FUHRMAN, MARCO ALESSANDRO
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
A note on regularizing properties of Ornstein-Uhlenbeck semigroups in infinite dimensions
2002-01-01 G., Da Prato; Fuhrman, MARCO ALESSANDRO; J., Zabczyk
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces.
1995-01-01 Fuhrman, MARCO ALESSANDRO
Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces.
1995-01-01 Fuhrman, MARCO ALESSANDRO
Approximation results for semigroups generated by multivalued linear operators and applications
1998-01-01 Fuhrman, MARCO ALESSANDRO; Favini, A.
Appunti di statistica inferenziale - Fondamenti e teoria asintotica della stima
2009-01-01 Fuhrman, MARCO ALESSANDRO
Appunti sul teorema spettrale
1996-01-01 Fuhrman, MARCO ALESSANDRO
Appunti sulla regressione lineare
2000-01-01 Fuhrman, MARCO ALESSANDRO
Asymptotic ergodicity for the Zakai filtering equation.
1995-01-01 DA PRATO, G.; Fuhrman, MARCO ALESSANDRO; Malliavin, P.
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.
Backward stochastic differential equations in finite and infinite dimensions. Applications to optimal control and hedging.
2004-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Backward stochastic differential equations in infinite dimensions with continuous driver and applications
2007-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu
Bounded imaginary powers of abstract differential operators.
1994-01-01 Fuhrman, MARCO ALESSANDRO
Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains.
1991-01-01 Fuhrman, MARCO ALESSANDRO
Densities of gaussian measures and regularity of non-symmetric Ornstein-Uhlenbeck semigroups in Hilbert spaces
1994-01-01 Fuhrman, MARCO ALESSANDRO
Ergodic BSDEs and optimal ergodic control in Banach spaces
2009-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu; G., Tessitore
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
Generalized Mehler semigroups: the non gaussian case
2000-01-01 Fuhrman, MARCO ALESSANDRO; M., Roeckner
Hypercontractivity of some nonsymmetric semigroups.
1995-01-01 Fuhrman, MARCO ALESSANDRO