COSSO, ANDREA

COSSO, ANDREA  

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Titolo Data di pubblicazione Autori File
Backward SDE representation for stochastic control problems with nondominated controlled intensity 1-gen-2016 COSSO, ANDREA +
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions 1-gen-2019 Bandini E.Confortola F.Cosso A.
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations 1-gen-2016 COSSO, ANDREA +
Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion 1-gen-2016 COSSO, ANDREA +
Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations 1-gen-2016 COSSO, ANDREA +
Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach 1-gen-2016 COSSO, ANDREA +
Portfolio choices and VaR constraint with a defaultable asset 1-gen-2015 BARUCCI, EMILIOCOSSO, ANDREA
Reflected BSDEs with nonpositive jumps, and controller-and-stopper games 1-gen-2015 COSSO, ANDREA +
Robust feedback switching control: Dynamic programming and viscosity solutions 1-gen-2016 COSSO, ANDREA +
Stochastic Differential Games Involving Impulse Controls and Double-Obstacle Quasi-variational Inequalities 1-gen-2013 COSSO, ANDREA