Sfoglia per Autore
Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives
2023 Gozzi, F; Masiero, F
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
2023 Addona, D; Masiero, F; Priola, E
Partial smoothing of delay transition semigroups acting on special functions
2022 Masiero, F; Tessitore, G
Erratum: Stochastic optimal control with delay in the control i: Solving the hjb equation through partial smoothing, and stochastic optimal control with delay in the control ii: Verification theorem and optimal feedbacks (SIAM Journal on Control and Optimization (2017) 55 (2981-3012) DOI: 10.1137/16M1073637)
2021 Gozzi, F; Masiero, F
Semilinear Kolmogorov equations on the space of continuous functions via BSDEs
2021 Masiero, F; Orrieri, C; Tessitore, G; Zanco, G
Stochastic maximum principle for problems with delay with dependence on the past through general measures
2021 Guatteri, G; Masiero, F
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces
2020 Addona, D; Bandini, E; Masiero, F
Stochastic Maximun Principle for SPDES with Delay
2017 Guatteri, G; Masiero, F; Orrieri, C
Well-posedness of semilinear stochastic wave equations with Hölder continuous coefficients
2017 Masiero, F; Priola, E
Stochastic Optimal Control with Delay in the Control II: Verification Theorem and Optimal Feedbacks
2017 Gozzi, F; Masiero, F
Reflected BSDEs, optimal control and stopping for infinite-dimensional systems
2017 Fuhrman, M; Masiero, F; Tessitore, G
Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing
2017 Gozzi, F; Masiero, F
HJB equations in infinite dimensions under weak regularizing properties
2016 Masiero, F
A Bismut-Elworthy formula for quadratic BSDEs
2015 Masiero, F
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
2014 Masiero, F; Richou, A
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
2013 Masiero, F; Richou, A
On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control
2013 Guatteri, G; Masiero, F
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
2012 Masiero, F
On the existence of optimal controls for SPDEs with boundary-noise and boundary-control
2011 Guatteri, G; Masiero, F
Hamilton Jacobi Bellman equations in infinite dimensions with quadratic and superquadratic Hamiltonian
2010 Masiero, F
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