Keywords

Production year

Number of documents

8

Francesco RUSSO


For more information see:

uma.ensta-paristech.fr/~russo

perso.ensta-paristech.fr/~russo


2014   

Journal articles3 documents

  • Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications.. Metrika, Springer Verlag, 2014, 77 (1), pp.51-104. ⟨hal-00780430v2⟩
  • Claudia Ceci, Alessandra Cretarola, Francesco Russo. BSDEs under partial information and financial applications.. Stochastic Processes and their Applications, Elsevier, 2014, ⟨10.1016/j.spa.2014.03.003⟩. ⟨hal-00822988⟩
  • Claudia Ceci, Alessandra Cretarola, Francesco Russo. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.. Stochastics and Dynamics, World Scientific Publishing, 2014, ⟨10.1142/S0219493713500196⟩. ⟨hal-00696616⟩

Preprints, Working Papers, ...5 documents

  • Viorel Barbu, Michael Röckner, Francesco Russo. The stochastic porous media equation in $\R^d$. 2014. ⟨hal-00921597v2⟩
  • Andrea Cosso, Cristina Di Girolami, Francesco Russo. Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations. 2014. ⟨hal-01088856⟩
  • Francesco Russo, Frederi Viens. Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus.. 2014. ⟨hal-01024974⟩
  • Giorgio Fabbri, Francesco Russo. Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control. 2014. ⟨hal-00720490v2⟩
  • Viorel Barbu, Michael Röckner, Francesco Russo. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.. 2014. ⟨hal-00981113⟩