FUHRMAN, MARCO ALESSANDRO

FUHRMAN, MARCO ALESSANDRO  

DIPARTIMENTO DI MATEMATICA  

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Titolo Data di pubblicazione Autori File
A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes 1-gen-2003 FUHRMAN, MARCO ALESSANDRO
A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Approximation results for semigroups generated by multivalued linear operators and applications 1-gen-1998 FUHRMAN, MARCO ALESSANDRO +
Asymptotic ergodicity for the Zakai filtering equation. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO +
Asymptotic ergodicity of the process of conditional law in some problem of non linear filtering 1-gen-1999 FUHRMAN, MARCO ALESSANDRO +
Backward stochastic differential equations in infinite dimensions with continuous driver and applications 1-gen-2007 FUHRMAN, MARCO ALESSANDRO +
Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains. 1-gen-1991 FUHRMAN, MARCO ALESSANDRO
Ergodic BSDEs and optimal ergodic control in Banach spaces 1-gen-2009 FUHRMAN, MARCO ALESSANDRO +
Existence of optimal stochastic controls and global solutions of forward-backward stochastic differential equations 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations. 1-gen-2005 FUHRMAN, MARCO ALESSANDRO +
Generalized Mehler semigroups: the non gaussian case 1-gen-2000 FUHRMAN, MARCO ALESSANDRO +
Hypercontractivity properties of nonsymmetric Ornstein-Uhlenbeck semigroups in Hilbert spaces 1-gen-1998 FUHRMAN, MARCO ALESSANDRO
Hypercontractivité des semi-groupes de Ornstein-Uhlenbeck non symétriques. 1-gen-1995 FUHRMAN, MARCO ALESSANDRO
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Infinite horizon BSDEs in infinite dimensions with continuous driver and applications 1-gen-2006 FUHRMAN, MARCO ALESSANDRO +
Integration by parts and smoothness of the law for a class of stochastic evolution equations 1-gen-2004 FUHRMAN, MARCO ALESSANDRO +
Linear control systems on unbounded time intervals and invariant measures of Ornstein-Uhlenbeck processes in Hilbert spaces 1-gen-2003 FUHRMAN, MARCO ALESSANDROPAGANONI, ANNA MARIA
Logarithmic derivatives of invariant measure for stochastic differential equations in Hilbert spaces 1-gen-2001 FUHRMAN, MARCO ALESSANDRO
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control 1-gen-2002 FUHRMAN, MARCO ALESSANDRO +