Giuseppina Guatteri

Available identifiers

zbMath Open guatteri.giuseppinaWikidataQ102302731 ScholiaQ102302731MaRDI QIDQ210861

List of research outcomes

Publication	Date of Publication	Type
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter	2024-04-16	Paper
Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the non-convex case	2023-06-12	Paper
Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization	2022-03-18	Paper
Stochastic maximum principle for problems with delay with dependence on the past through general measures	2022-01-24	Paper
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces	2021-04-23	Paper
Hidden Markov models for multivariate functional data	2020-12-18	Paper
Multivariate Hidden Markov Models for disease progression	2020-10-14	Paper
Ergodic BSDEs with Multiplicative and Degenerate Noise	2020-07-30	Paper
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise	2020-04-29	Paper
Stochastic maximum principle for equations with delay: the non-convex case	2018-05-21	Paper
Singular limit of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces	2018-03-15	Paper
Linear-quadratic optimal control under non-Markovian switching	2018-03-14	Paper
Stochastic maximum principle for SPDEs with delay	2017-06-22	Paper
Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces	2015-03-27	Paper
On the existence of optimal controls for SPDEs with boundary noise and boundary control	2013-09-26	Paper
Stochastic maximum principle for SPDEs with noise and control on the boundary	2011-04-08	Paper
Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients	2010-06-10	Paper
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients	2009-05-06	Paper
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients	2008-09-22	Paper
On a class of forward-backward stochastic differential systems in infinite dimensions	2008-03-28	Paper
Weak existence and uniqueness for forward-backward SDEs	2007-01-09	Paper
Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems	2006-09-22	Paper
A stochastic Tikhonov theorem in infinite dimensions	2006-09-12	Paper
On the Backward Stochastic Riccati Equation in Infinite Dimensions	2005-09-15	Paper
A REPRESENTATION OF THE BELAVKIN EQUATION VIA PHASE SPACE FEYNMAN PATH INTEGRALS	2005-02-28	Paper
Phase space Feynman path integrals	2004-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q4421366	2004-02-20	Paper
A variational approach to evolution problems with variable domains	2003-08-20	Paper
A representation of the Belavkin equation via Feynman path integrals	2003-08-14	Paper
The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation	2003-07-14	Paper
Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions	2003-07-08	Paper
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces	N/A	Paper

Research outcomes over time

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