| Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise C Marinelli, C Prévôt, M Röckner Journal of Functional Analysis 258 (2), 616-649, 2010 | 112 | 2010 |
| Stochastic Optimal Control of Delay Equations Arising in Advertising Models F Gozzi, C Marinelli Stochastic Partial Differential Equations and Applications-VII, 2005 | 110 | 2005 |
| On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects F Gozzi, C Marinelli, S Savin Journal of optimization theory and applications 142, 291-321, 2009 | 88 | 2009 |
| On the maximal inequalities of Burkholder, Davis and Gundy C Marinelli, M Röckner Expositiones Mathematicae 34 (1), 1-26, 2016 | 82 | 2016 |
| A comparison of some univariate models for Value-at-Risk and expected shortfall C Marinelli, S d'Addona, ST Rachev International Journal of Theoretical and Applied Finance 10 (6), 1043-1075, 2007 | 80 | 2007 |
| On maximal inequalities for purely discontinuous martingales in infinite dimensions C Marinelli, M Röckner Séminaire de Probabilités XLVI, 293-315, 2014 | 65 | 2014 |
| The stochastic goodwill problem C Marinelli European Journal of Operational Research 176 (1), 389-404, 2007 | 55 | 2007 |
| Well-posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise C Marinelli, M Röckner Electron. J. Probab 15 (49), 1528-1555, 2010 | 50 | 2010 |
| Local Well-Posedness of Musiela's SPDE with Lévy Noise C Marinelli Mathematical Finance 20 (3), 341-363, 2010 | 41 | 2010 |
| Subordinated exchange rate models: evidence for heavy tailed distributions and long-range dependence C Marinelli, ST Rachev, R Roll Mathematical and computer modelling 34 (9-11), 955-1001, 2001 | 41 | 2001 |
| Stochastic FitzHugh-Nagumo equations on networks with impulsive noise S Bonaccorsi, C Marinelli, G Ziglio Electron. J. Probab 13, 1362-1379, 2008 | 30 | 2008 |
| On uniqueness of mild solutions for dissipative stochastic evolution equations C Marinelli, M Röckner Infinite Dimensional Analysis, Quantum Probability and Related Topics 13 (03 …, 2010 | 29 | 2010 |
| A variational approach to dissipative SPDEs with singular drift C Marinelli, L Scarpa | 27 | 2018 |
| Approximation and convergence of solutions to semilinear stochastic evolution equations with jumps C Marinelli, L Di Persio, G Ziglio Journal of Functional Analysis 264 (12), 2784-2816, 2013 | 20 | 2013 |
| Optimal distributed dynamic advertising C Marinelli, S Savin Journal of Optimization Theory and Applications 137, 569-591, 2008 | 19 | 2008 |
| Quantitative approximations of evolving probability measures and sequential Markov chain Monte Carlo methods A Eberle, C Marinelli Probability Theory and Related Fields 155, 665-701, 2013 | 17 | 2013 |
| Variational inequalities in Hilbert spaces with measures and optimal stopping problems V Barbu, C Marinelli Applied Mathematics and Optimization 57, 237-262, 2008 | 17 | 2008 |
| Existence and regularity of the density for solutions to semilinear dissipative parabolic SPDEs C Marinelli, E Nualart, L Quer-Sardanyons Potential Analysis 39 (3), 287-311, 2013 | 15 | 2013 |
| Strong solutions for stochastic porous media equations with jumps V Barbu, C Marinelli arXiv preprint arXiv:0802.3594, 2008 | 15 | 2008 |
| Refined existence and regularity results for a class of semilinear dissipative SPDEs C Marinelli, L Scarpa Infinite Dimensional Analysis, Quantum Probability and Related Topics 23 (02 …, 2020 | 14 | 2020 |
Michael RöcknerBielefeld UniversityVerified email at math.uni-bielefeld.de
