Alonso, R. J.; Bagland, V.; Cañizo, J. A.; Lods, B.; Throm, S. (2025). One-dimensional inelastic Boltzmann equation: Stability and uniqueness of self-similar L1-profiles for moderately hard potentials. Communications in Partial Differential Equations, 50, 931-983.
Alonso, R. J.; Bagland, V.; Desvillettes, L.; Lods, B. (2024). A priori estimates for solutions to the Landau equation under Prodi-Serrin like criteria. Archive for Rational Mechanics and Analysis, 248, article 42.
Altay, S.; Colaneri, K.; Eksi-Altay, Z.; Flonner, E. (2026). Filtering market signals: Dynamic asset allocation with momentum and hidden mean reversion. Quantitative Finance. DOI: 10.1080/14697688.2026.2627261.
Bertucci, C.; Cecchin, A. (2024). Mean field games master equations: from discrete to continuous state space. SIAM Journal on Mathematical Analysis, 56(2), 2569-2610.
Borsoni, T.; Lods, B. (2024). Quantitative relaxation towards equilibrium for solutions to the Boltzmann-Fermi-Dirac equation with cutoff hard potentials. Journal of Functional Analysis, 287, article 110599.
Bovo, A.; De Angelis, T. (2025). Finite-time horizon, stopper vs. singular-controller games on the half-line. Mathematics of Operations Research. DOI: 10.1287/moor.2024.0690.
Bovo, A.; De Angelis, T. (2025). On the saddle point of a zero-sum stopper vs. singular-controller game. Stochastic Processes and Their Applications, 182, 104555.
Bovo, A.; De Angelis, T.; Palczewski, J. (2025). Stopper vs. singular-controller games with degenerate diffusions. Applied Mathematics and Optimization, 91(3).
Brachetta, M.; Callegaro, G.; Ceci, C.; Sgarra, C. (2025). Optimal self-protection via BSDEs for risk models with jump clusters. SIAM Journal on Control and Optimization, 63(6), 3990-4017.
Buttarazzi, M.; Ceci, C. (2026). Filtering in a hazard rate change-point model with financial and life-insurance applications. International Journal of Theoretical and Applied Finance. DOI: 10.1142/S0219024926500032.
Campi, L.; Cannerozzi, F.; Fischer, M. (2024). Coarse correlated equilibria for continuous time mean field games in open loop strategies. Electronic Journal of Probability, 29(196), 1-56.
Cecchin, A.; Conforti, G.; Durmus, A.; Eichinger, K. (2026). The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions. Electronic Journal of Probability, 31(31), 1-70.
Cecchin, A.; Daudin, S.; Jackson, J.; Martini, M. (2025). Quantitative convergence for mean field control with common noise and degenerate idiosyncratic noise. Electronic Journal of Probability, 30(173), 1-62.
Cecchin, A.; Delarue, F. (2025). Weak solutions to the master equation of potential mean field games. Memoirs of the American Mathematical Society, 315(1600).
Ceci, C.; Colaneri, K. (2024). Portfolio and reinsurance optimization under unknown market price of risk. Quantitative Finance. DOI: 10.1080/14697688.2024.2384392.
Ceci, C.; Cretarola, A. (2025). Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks. Quantitative Finance. DOI: 10.1080/14697688.2025.2488450.
Colaneri, K.; Cretarola, A.; Salterini, B. (2025). Optimal investment and reinsurance under exponential forward preferences. Mathematics and Financial Economics, 19(1), Article e2387, 1-37. DOI: 10.1007/s11579-024-00372-0.
Colaneri, K.; Damian, C.; Frey, R. (2025). Bayesian inference for a stochastic SIR model under partial information. Biostatistics, 26(1), kxaf036.
Colaneri, K.; Frey, R.; Köck, V. (in press). Random carbon tax policy and investment into emission abatement technologies. Mathematical Finance. DOI: 10.1111/mafi.70031
Colaneri, K.; Mancinelli, D.; Oliva, I. (2025). On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework. Scandinavian Actuarial Journal, 883-905. DOI: 10.1080/03461238.2025.2478443.
De Angelis, T.; Garg, J.; Zhou, Q. (2026). A quickest detection problem with false negatives. Stochastic Processes and Their Applications, 196, 104906.
De Angelis, T.; Gensbittel, F.; Villeneuve, S. (2025). Nash equilibria for dividend distribution with competition. Mathematics of Operations Research. DOI: 10.1287/moor.2023.0374.
De Feo, F.; Federico, S.; Gozzi, F.; Touzi, N. (2025). Sensitivity of functionals of McKean-Vlasov SDEs with respect to the initial distribution. Stochastic Processes and their Applications, 179.
De Feo, F.; Federico, S.; Swiech, A. (2024). Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models. SIAM Journal on Control and Optimization, 62(1).
Dianetti, J.; Federico, S.; Ferrari, G.; Floccari, G. (2025). Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities. Quantitative Finance, 25.
Federico, S.; Ferrari, G.; Riedel, F.; Rockner, M. (2026). Variational inequalities and smooth-fit principle for singular stochastic control problems in Hilbert spaces. Annals of Applied Probability (to appear).
Federico, S.; Ferrari, G.; Rosestolato, M. (2025). Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control. SIAM Journal on Mathematical Analysis, 57(1).
Federico, S.; Ferrari, G.; Torrente, M. L. (2022). Optimal vaccination in a SIRS epidemic model. Economic Theory, 74.
Federico, S.; Ferrari, G.; Torrente, M. L. (2024). Irreversible reinsurance: Minimization of capital injections in presence of a fixed cost. Mathematics and Financial Economics, 18.
Federico, S.; Ghilli, D.; Gozzi, F. (2024). Linear-quadratic mean field games in Hilbert spaces. SIAM Journal on Mathematical Analysis, 56(3).
Federico, S.; Gozzi, F.; Swiech, A. (2025). On mean field games in infinite dimension. J. Math. Pure Applique, 194.
Gervais, P.; Lods, B. (2024). Hydrodynamic limits for kinetic equations preserving mass, momentum and energy: a spectral and unified approach. Annales Henri Lebesgue, 7, 969-1098.
Menoncin, F.; Modena, A.; Regis, L. (2026). Tax evasion and the productivity distribution. Economic Modelling, 157, 107480.
Mishura, Y.; Ottaviano, S.; Vargiolu, T. (2024). Gaussian Volterra processes as models of electricity markets. SIAM Journal on Financial Mathematics, 15(4), 989-1019.
Awerkin, A.; De Giuli, E.; Vargiolu, T. (2025). Optimal energy storage management for self-consumption groups. Preprint. arXiv:2503.07461.
Awerkin, A.; Falbo, P.; Vargiolu, T. (2023). Optimal investment and fair sharing rules of the incentives for renewable energy communities. Preprint. arXiv:2311.12055.
Buttarazzi, M.; De Angelis, T.; Stabile, G. (2025). Optimal annuitization with stochastic mortality: piecewise deterministic mortality force. arXiv:2509.13091.
Calvia, A.; Federico, S.; Ferrari, G.; Gozzi, F. (2024). Existence and uniqueness results for a mean-field game of optimal investment. Submitted.
Cecchin, A.; Dianetti, J. (2026). Convergence for linear quadratic potential mean field games. Preprint. arXiv:2602.14842.
Cecchin, A.; Fischer, M.; Fontana, C.; Lanaro, G. (2025). Weak equilibria of a mean-field market model under asymmetric information. arXiv preprint. arXiv:2504.09356.
Cecchin, A.; Goffi, A. (2025). Convergence rates for the vanishing viscosity approximation of fully nonlinear, non-convex, second-order Hamilton-Jacobi equations. Preprint. arXiv:2509.12144.
Cecchin, A.; Nikolaev, P. (2025). Convergence rate for Fluctuations of mean field interacting diffusion and application to 2D viscous Vortex model and Coulomb potential. Preprint. arXiv:2509.01266.
Ceci, C.; Cretarola, A. (2025). Self-protection and self-insurance for general risk models via a BSDEs approach. arXiv:2507.19959. Under revision.
Ceci, C.; Pescosolido, G. (2025). The impact of preventive effort on loss reduction in a CIR risk model. SSRN: 5959935. Submitted.
Ceci, C.; Semerari, L. (2025). Explicit solution to a government debt reduction problem: a stochastic control approach. arXiv:2512.15296. Submitted.
De Angelis, T.; Ekstrom, E. (2026). A class of stochastic control problems with state constraints. arXiv:2603.04880.
De Angelis, T.; Graciani-Rodrigues, C. C.; Tankov, P. (2024). A model of strategic sustainable investment. arXiv:2412.00986.
De Angelis, T.; Lamberton, D. (2024). A probabilistic approach to continuous differentiability of optimal stopping boundaries. arXiv:2405.16636.
De Angelis, T.; Milazzo, A.; Stabile, G. (2024). On variable annuities with surrender charges. arXiv:2405.02115.
De Angelis, T.; Palczewski, J.; Smith, J. (2025). Martingale theory for Dynkin games with asymmetric information. arXiv:2510.15616.
Federico, S.; Modena, A.; Regis L. (2025). Coordinating Bank Dividend and Capital Regulation. Available at SSRN: https://ssrn.com/abstract=5363577
Mastrogiovanni, M.; Mishura, Y.; Ottaviano, S.; Ralchenko, K.; Vargiolu, T. (2025). Parameter estimation of integrated fractional Brownian motion. Preprint. arXiv:2509.17558.
Pagliarani, S.; Pesce, A.; Vargiolu, T. (2024). Nash equilibrium in a singular stochastic game between two renewable power producers with price impact. Preprint. arXiv:2407.00666.