The following pages link to Francesco Russo (Q188430):
Displaying 50 items.
- Infinite dimensional weak Dirichlet processes and convolution type processes (Q347483) (← links)
- Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation (Q373229) (← links)
- BSDEs under partial information and financial applications (Q402719) (← links)
- Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation (Q456239) (← links)
- Generalized covariation for Banach space valued processes, Itō formula and applications (Q470098) (← links)
- Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: The case of the half-line. (Q484308) (← links)
- Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations (Q523374) (← links)
- Clark-Ocone type formula for non-semimartingales with finite quadratic variation (Q627755) (← links)
- Probabilistic representation for solutions of an irregular porous media type equation: The degenerate case (Q644786) (← links)
- On stochastic calculus related to financial assets without semimartingales (Q645948) (← links)
- Decoupled mild solutions of path-dependent PDEs and integro PDEs represented by BSDEs driven by cadlag martingales (Q778789) (← links)
- On the regularity of stochastic currents, fractional Brownian motion and applications to a turbulence model (Q838327) (← links)
- Verification theorems for stochastic optimal control problems via a time dependent Fukushima--Dirichlet decomposition (Q855922) (← links)
- Weak Dirichlet processes with a stochastic control perspective (Q855923) (← links)
- Nonsemimartingales: stochastic differential equations and weak Dirichlet processes (Q879256) (← links)
- On countably skewed Brownian motion with accumulation point (Q894138) (← links)
- A prediction problem for the Brownian sheet (Q1115010) (← links)
- Estimation de Varadhan pour des diffusions à deux paremètres. (Varadhan estimator for two-parameter diffusions) (Q1116183) (← links)
- Forward, backward and symmetric stochastic integration (Q1326273) (← links)
- Some SDEs with distributional drift. I: General calculus (Q1412397) (← links)
- Comparison theorem and estimates for transition probability densities of diffusion processes (Q1424391) (← links)
- Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index \(H\geq\frac 1 4\). (Q1433879) (← links)
- Itô's formula for \(C^{1,\lambda}\)-functions of a càdlàg process and related calculus (Q1601803) (← links)
- Infinite-dimensional calculus under weak spatial regularity of the processes (Q1661583) (← links)
- Weak Dirichlet processes with jumps (Q1679481) (← links)
- Uniqueness for a class of stochastic Fokker-Planck and porous media equations (Q1688301) (← links)
- Doubly probabilistic representation for the stochastic porous media type equation (Q1700405) (← links)
- Special weak Dirichlet processes and BSDEs driven by a random measure (Q1708976) (← links)
- Monte-Carlo algorithms for a forward Feynman-Kac-type representation for semilinear nonconservative partial differential equations (Q1746430) (← links)
- Srishti Dhar Chatterji, my Ph.D. advisor (Q1756135) (← links)
- Stochastic porous media equations in \(\mathbb R^d\) (Q1756299) (← links)
- About a construction and some analysis of time inhomogeneous diffusions on monotonely moving domains (Q1772691) (← links)
- Large-noise asymptotic for one-dimensional diffusions (Q1781186) (← links)
- Generalized integration and stochastic ODEs (Q1872259) (← links)
- Estimation of the density of the solution of the robust Zakaï equation (Q1904129) (← links)
- The generalized covariation process and Itô formula (Q1904537) (← links)
- Ito formula for \(C^ 1\)-functions of semimartingales (Q1908537) (← links)
- Probabilistic representation for solutions of an irregular porous media type equation (Q1958461) (← links)
- Product of two multiple stochastic integrals with respect to a normal martingale (Q1965901) (← links)
- About classical solutions of the path-dependent heat equation (Q1986115) (← links)
- Martingale driven BSDEs, PDEs and other related deterministic problems (Q1994914) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- Backward stochastic differential equations with no driving martingale, Markov processes and associated pseudo-partial differential equations. II: Decoupled mild solutions and examples (Q2042031) (← links)
- Fokker-Planck equations with terminal condition and related McKean probabilistic representation (Q2065600) (← links)
- A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems (Q2066980) (← links)
- Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation (Q2073223) (← links)
- McKean Feynman-Kac probabilistic representations of non-linear partial differential equations (Q2107414) (← links)
- On path-dependent SDEs involving distributional drifts (Q2122924) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems. II (Q2218844) (← links)
- Smoothness of densities for path-dependent SDEs under Hörmander's condition (Q2235849) (← links)
