Carlo Marinelli Department of Mathematics University College London c.mαrinelli at ucl dot ac dot uk

Publications and preprints

Research interests

Stochastic (partial) differential equations.
Monotone operators and nonlinear semigroups.
Control theory.
Heavy-tailed processes.
Applications to finance and management science.

Teaching

Winter 2023: MATH0060 - Stochastic Processes and MATH0064 - Interest Rates and Credit Modelling

Links

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