Sergio Albeverio

Publication Activity (10 Years)

Years Active: 2001-2022
Publications (10 Years): 2

Top Topics

Control Problems

Probabilistic Interpretation

Stochastic Process

Top Venues

SIAM J. Control. Optim.

Publications

Sergio Albeverio, Francesco C. De Vecchi, Andrea Romano, Stefania Ugolini
Mean-Field Limit for a Class of Stochastic Ergodic Control Problems. SIAM J. Control. Optim. 60 (1) (2022)
Sergio Albeverio, Sonia Mazzucchi, Zdzislaw Brzezniak
Probabilistic integrals: mathematical aspects. Scholarpedia 12 (5) (2017)
Sergio Albeverio, Maria Skopina
Haar Bases for Generated by One Wavelet Function. Int. J. Wavelets Multiresolution Inf. Process. 10 (5) (2012)
Sergio Albeverio, S. V. Kozyrev
Clustering by hypergraphs and dimensionality of cluster systems CoRR (2012)
Sergio Albeverio, Sonia Mazzucchi
Path integral: mathematical aspects. Scholarpedia 6 (1) (2011)
Xiuhong Gao, Sergio Albeverio, Kai Chen, Shao-Ming Fei, Xianqing Li-Jost
Entanglement of formation and concurrence for mixed states. Frontiers Comput. Sci. China 2 (2) (2008)
Sergio Albeverio, Alexander K. Motovilov, Alexei V. Selin
The A Priori Tan Theta Theorem for Eigenvectors. SIAM J. Matrix Anal. Appl. 29 (2) (2007)
Sergio Albeverio, Victoria Steblovskaya
A model of financial market with several interacting assets. Complete market case. Finance Stochastics 6 (3) (2002)
Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao
A Continuous Time Financial Market with a Poisson Process as Transaction Timer. Adv. Comput. Math. 16 (4) (2002)
Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao
On-line portfolio selection strategy with prediction in the presence of transaction costs. Math. Methods Oper. Res. 54 (1) (2001)