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 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.
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 infinite dimensions with continuous driver and applications
2007-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu
Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains.
1991-01-01 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 properties of nonsymmetric Ornstein-Uhlenbeck semigroups in Hilbert spaces
1998-01-01 Fuhrman, MARCO ALESSANDRO
Hypercontractivité des semi-groupes de Ornstein-Uhlenbeck non symétriques.
1995-01-01 Fuhrman, MARCO ALESSANDRO
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
2004-01-01 Fuhrman, MARCO ALESSANDRO; G., Tessitore
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications
2006-01-01 Fuhrman, MARCO ALESSANDRO; Y., Hu
Integration by parts and smoothness of the law for a class of stochastic evolution equations
2004-01-01 S., Bonaccorsi; 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
Logarithmic derivatives of invariant measure for stochastic differential equations in Hilbert spaces
2001-01-01 Fuhrman, MARCO ALESSANDRO
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