Homogenization of a semilinear heat equation

Cesaroni, Annalisa; Dirr, Nicolas; Novaga, Matteo

Journal de l’École polytechnique — Mathématiques, Volume 4 (2017) p. 633-660

Nonexistence of nonconstant solutions of some degenerate Bellman equations and applications to stochastic control

Bardi, Martino; Cesaroni, Annalisa; Rossi, Luca

ESAIM: Control, Optimisation and Calculus of Variations, Volume 22 (2016) p. 842-861

Convergence in multiscale financial models with non-Gaussian stochastic volatility

Bardi, Martino; Cesaroni, Annalisa; Scotti, Andrea

ESAIM: Control, Optimisation and Calculus of Variations, Volume 22 (2016) p. 500-518

Almost sure properties of controlled diffusions and worst case properties of deterministic systems

Cesaroni, Annalisa; Bardi, Martino

ESAIM: Control, Optimisation and Calculus of Variations, Volume 14 (2008) p. 343-355