Sfoglia per Autore
Asymptotic ergodicity of the process of conditional law in some problem of non linear filtering
1999-01-01 DA PRATO, G.; Fuhrman, MARCO ALESSANDRO; Malliavin, P.
Regularity results for infinite dimensional diffusions. A Malliavin calculus approach.
1999-01-01 Bonaccorsi, S.; Fuhrman, MARCO ALESSANDRO
Regularity properties of transition probabilities in infinite dimensions
2000-01-01 Fuhrman, MARCO ALESSANDRO
Appunti sulla regressione lineare
2000-01-01 Fuhrman, MARCO ALESSANDRO
Generalized Mehler semigroups: the non gaussian case
2000-01-01 Fuhrman, MARCO ALESSANDRO; M., Roeckner
Logarithmic derivatives of invariant measure for stochastic differential equations in Hilbert spaces
2001-01-01 Fuhrman, MARCO ALESSANDRO
On a class of quasi linear equations in infinite dimensional spaces
2002-01-01 Fuhrman, MARCO ALESSANDRO
A note on regularizing properties of Ornstein-Uhlenbeck semigroups in infinite dimensions
2002-01-01 G., Da Prato; Fuhrman, MARCO ALESSANDRO; J., Zabczyk
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
2002-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
2002-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes
2003-01-01 Fuhrman, MARCO ALESSANDRO
Linear control systems on unbounded time intervals and invariant measures of Ornstein-Uhlenbeck processes in Hilbert spaces
2003-01-01 Fuhrman, MARCO ALESSANDRO; Paganoni, ANNA MARIA
Backward stochastic differential equations in finite and infinite dimensions. Applications to optimal control and hedging.
2004-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
2004-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Integration by parts and smoothness of the law for a class of stochastic evolution equations
2004-01-01 S., Bonaccorsi; Fuhrman, MARCO ALESSANDRO
Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations
2004-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations.
2005-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
On a class of stochastic optimal control problems related to BSDEs with quadratic growth
2006-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu; G., Tessitore
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
2006-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu
Stochastic control and BSDEs with quadratic growth.
2007-01-01 Fuhrman, MARCO ALESSANDRO; Hu, Y; Tessitore, G.
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