RE.PUBLIC@POLIMI pubblicazioni di ricerca del Politecnico di Milano

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Titolo Data di pubblicazione Autori File
Stochastic maximum principle for optimal control of a class of nonlinear SPDEs with dissipative drift. 1-gen-2016 FUHRMAN, MARCO ALESSANDROORRIERI, CARLO
Randomized and backward SDE representation for optimal control of non-Markovian SDEs 1-gen-2015 FUHRMAN, MARCO ALESSANDRO +
Stochastic Maximum Principle for Optimal Control of SPDEs. 1-gen-2013 FUHRMAN, MARCO ALESSANDRO +
Stochastic maximum principle for optimal control of SPDEs 1-gen-2012 FUHRMAN, MARCO ALESSANDRO +
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations 1-gen-2010 FUHRMAN, MARCO ALESSANDRO +
Appunti di statistica inferenziale - Fondamenti e teoria asintotica della stima 1-gen-2009 FUHRMAN, MARCO ALESSANDRO
Ergodic BSDEs and optimal ergodic control in Banach spaces 1-gen-2009 FUHRMAN, MARCO ALESSANDRO +
k-NN classifiers: investigating the k = k(n) relationship 1-gen-2008 ALIPPI, CESAREFUHRMAN, MARCO ALESSANDROROVERI, MANUEL
Backward stochastic differential equations in infinite dimensions with continuous driver and applications 1-gen-2007 FUHRMAN, MARCO ALESSANDRO +
Optimal control of a stochastic heat equation with boundary-noise and boundary-control. 1-gen-2007 FUHRMAN, MARCO ALESSANDRO +
Stochastic control and BSDEs with quadratic growth. 1-gen-2007 FUHRMAN, MARCO ALESSANDRO +
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications 1-gen-2006 FUHRMAN, MARCO ALESSANDRO +
On a class of stochastic optimal control problems related to BSDEs with quadratic growth 1-gen-2006 FUHRMAN, MARCO ALESSANDRO +
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations. 1-gen-2005 FUHRMAN, MARCO ALESSANDRO +
Backward stochastic differential equations in finite and infinite dimensions. Applications to optimal control and hedging. 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Integration by parts and smoothness of the law for a class of stochastic evolution equations 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes 1-gen-2003 FUHRMAN, MARCO ALESSANDRO
Linear control systems on unbounded time intervals and invariant measures of Ornstein-Uhlenbeck processes in Hilbert spaces 1-gen-2003 FUHRMAN, MARCO ALESSANDROPAGANONI, ANNA MARIA
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces 1-gen-2002 FUHRMAN, MARCO ALESSANDRO +
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control 1-gen-2002 FUHRMAN, MARCO ALESSANDRO +
On a class of quasi linear equations in infinite dimensional spaces 1-gen-2002 FUHRMAN, MARCO ALESSANDRO
A note on regularizing properties of Ornstein-Uhlenbeck semigroups in infinite dimensions 1-gen-2002 FUHRMAN, MARCO ALESSANDRO +
Logarithmic derivatives of invariant measure for stochastic differential equations in Hilbert spaces 1-gen-2001 FUHRMAN, MARCO ALESSANDRO
Regularity properties of transition probabilities in infinite dimensions 1-gen-2000 FUHRMAN, MARCO ALESSANDRO
Generalized Mehler semigroups: the non gaussian case 1-gen-2000 FUHRMAN, MARCO ALESSANDRO +
Appunti sulla regressione lineare 1-gen-2000 FUHRMAN, MARCO ALESSANDRO
On a class of stochastic equations in Hilbert spaces: solvability and smoothing properties 1-gen-1999 FUHRMAN, MARCO ALESSANDRO
Asymptotic ergodicity of the process of conditional law in some problem of non linear filtering 1-gen-1999 FUHRMAN, MARCO ALESSANDRO +
Regularity results for infinite dimensional diffusions. A Malliavin calculus approach. 1-gen-1999 FUHRMAN, MARCO ALESSANDRO +
Hypercontractivity properties of nonsymmetric Ornstein-Uhlenbeck semigroups in Hilbert spaces 1-gen-1998 FUHRMAN, MARCO ALESSANDRO
Approximation results for semigroups generated by multivalued linear operators and applications 1-gen-1998 FUHRMAN, MARCO ALESSANDRO +
Sums of generators of analytic semigroups and multivalued linear operators. 1-gen-1997 FUHRMAN, MARCO ALESSANDRO
On filtering equations in infinite dimensions. 1-gen-1997 FUHRMAN, MARCO ALESSANDRO +
Appunti sul teorema spettrale 1-gen-1996 FUHRMAN, MARCO ALESSANDRO
Smoothing properties of nonlinear stochastic equations in Hilbert spaces. 1-gen-1996 FUHRMAN, MARCO ALESSANDRO
On the sum of generators of analytic semigroups. 1-gen-1996 FUHRMAN, MARCO ALESSANDRO
Hypercontractivity of some nonsymmetric semigroups. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Asymptotic ergodicity for the Zakai filtering equation. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO +
Hypercontractivité des semi-groupes de Ornstein-Uhlenbeck non symétriques. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Densities of gaussian measures and regularity of non-symmetric Ornstein-Uhlenbeck semigroups in Hilbert spaces 1-gen-1994 FUHRMAN, MARCO ALESSANDRO
Bounded imaginary powers of abstract differential operators. 1-gen-1994 FUHRMAN, MARCO ALESSANDRO
Sums of operators of parabolic type in a Hilbert space: strict solutions and maximal regularity. 1-gen-1994 FUHRMAN, MARCO ALESSANDRO
Proprieta' e applicazioni delle somme di operatori lineari 1-gen-1993 FUHRMAN, MARCO ALESSANDRO
Sums of linear operators of parabolic type: a priori estimates and strong solutions. 1-gen-1993 FUHRMAN, MARCO ALESSANDRO
Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains. 1-gen-1991 FUHRMAN, MARCO ALESSANDRO
On Boussinesq's model for free convection in an unbounded domain. 1-gen-1988 FUHRMAN, MARCO ALESSANDRO
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