Gianmario Tessitore
- Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
2007/07/28 by Marco Fuhrman, Fuhrman, Marco, Ying Hu +3 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · Social Sciences · #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications #math.PR
- Stochastic equations with delay: optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations
2008/06/11 by Marco Fuhrman, Federica Masiero, Gianmario Tessitore · 1 citation
Mathematics · #math.PR
- Ergodic BSDEs under weak dissipative assumptions
2010/04/09 by Arnaud Debussche, Ying Hu, Debussche, Arnaud +3 · 1 citation
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR
- Nonlinear random perturbations of PDEs and quasi-linear equations in Hilbert spaces depending on a small parameter
2022/08/26 by Sandra Cerrai, Cerrai, Sandra, Giuseppina Guatteri +3 · 1 citation
Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations