Ruolo editoriale nella rivista «Journal of Computational Finance»
Pascucci, Andrea; Pesce, Antonello, Sobolev embeddings for kinetic Fokker-Planck equations, «JOURNAL OF FUNCTIONAL ANALYSIS», 2024, 286, Article number: 110344 , pp. 1 - 40 [Scientific article]Open Access
Frosini, Patrizio; Gridelli, Ivan; Pascucci, Andrea, A Probabilistic Result on Impulsive Noise Reduction in Topological Data Analysis through Group Equivariant Non-Expansive Operators, «ENTROPY», 2023, 25, Article number: 1150 , pp. 1 - 28 [Scientific article]Open Access
Pascucci A.; Pesce A., Backward and forward filtering under the weak Hörmander condition, «STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS», 2023, 11, pp. 177 - 210 [Scientific article]Open Access
Kamm K.; Pagliarani S.; Pascucci A., Numerical solution of kinetic SPDEs via stochastic Magnus expansion, «MATHEMATICS AND COMPUTERS IN SIMULATION», 2023, 207, pp. 189 - 208 [Scientific article]Open Access
Pagliarani S.; Lucertini G.; Pascucci A., Optimal regularity for degenerate Kolmogorov equations in non-divergence form with rough-in-time coefficients, «JOURNAL OF EVOLUTION EQUATIONS», 2023, 23, Article number: 69 , pp. 1 - 37 [Scientific article]Open Access
Pascucci A.; Pesce A., On stochastic Langevin and Fokker-Planck equations: The two-dimensional case, «JOURNAL OF DIFFERENTIAL EQUATIONS», 2022, 310, pp. 443 - 483 [Scientific article]Open Access
Silvia Benvenuti, Alessia Cattabriga, Mirella Manaresi, Andrea Pascucci, PLS per la formazione di futuri docenti e docenti in servizio: le esperienze del Dipartimento di Matematica dell'Università di Bologna, in: Professione insegnante - Quali strategie per la formazione?, Napoli, Guida Editori Srl, 2022, Tomo I, pp. 775 - 780 (atti di: Professione insegnante: quali strategie per la formazione?, Napoli, 15-17 giugno 2020) [Contribution to conference proceedings]
Kamm, Kevin; Pagliarani, Stefano; Pascucci, Andrea, On the Stochastic Magnus Expansion and Its Application to SPDEs, «JOURNAL OF SCIENTIFIC COMPUTING», 2021, 89, pp. 1 - 31 [Scientific article]Open Access
Carmen Calvo-Garrido, M.; Diop, Sidi; Pascucci, Andrea; Vázquez, Carlos, PDE models for the pricing of a defaultable coupon-bearing bond under an extended JDCEV model, «COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION», 2021, 102, Article number: 105914 , pp. 1 - 12 [Scientific article]Open Access
Coordination of a Research Project: Valuation Adjustments for Improved Risk Management - ABC-EU-XVA.
Lanconelli A.; Pascucci A.; Polidoro S., Gaussian lower bounds for non-homogeneous Kolmogorov equations with measurable coefficients, «JOURNAL OF EVOLUTION EQUATIONS», 2020, 20, pp. 1399 - 1417 [Scientific article]Open Access
Lanconelli A.; Pagliarani S.; Pascucci A., Local densities for a class of degenerate diffusions, «ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES», 2020, 56, pp. 1440 - 1464 [Scientific article]Open Access
pascucci, Teoria della Probabilità - Variabili aleatorie e distribuzioni, Milano, Springer-Verlag Italia, 2020, pp. 356 (UNITEXT). [Research monograph]
Pascucci A.; Pesce A., The parametrix method for parabolic SPDEs, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2020, 130, pp. 6226 - 6245 [Scientific article]Open Access
