Ugolini Stefania

Researcher
SSD
MAT/06 - PROBABILITY AND STATISTICS
Competition sector
01/A3 - MATHEMATICAL ANALYSIS, PROBABILITY AND STATISTICS

Contacts

Workplace

Via Saldini, 50
20133 MILANO (MI)

Office phone number
02503 16133
University email address
Office hours
Please write an email
Office
Room of the teacher or online room
Research

Publications

Publications
  • Noether Theorem in Stochastic Optimal Control Problems via Contact Symmetries / F.C. De Vecchi, E. Mastrogiacomo, M. Turra, S. Ugolini. - In: MATHEMATICS. - ISSN 2227-7390. - 9:9(2021 Apr 24), pp. 953.1-953.34.
  • Random transformations and invariance of semimartingales on Lie groups / S. Albeverio, F.C. De Vecchi, P. Morando, S. Ugolini. - In: RANDOM OPERATORS AND STOCHASTIC EQUATIONS. - ISSN 0926-6364. - (2021). [Epub ahead of print]
  • Reduction and reconstruction of SDEs via Girsanov and quasi Doob symmetries / F.C. De Vecchi, P. Morando, S. Ugolini. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL. - ISSN 1751-8113. - 54(2021), pp. 185203.1-185203.33.
  • A note on the continuity in the Hurst index of the solution of rough differential equations driven by a fractional Brownian motion / F.C. De Vecchi, L.M. Giordano, D. Morale, S. Ugolini. - In: STOCHASTIC ANALYSIS AND APPLICATIONS. - ISSN 0736-2994. - (2020 Oct 15). [Epub ahead of print]
  • Symmetries of stochastic differential equations using Girsanov transformations / F.C. De Vecchi, P. Morando, S. Ugolini. - In: JOURNAL OF PHYSICS. A, MATHEMATICAL AND THEORETICAL. - ISSN 1751-8113. - 53:13(2020 Apr 03).