The following pages link to Giuseppina Guatteri (Q210861):
Displaying 32 items.
- (Q860696) (redirect page) (← links)
- Weak existence and uniqueness for forward-backward SDEs (Q860697) (← links)
- Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- A representation of the Belavkin equation via Feynman path integrals (Q1400826) (← links)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- Hidden Markov models for multivariate functional data (Q2216984) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Stochastic maximum principle for SPDEs with noise and control on the boundary (Q2430966) (← links)
- On a class of forward-backward stochastic differential systems in infinite dimensions (Q2478411) (← links)
- A stochastic Tikhonov theorem in infinite dimensions (Q2502189) (← links)
- Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems (Q2504028) (← links)
- On the existence of optimal controls for SPDEs with boundary noise and boundary control (Q2848570) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (Q3566978) (← links)
- The Stochastic Characteristics Method Applied to a Stochastic Schrödinger Equation (Q4412394) (← links)
- (Q4421366) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- A REPRESENTATION OF THE BELAVKIN EQUATION VIA PHASE SPACE FEYNMAN PATH INTEGRALS (Q4652883) (← links)
- Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions (Q4799431) (← links)
- Phase space Feynman path integrals (Q4832634) (← links)
- Multivariate Hidden Markov Models for disease progression (Q4970355) (← links)
- Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← links)
- Well Posedness of Operator Valued Backward Stochastic Riccati Equations in Infinite Dimensional Spaces (Q5244639) (← links)
- On the Backward Stochastic Riccati Equation in Infinite Dimensions (Q5317126) (← links)
- A variational approach to evolution problems with variable domains (Q5946975) (← links)
- Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter (Q6129023) (← links)
- Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces (Q6517491) (← links)
- Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space (Q6732326) (← links)
- On approximations of stochastic optimal control problems with an application to climate equations (Q6755008) (← links)
