‪Filippo de Feo‬ - ‪Google Scholar‬

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Co-authors

Andrzej SwiechSchool of Mathematics, Georgia Institute of TechnologyVerified email at math.gatech.edu
salvatore federicoUniversità di BolognaVerified email at unibo.it

Filippo de Feo

Filippo de Feo

Dipartimento di Matematica, Politecnico di Milano

Verified email at polimi.it

Partial differential equations Stochastic differential equations Optimal control Mathematical finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
The averaging principle for non-autonomous slow-fast stochastic differential equations and an application to a local stochastic volatility model F de Feo Journal of Differential Equations 302, 406-443, 2021	6	2021
Optimal control of stochastic delay differential equations and applications to path-dependent financial and economic models F de Feo, S Federico, A Święch arXiv preprint arXiv:2302.08809, 2023	5	2023
Stochastic optimal control problems with delays in the state and in the control via viscosity solutions and an economical application F de Feo arXiv preprint arXiv:2308.14506, 2023	3	2023
The averaging principle for stochastic differential equations and a financial application F de Feo Politecnico di Milano, 2018	2	2018
Stochastic optimal control in Hilbert spaces: regularity of the value function and optimal synthesis via viscosity solutions F de Feo, A Święch, L Wessels arXiv preprint arXiv:2310.03181, 2023	1	2023
Optimal control of stochastic delay differential equations: Optimal feedback controls F de Feo, A Święch arXiv preprint arXiv:2309.05029, 2023	1	2023
The order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces F de Feo Applied Mathematics & Optimization 88, 2023	1	2023

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