Research

S. Biagini, E. Biffis, F. Gozzi, M. Zanella
Wage Rigidity and Retirement in Optimal Portfolio Choice.
Automatica, Vol. 176 (2025), DOI: 10.1016/j.automatica.2025.112225 

B. Ferrario, M. Zanella
Stationary solutions for the nonlinear Schrödinger equation.
Stoch. Partial Differ. Equ. Anal. Comput. (2025), DOI: 10.1007/s40072-025-00350-7

Z. Brzezniak, B. Ferrario, M. Maurelli, M. Zanella
Global well posedness and ergodic results in regular Sobolev spaces for the nonlinear Schrödinger equation with multiplicative noise and arbitrary power of the nonlinearity.
Discrete Contin. Dyn. Syst. (2025). DOI: 10.3934/dcds.2025018 

D.A. Bignamini, S. Ferrari, S. Fornaro, M. Zanella.
Differentiability in infinite dimension and the Malliavin calculus.
Probability Surveys, 21: 28-66 (2024), DOI: 10.1214/24-PS26

Z. Brzeźniak, B. Ferrario, M. Zanella
Invariant measures for a stochastic nonlinear and damped 2D Schrödinger equation.
Nonlinearity, 37 015001 (2024), DOI: 10.1088/1361-6544/ad0f3a

B. Ferrario, M. Zanella
Uniqueness of the invariant measure and asymptotic stability for the 2D Navier Stokes equations with multiplicative noise.
Discrete Contin. Dyn. Syst. (2023). DOI: 10.3934/dcds.2023102

L. Scarpa, M. Zanella.
Degenerate Kolmogorov equations and ergodicity for the stochastic Allen-Cahn equation with logarithmic potential.
Stoch. Partial Differ. Equ. Anal. Comput. (2023). DOI: 10.1007/s40072-022-00284-4

Z. Brzeźniak, B. Ferrario, M. Zanella.
Ergodic results for the stochastic nonlinear Schrödinger equation with large damping.
J. Evol. Equations 23 no.1 (2023). DOI: 10.1007/s00028-023-00870-6

E. Biffis, B. Goldys, C. Prosdocimi, M. Zanella.
A Pricing Formula for Delayed Claims: Appreciating the Past to Value the Future.
Math. Finan. Econ. 17, 175–202 (2023). DOI: 110.1007/s11579-022-00331-7

S. Biagini, F. Gozzi, M. Zanella.
Robust portfolio choice with sticky wages.
SIAM J. Financial Math. 13 no.3, 1004-1039 (2022). DOI: 10.1137/21M1429722

B. Djehiche, F. Gozzi and G. Zanco, M. Zanella.
Optimal portfolio choice with path dependent benchmarked labor income: a mean field model.
Stochastic Processes Appl. 145, 48-85 (2022). DOI: 10.1016/j.spa.2021.11.010

S. Bonaccorsi, L. Tubaro, M. Zanella.
Surface measures and integration by parts formula on levels sets induced by functionals of the Brownian motion in Rn.
Nonlinear Differ. Equ. Appl. 27, 27 (2020). DOI: 10.1007/s00030-020-00633-z

B. Ferrario, M. Zanella.
Absolute continuity of the law for the two dimensional stochastic Navier- Stokes equations.
Stochastic Processes Appl. 129 (2019), 1568-1604. DOI: 10.1016/j.spa.2018.05.015

B. Ferrario, M. Zanella.
Stochastic vorticity equation in R2 with not regular noise.
Nonlinear Differ. Equ. Appl. 25, 49 (2018). DOI: 10.1007/s00030-018-0541-7

S. Bonaccorsi, M. Zanella.
Absolute continuity of the law for solutions of stochastic differential equations with boundary noise.
Stoch. and Dyn., 17 no. 6 (2017) 1750045. DOI: 10.1142/S0219493717500459

S. Bonaccorsi, M. Zanella.
Existence and regularity of the density for solutions of stochastic differential equations with boundary noise.
Infin. Dimens. Anal. Quantum Probab. Relat. Top., 19 no. 01 (2016). DOI: 10.1142/S0219025716500077

A. Di Primio, L. Scarpa, M. Zanella
Existence, uniqueness and asymptotic stability of invariant measures for the stochastic Allen–Cahn–Navier–Stokes system with singular potential.

B. Ferrario, M. Zanella
Long time behavior of the stochastic 2D Navier-Stokes equations.                                                    

L. Tubaro, M. Zanella.
An introduction to Malliavin calculus. Lecture notes.

M. Zanella.
Regularity results on two dimensional stochastic Navier-Stokes equations in vorticity form.  PhD Thesis (2018)