Giuseppina Guatteri

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Person:210861

Available identifiers

zbMath Open guatteri.giuseppinaWikidataQ102302731 ScholiaQ102302731MaRDI QIDQ210861

List of research outcomes





PublicationDate of PublicationType
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter2024-04-16Paper
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case2023-06-12Paper
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization2022-03-18Paper
Stochastic maximum principle for problems with delay with dependence on the past through general measures2022-01-24Paper
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces2021-04-23Paper
Hidden Markov models for multivariate functional data2020-12-18Paper
Multivariate Hidden Markov Models for disease progression2020-10-14Paper
Ergodic BSDEs with Multiplicative and Degenerate Noise2020-07-30Paper
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise2020-04-29Paper
Stochastic maximum principle for equations with delay: the non-convex case2018-05-21Paper
Singular limit of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces2018-03-15Paper
Linear-quadratic optimal control under non-Markovian switching2018-03-14Paper
Stochastic maximum principle for SPDEs with delay2017-06-22Paper
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces2015-03-27Paper
On the existence of optimal controls for SPDEs with boundary noise and boundary control2013-09-26Paper
Stochastic maximum principle for SPDEs with noise and control on the boundary2011-04-08Paper
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients2010-06-10Paper
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients2009-05-06Paper
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients2008-09-22Paper
On a class of forward-backward stochastic differential systems in infinite dimensions2008-03-28Paper
Weak existence and uniqueness for forward-backward SDEs2007-01-09Paper
Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems2006-09-22Paper
A stochastic Tikhonov theorem in infinite dimensions2006-09-12Paper
On the Backward Stochastic Riccati Equation in Infinite Dimensions2005-09-15Paper
A REPRESENTATION OF THE BELAVKIN EQUATION VIA PHASE SPACE FEYNMAN PATH INTEGRALS2005-02-28Paper
Phase space Feynman path integrals2004-12-14Paper
https://portal.mardi4nfdi.de/entity/Q44213662004-02-20Paper
A variational approach to evolution problems with variable domains2003-08-20Paper
A representation of the Belavkin equation via Feynman path integrals2003-08-14Paper
The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation2003-07-14Paper
Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions2003-07-08Paper
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spacesN/APaper

Research outcomes over time

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