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Andrea Cosso
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Huyên Pham
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hal-02383626
v3
Preprints, Working Papers, ...
Andrea Cosso
,
Francesco Russo
.
CRANDALL-LIONS VISCOSITY SOLUTIONS FOR PATH-DEPENDENT PDES: THE CASE OF HEAT EQUATION
2021
hal-03285204
v1
Preprints, Working Papers, ...
Andrea Cosso
,
Fausto Gozzi
,
Mauro Rosestolato
,
Francesco Russo
.
Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
2021
hal-01088856
v1
Preprints, Working Papers, ...
Andrea Cosso
,
Cristina Di Girolami
,
Francesco Russo
.
Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
2014
hal-00933678
v2
Preprints, Working Papers, ...
Andrea Cosso
,
Francesco Russo
.
A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs
2015
hal-01145301
v3
Preprints, Working Papers, ...
Andrea Cosso
,
Francesco Russo
.
STRONG-VISCOSITY SOLUTIONS: SEMILINEAR PARABOLIC PDEs AND PATH-DEPENDENT PDEs
2019
hal-01235335
v2
Preprints, Working Papers, ...
Elena Bandini
,
Andrea Cosso
,
Marco Fuhrman
,
Huyên Pham
.
Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems
2016
hal-01145300
v1
Preprints, Working Papers, ...
Andrea Cosso
,
Francesco Russo
.
FUNCTIONAL ITÔ VERSUS BANACH SPACE STOCHASTIC CALCULUS AND STRICT SOLUTIONS OF SEMILINEAR PATH-DEPENDENT EQUATIONS
2015
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