The following pages link to Francesco Russo (Q188430):
Displaying 50 items.
- A Feynman-Kac result via Markov BSDEs with generalised drivers (Q2278678) (← links)
- Second order PDEs with Dirichlet white noise boundary conditions (Q2351623) (← links)
- The covariation for Banach space valued processes and applications (Q2441314) (← links)
- Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325) (← links)
- \(m\)-order integrals and generalized Itô's formula; the case of a fractional Brownian motion with any Hurst index (Q2485747) (← links)
- On bifractional Brownian motion (Q2495385) (← links)
- The evolution of a random vortex filament (Q2571697) (← links)
- \(n\)-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes. (Q2574559) (← links)
- Wiener integrals, Malliavin calculus and covariance measure structure (Q2642075) (← links)
- Singular limiting behavior in nonlinear stochastic wave equations (Q2752094) (← links)
- On the paths Hölder continuity in models of Euclidean quantum field theory (Q2758164) (← links)
- Gaussian and non-Gaussian processes of zero power variation (Q2786487) (← links)
- Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion (Q2801789) (← links)
- BSDEs, càdlàg martingale problems, and orthogonalization under basis risk (Q2813078) (← links)
- Variance optimal hedging for continuous time additive processes and applications (Q2875261) (← links)
- Generalized covariation and extended Fukushima decomposition for Banach space-valued processes: applications to windows of Dirichlet processes (Q2909256) (← links)
- Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations (Q2954464) (← links)
- Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations (Q2956587) (← links)
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- Nonlinear stochastic wave equations (Q3841110) (← links)
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- Covariation de convolution de martingales (Q4219693) (← links)
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- Stationary solutions of stochastic parabolic and hyperbolic sine-Gordon equations (Q4290728) (← links)
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- Trivial solutions for a non-lineartwo-space dimensional wave equation perturbed by space-time white noise (Q4363293) (← links)
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- Stochastic calculus with respect to continuous finite quadratic variation processes (Q4504920) (← links)
- Generalized calculus and sdes with non regular drift (Q4543512) (← links)
- HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations Via Generalized Fukushima Decomposition (Q4599722) (← links)
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- (Q4848514) (← links)
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- On Some Expectation and Derivative Operators Related to Integral Representations of Random Variables with Respect to a PII Process (Q4916404) (← links)
- Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes (Q5065042) (← links)
- Forward Feynman-Kac type representation for semilinear non-conservative partial differential equations (Q5087049) (← links)
- The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures (Q5133924) (← links)
- Discrete-type approximations for non-Markovian optimal stopping problems: Part I (Q5205938) (← links)
- (Q5219072) (← links)
- Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations (Q5225281) (← links)
- Path-dependent martingale problems and additive functionals (Q5228829) (← links)
- Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time (Q5268389) (← links)
