| Publication | Date of Publication | Type |
|---|
Space regularity of evolution equations driven by rough paths
Potential Analysis | 2025-11-26 | Paper |
On approximations of stochastic optimal control problems with an application to climate equations
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni | 2025-11-25 | Paper |
Singular limit of BSDES and optimal control of two scale systems with jumps in infinite dimensional spaces
European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations | 2025-05-23 | Paper |
Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter
Journal of Functional Analysis | 2024-04-16 | Paper |
Young equations with singularities
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2023-11-09 | Paper |
Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization
SIAM Journal on Control and Optimization | 2022-03-18 | Paper |
Regularity results for nonlinear Young equations and applications
Journal of Evolution Equations | 2022-03-15 | Paper |
Partial smoothing of delay transition semigroups acting on special functions
Journal of Differential Equations | 2022-03-09 | Paper |
Fokker-Planck equations with terminal condition and related McKean probabilistic representation
NoDEA. Nonlinear Differential Equations and Applications | 2022-01-12 | Paper |
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
Stochastic Processes and their Applications | 2021-06-04 | Paper |
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces
Applied Mathematics and Optimization | 2021-04-23 | Paper |
| Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
Ergodic BSDEs with multiplicative and degenerate noise
SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise
ESAIM: Control, Optimisation and Calculus of Variations | 2020-04-29 | Paper |
Ergodic maximum principle for stochastic systems
Applied Mathematics and Optimization | 2019-06-19 | Paper |
Stochastic maximum principle for optimal control of partial differential equations driven by white noise
Stochastic and Partial Differential Equations. Analysis and Computations | 2018-11-07 | 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
Stochastic Analysis and Applications | 2018-03-14 | Paper |
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
ESAIM: Control, Optimisation and Calculus of Variations | 2017-11-23 | Paper |
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
ESAIM: Control, Optimisation and Calculus of Variations | 2017-11-23 | Paper |
On coupled systems of Kolmogorov equations with applications to stochastic differential games
ESAIM: Control, Optimisation and Calculus of Variations | 2017-06-28 | Paper |
Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
Stochastic maximum principle for optimal control of SPDEs
Applied Mathematics and Optimization | 2014-03-24 | Paper |
Stochastic maximum principle for optimal control of SPDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2012-10-16 | Paper |
Ergodic BSDEs under weak dissipative assumptions
Stochastic Processes and their Applications | 2011-07-08 | Paper |
Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
| Stochastic control and BSDEs with quadratic growth | 2010-07-09 | Paper |
Ergodic BSDEs and optimal ergodic control in Banach spaces
SIAM Journal on Control and Optimization | 2010-06-10 | Paper |
Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces
SIAM Journal on Control and Optimization | 2009-03-10 | Paper |
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
Applied Mathematics and Optimization | 2008-09-22 | Paper |
BSDE on an infinite horizon and elliptic PDEs in infinite dimension
NoDEA. Nonlinear Differential Equations and Applications | 2008-03-05 | Paper |
On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth
SIAM Journal on Control and Optimization | 2007-07-25 | Paper |
Wong-Zakai approximations of stochastic evolution equations
Journal of Evolution Equations | 2007-03-20 | Paper |
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
ESAIM: Control, Optimisation and Calculus of Variations | 2007-03-02 | Paper |
Optimal control of a stochastic heat equation with boundary-noise and boundary-control
ESAIM: Control, Optimisation and Calculus of Variations | 2007-03-02 | Paper |
Generalized directional gradients, backward stochastic differential equations and mild solutions of semilinear parabolic equations
Applied Mathematics and Optimization | 2006-09-28 | Paper |
| A characterization of approximately controllable linear stochastic differential equations | 2006-03-16 | Paper |
On the Backward Stochastic Riccati Equation in Infinite Dimensions
SIAM Journal on Control and Optimization | 2005-09-15 | Paper |
Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations
SIAM Journal on Control and Optimization | 2005-02-28 | Paper |
Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
The Annals of Probability | 2004-09-15 | Paper |
| scientific article; zbMATH DE number 1779804 (Why is no real title available?) | 2004-02-23 | Paper |
Carleman estimates and controllability of linear stochastic heat equations
Applied Mathematics and Optimization | 2003-08-18 | Paper |
The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
Stochastics and Stochastic Reports | 2003-06-26 | Paper |
Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
The Annals of Probability | 2003-05-06 | Paper |
Trotter's formula for transition semigroups
Semigroup Forum | 2002-06-18 | Paper |
A note on the stabilizability of stochastic heat equations with multiplicative noise.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2002-05-22 | Paper |
Null controllability of an infinite dimensional SDE with state- and control-dependent noise
Systems & Control Letters | 2002-03-03 | Paper |
Invariant measures for stochastic heat equations
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Asymptotic behavior of infinite dimensional stochastic differential equations by anticipative variation of constants formula
Applied Mathematics and Optimization | 2002-02-14 | Paper |
Strict positivity for stochastic heat equations
Stochastic Processes and their Applications | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 1226413 (Why is no real title available?) | 1998-11-25 | Paper |
| scientific article; zbMATH DE number 1178237 (Why is no real title available?) | 1998-07-27 | Paper |
| scientific article; zbMATH DE number 1054906 (Why is no real title available?) | 1998-02-18 | Paper |
Existence, uniqueness and space regularity of the adapted solutions of a backward spde
Stochastic Analysis and Applications | 1997-07-03 | Paper |
| scientific article; zbMATH DE number 1009462 (Why is no real title available?) | 1997-05-14 | Paper |
| scientific article; zbMATH DE number 701814 (Why is no real title available?) | 1995-10-23 | Paper |
| scientific article; zbMATH DE number 688039 (Why is no real title available?) | 1995-09-14 | Paper |
Hautus condition for the pathwise stabilizability of an infinite dimensional stochastic system
Stochastic Analysis and Applications | 1995-02-28 | Paper |
| scientific article; zbMATH DE number 433025 (Why is no real title available?) | 1995-02-16 | Paper |
| scientific article; zbMATH DE number 447078 (Why is no real title available?) | 1993-12-20 | Paper |
Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise
SIAM Journal on Control and Optimization | 1993-01-16 | Paper |
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces
(available as arXiv preprint) | N/A | Paper |
Space Regularity of Evolution Equations Driven by Rough Paths
(available as arXiv preprint) | N/A | Paper |
