CONFORTOLA, FULVIA
Backward SDEs and infinite horizon stochastic optimal control
2018-01-01 Confortola, F.; Cosso, A.; Fuhrman, M.
Backward stochastic differential equations and optimal control of marked point processes
2013-01-01 Confortola, Fulvia; M., Fuhrman
Backward stochastic differential equations associated to jump Markov processes and applications
2014-01-01 Confortola, Fulvia; M., Fuhrman
Backward stochastic differential equations driven by a marked point process: an elementary approach, with an application to optimal control
2016-01-01 Confortola, Fulvia; Fuhrman, Marco; Jacod, Jean
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions
2019-01-01 Bandini, E.; Confortola, F.; Cosso, A.
BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
2008-01-01 Briand, P. h.; Confortola, Fulvia
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
2008-01-01 Briand, P. h.; Confortola, Fulvia
Dissipative backward stochastic differential equations in infinite dimensions
2006-01-01 Confortola, Fulvia
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
2007-01-01 Confortola, Fulvia
Feedback optimal control for stochastic Volterra equations with completely monotone kernels.
2015-01-01 Confortola, Fulvia; E., Mastrogiacomo
Filtering of continuous-time Markov chains with noise-free observation and applications
2013-01-01 Confortola, Fulvia; M., Fuhrman
L^p solution of backward stochastic differential equations driven by a marked point process
2019-01-01 Confortola, Fulvia
Linear-quadratic optimal control under non-Markovian switching
2018-01-01 Confortola, Fulvia; Marco, Fuhrman; Guatteri, Giuseppina; Tessitore, Gianmario
On the compensator of step processes in progressively enlarged filtrations and related control problems
2024-01-01 Bandini, Elena; Confortola, Fulvia; Di Tella, Paolo
Optimal control for stochastic heat equation with memory.
2014-01-01 Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels
2012-01-01 S., Bonaccorsi; Confortola, Fulvia; Mastrogiacomo, Elisa
Optimal control for stochastic Volterra equations with multiplicative Lévy noise.
2020-01-01 Confortola, F.; Bonaccorsi, S.
Optimal control of semi-Markov processes with a backward stochastic differential equations approach
2017-01-01 Elena, Bandini; Confortola, Fulvia
Optimal control of stochastic differential equations with dynamical boundary conditions
2008-01-01 S., Bonaccorsi; Confortola, Fulvia; Mastrogiacomo, Elisa
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension
2008-01-01 Briand, P. h.; Confortola, Fulvia