MASIERO FEDERICA

Role
Associate professor  
Academic disciplines
Mathematical Methods of Economics, Finance and Actuarial Sciences (SECS-S/06)
Office phone
Room:
  • U05, Floor: 3, Room: 3062

Publications

  • Addona, D., Masiero, F., Priola, E. (2023). A BSDEs approach to pathwise uniqueness for stochastic evolution equations. JOURNAL OF DIFFERENTIAL EQUATIONS, 366(5 September 2023), 192-248 [10.1016/j.jde.2023.04.014]. Detail

  • Gozzi, F., Masiero, F. (2023). Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives. SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 61(2), 586-619 [10.1137/22m1474679]. Detail

  • Masiero, F., Tessitore, G. (2022). Partial smoothing of delay transition semigroups acting on special functions. JOURNAL OF DIFFERENTIAL EQUATIONS, 316(15 April 2022), 599-640 [10.1016/j.jde.2022.01.054]. Detail

  • Guatteri, G., Masiero, F. (2021). Stochastic maximum principle for problems with delay with dependence on the past through general measures. MATHEMATICAL CONTROL AND RELATED FIELDS, 11(4 (December 2021)), 829-855 [10.3934/mcrf.2020048]. Detail

  • Masiero, F., Orrieri, C., Tessitore, G., Zanco, G. (2021). Semilinear Kolmogorov equations on the space of continuous functions via BSDEs. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 136(June 2021), 1-56 [10.1016/j.spa.2021.01.009]. Detail

Research projects

Optimal control of stochastic evolutionary models
Year: 2023
Call: FAQC 2023 - seconda finestra
Grantors: Università degli Studi di MILANO-BICOCCA
MASIERO-Fondo per il finanziamento delle attività base di ricerca
Year: 2017
Call: FFABR 2017
Grantors: M.I.U.R. - MINISTERO DELL'ISTRUZIONE, DELL'UNIVERSITA' E DELLA RICERCA - UFFICIO I - Bilancio e Contabilita'. Coordinamento staff della Direzione

Awards

Research and teaching assignments

  • Visiting Researcher - University of Sydney, 2015