Department of Mathematics
University College London
c.mαrinelli at ucl dot ac dot uk
Publications and preprints
Stochastic (partial) differential equations.
Monotone operators and nonlinear semigroups.
Heavy tailed processes.
Applications to finance and management science.
Fall 2013: Introduction to Semilinear Evolution Equations
Winter 2018: MATHGF02 - Stochastic Processes and MATHGF07 - Interest Rates and Credit Modelling