TESSITORE, GIANMARIO
TESSITORE, GIANMARIO
DIPARTIMENTO DI MATEMATICA E APPLICAZIONI
Linear quadratic optimal control for a stochastic system with control on the boundary and hyperbolic dynamics
1992 Tessitore, G
Riccati equations in stochastic boundary control theory
1992 Flandoli, F; Tessitore, G
Some remarks on the Riccati equation arising in an optimal control problem with state- and control-dependent noise
1992 Tessitore, G
Some remarks on the mean square stabilizability of a linear SPDE
1993 Tessitore, G
On the mean-square stabilizability of a linear stochastic differential equation
1994 Tessitore, G
Hautus condition for the pathwise stabilizability of an infinite-dimensional stochastic system
1994 Tessitore, G
Linear quadratic boundary control for an age equation perturbed by noise
1994 Tessitore, G
Pricing options for multinomial models
1996 Tessitore, G; Zabczyk, J
Existence, uniqueness and space regularity of the adapted solutions of a backward SPDE
1996 Tessitore, G
Some remarks on the detectability condition for stochastic systems
1997 Tessitore, G
Invariant measures for stochastic heat equations
1998 Tessitore, G; Zabczyk, J
A note on a parameter depending Datko theorem applied to stochastic systems
1998 Tessitore, G
Strict positivity for stochastic heat equations 1
1998 Tessitore, G; Zabczyk, J
Infinite horizon, ergodic and periodic control for a stochastic infinite-dimensional affine equation
1998 Tessitore, G
Null controllability of an infinite dimensional SDE with state- and control-dependent noise
2001 Sirbu, M; Tessitore, G
Trotter's formula for transition semigroups
2001 Tessitore, G; Zabczyk, J
The Bismut-Elworthy formula for backward SDEs and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
2002 Fuhrman, M; Tessitore, G
Considerations on the controllability of stochastic linear heat equations
2002 Barbu, V; Tessitore, G
Pricing options for Markovian models
2002 Tessitore, G; Zabczyk, J
A note on the stabilizability of stochastic heat equations with multiplicative noise
2002 Barbu, V; Lefter, C; Tessitore, G