The following pages link to Marco Fuhrman (Q271867):
Displayed 50 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump (Q287772) (← links)
- Backward stochastic differential equation driven by a marked point process: an elementary approach with an application to optimal control (Q303970) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- On filtering equations in infinite dimensions (Q677475) (← links)
- (Q805851) (redirect page) (← links)
- Bounded solutions for abstract time-periodic parabolic equations with nonconstant domains (Q805852) (← links)
- Infinite horizon BSDEs in infinite dimensions with continuous driver and applications (Q862255) (← links)
- Asymptotic ergodicity of the process of conditional law in some problem of nonlinear filtering (Q1295923) (← links)
- Sums of linear operators of parabolic type: A priori estimates and strong solutions (Q1312951) (← links)
- Stochastic maximum principle for optimal control of partial differential equations driven by white noise (Q1617259) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem (Q1713474) (← links)
- Smoothing properties of nonlinear stochastic equations in Hilbert spaces (Q1817350) (← links)
- Sums of generators of analytic semigroups and multivalued linear operators (Q1817936) (← links)
- Regularity results for infinite dimensional diffusions: A Malliavin calculus approach (Q1848114) (← links)
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (Q1872298) (← links)
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces. (Q1879864) (← links)
- A note on the nonsymmetric Ornstein-Uhlenbeck process in Hilbert spaces (Q1894212) (← links)
- Generalized Mehler semigroups: The non-Gaussian case (Q1973264) (← links)
- Approximation results for semigroups generated by multivalued linear operators and applications (Q1978228) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- Backward stochastic differential equations associated to jump Markov processes and applications (Q2434482) (← links)
- Backward stochastic differential equations in infinite dimensions with continuous driver and applications (Q2471705) (← links)
- Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations (Q2506159) (← links)
- A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, state constraints, conditioned processes. (Q2574611) (← links)
- Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces (Q2747867) (← links)
- Stochastic Maximum Principle for Optimal Control of a Class of Nonlinear SPDEs with Dissipative Drift (Q2796008) (← links)
- Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes (Q2873847) (← links)
- Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations (Q3083237) (← links)
- Optimal control of a stochastic heat equation with boundary-noise and boundary-control (Q3424601) (← links)
- (Q3492070) (← links)
- Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces (Q3566976) (← links)
- (Q3574222) (← links)
- On a class of stochastic equations in hilbert spaces: solvability and smoothing properties (Q4238561) (← links)
- (Q4276423) (← links)
- (Q4321138) (← links)
- (Q4353886) (← links)
- (Q4381749) (← links)
- Hypercontractivity properties of nonsymmetric ornstein-uhlenbeck semigroups in hilbert spaces (Q4395791) (← links)
- (Q4407519) (← links)
- Linear Control Systems on Unbounded Time Intervals and Invariant Measures of Ornstein--Uhlenbeck Processes in Hilbert Spaces (Q4443064) (← links)
- INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS (Q4474483) (← links)
- (Q4543008) (← links)
- Reflected BSDEs, optimal control and stopping for infinite-dimensional systems (Q4594367) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations (Q4652561) (← links)
- The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces (Q4799435) (← links)
- Analyticity of transition semigroups and closability of bilinear forms in Hilbert spaces (Q4851871) (← links)