Almost sure optimality and optimality in probabilityfor stochastic control problems over aninfinite time horizon. - Paolo Dai Pra; Giovanni B. Di Masi; Barbara Trivellato (Ann. Oper. Res., 1999)

Pathwise Optimality in Stochastic Control. - Paolo Dai Pra; Giovanni B. Di Masi; Barbara Trivellato (SIAM J. Control. Optim., 2000)

Replication and shortfall risk in a binomial model with transaction costs. - Barbara Trivellato (Math. Methods Oper. Res., 2009)

Deformed Exponentials and Applications to Finance. - Barbara Trivellato (Entropy, 2013)

Forward Backward Semimartingale Systems for Utility Maximization. - Marina Santacroce; Barbara Trivellato (SIAM J. Control. Optim., 2014)

On Mixture and Exponential Connection by Open Arcs. - Marina Santacroce; Paola Siri; Barbara Trivellato (GSI, 2017)

An Application of Maximal Exponential Models to Duality Theory. - Marina Santacroce; Paola Siri; Barbara Trivellato (Entropy, 2018)

Exponential models by Orlicz spaces and applications. - Marina Santacroce; Paola Siri; Barbara Trivellato (J. Appl. Probab., 2018)

Minimization of the Kullback-Leibler Divergence over a Log-Normal Exponential Arc. - Paola Siri; Barbara Trivellato (GSI, 2019)

Statistical Models Built on Sub-exponential Random Variables. - Paola Siri; Barbara Trivellato (GSI (1), 2025)