Pagliarani S.; Polidoro S., A Yosida's parametrix approach to Varadhan's estimates for a degenerate diffusion under the weak Hörmander condition, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2023, 517, Article number: 126538, pp. 1 - 42 [articolo]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 [articolo]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 [articolo]Open Access
Agarwal A.; Pagliarani S., A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps, «STOCHASTICS», 2021, 93, pp. 592 - 624 [articolo]Open Access
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 [articolo]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 [articolo]Open Access
Andrea Barletta; Elisa Nicolato; Stefano Pagliarani, The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework, «MATHEMATICAL FINANCE», 2019, 29, pp. 928 - 966 [articolo]
Gobet, Emmanuel; Pagliarani, Stefano, Analytical approximations of non-linear SDEs of McKean–Vlasov type, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2018, 466, pp. 71 - 106 [articolo]
Lorig, Matthew; Pagliarani, Stefano; Pascucci, Andrea, Explicit implied volatilities for multifactor local-stochastic volatility models, «MATHEMATICAL FINANCE», 2017, 27, pp. 926 - 960 [articolo]Open Access
Pagliarani, S; Pascucci, A.; Pignotti, M., Intrinsic expansions for averaged diffusion processes, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2017, 127, pp. 2560 - 2585 [articolo]
Pagliarani, Stefano; Pascucci, Andrea, The exact Taylor formula of the implied volatility, «FINANCE AND STOCHASTICS», 2017, 21, pp. 661 - 718 [articolo]Open Access
Andrea Pascucci; Stefano Pagliarani; Michele Pignotti, Intrinsic Taylor formula for Kolmogorov-type homogeneous groups, «JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS», 2016, 435, pp. 1054 - 1087 [articolo]
Lorig M; Pagliarani S.; Pascucci A., A family of density expansions for Lévy-type processes with default, «THE ANNALS OF APPLIED PROBABILITY», 2015, 25, pp. 235 - 267 [articolo]Open Access
Gobet Emmanuel; Pagliarani Stefano, Analytical approximations of BSDEs with non-smooth driver, «SIAM JOURNAL ON FINANCIAL MATHEMATICS», 2015, 6(2015), pp. 919 - 958 [articolo]
Lorig M.; Pagliarani S.; Pascucci A., Analytical expansions for parabolic equations, «SIAM JOURNAL ON APPLIED MATHEMATICS», 2015, 75, pp. 468 - 491 [articolo]
