimal investment strategies with a minimum performance constraint E Barucci, D Marazzina, E Mastrogiacomo Annals of Operations Research 299, 215-239, 2021 | 8 | 2021 |
| Time-consistency of cash-subadditive risk measures E Mastrogiacomo, ER Gianin arXiv preprint arXiv:1512.03641, 2015 | 8 | 2015 |
| Invariant measures for stochastic differential equations on networks S Albeverio, L Di Persio, E Mastrogiacomo Proc. Sympos. Pure Math 87, 1-33, 2013 | 8 | 2013 |
| Feedback optimal control for stochastic Volterra equations with completely monotone kernels F Confortola, E Mastrogiacomo arXiv preprint arXiv:1112.3818, 2011 | 8 | 2011 |
| Invariant measures for SDEs driven by Lévy noise: A case study for dissipative nonlinear drift in infinite dimension S Albeverio, L Di Persio, E Mastrogiacomo, B Smii Communications in Mathematical Sciences 15 (4), 957-983, 2017 | 7 | 2017 |
| Dynamic capital allocation rules via BSDEs: an axiomatic approach E Mastrogiacomo, E Rosazza Gianin Annals of Operations Research 336 (1), 749-772, 2024 | 6 | 2024 |
| Qualitative robustness of set-valued value-at-risk GP Crespi, E Mastrogiacomo Mathematical methods of operations research 91, 25-54, 2020 | 5 | 2020 |
| Explicit invariant measures for infinite dimensional SDE driven by L\'evy noise with dissipative nonlinear drift I S Albeverio, L Di Persio, E Mastrogiacomo, B Smii arXiv preprint arXiv:1312.2398, 2013 | 5 | 2013 |
| Large deviation principle for stochastic FitzHugh-Nagumo equations on networks S Bonaccorsi, E Mastrogiacomo University of Trento, 2008 | 4 | 2008 |
