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hal-01273031v1  Directions of work or proceedings
Franco Flandoli, Francesco Russo, Robert C. Dalang, Marco Dozzi. Stochastic analysis : A series of lectures
Switzerland. 68, Birkhäuser Verlag, pp.xiii + 393, 2015, Progress in Probability
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hal-00933678v2  Preprints, Working Papers, ...
Andrea Cosso, Francesco Russo. A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs
2015
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hal-01586861v1  Preprints, Working Papers, ...
Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
2017
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hal-01241704v2  Preprints, Working Papers, ...
Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
2016
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hal-01241701v2  Preprints, Working Papers, ...
Anthony Le Cavil, Nadia Oudjane, Francesco Russo. Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
2016
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hal-00786177v1  Preprints, Working Papers, ...
Stéphane Goutte, Nadia Oudjane, Francesco Russo. Variance optimal hedging for continuous time additive processes and applications
2013
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hal-00825120v1  Preprints, Working Papers, ...
Zdzislaw Brzezniak, Ben Goldys, Szymon Peszat, Francesco Russo. Second Order PDEs with Dirichlet White Noise Boundary Condition
2013
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hal-00812842v1  Preprints, Working Papers, ...
Ioana Ciotir, Francesco Russo. Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: the case of the half-line.
2013
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hal-02448562v1  Preprints, Working Papers, ...
Elena Bandini, Francesco Russo. The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures
2020
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hal-01895210v2  Preprints, Working Papers, ...
Jonas Lieber, Nadia Oudjane, Francesco Russo. On the well-posedness of a class of McKean Feynman-Kac equations
2019
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inria-00545660v4  Preprints, Working Papers, ...
Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications
2013
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hal-01024974v1  Preprints, Working Papers, ...
Francesco Russo, Frederi Viens. Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus.
2014
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hal-02383626v3  Preprints, Working Papers, ...
Andrea Cosso, Francesco Russo. CRANDALL-LIONS VISCOSITY SOLUTIONS FOR PATH-DEPENDENT PDES: THE CASE OF HEAT EQUATION
2021
hal-01272999v1  Directions of work or proceedings
Robert C. Dalang, Francesco Russo, Marco Dozzi. Stochastic analysis, random fields and applications VI
Switzerland. 63, Birkhäuser Verlag, pp.xi + 492, 2011, Progress in Probability
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hal-01241076v2  Preprints, Working Papers, ...
Elena Bandini, Francesco Russo. Special weak Dirichlet processes and BSDEs driven by a random measure
2016
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hal-00935399v2  Preprints, Working Papers, ...
Franco Flandoli, Elena Issoglio, Francesco Russo. Multidimensional stochastic differential equations with distributional drift
2015
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hal-01352670v1  Preprints, Working Papers, ...
Viorel Barbu, Michael Röckner, Francesco Russo. Doubly probabilistic representation for the stochastic porous media type equation.
2016
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hal-01388433v1  Preprints, Working Papers, ...
Rafael Andretto Castrequini, Francesco Russo. Path dependent equations driven by Hölder processes
2016
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hal-01358705v1  Preprints, Working Papers, ...
Michael Röckner, Francesco Russo. Uniqueness for a class of stochastic Fokker-Planck and porous media equations
2016
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hal-01226154v2  Preprints, Working Papers, ...
Franco Flandoli, Francesco Russo, Giovanni Zanco. Infinite-dimensional calculus under weak spatial regularity of the processes.
2016
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hal-01023176v2  Preprints, Working Papers, ...
Francesco Russo, Lukas Wurzer. Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
2015
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hal-00981113v1  Preprints, Working Papers, ...
Viorel Barbu, Michael Röckner, Francesco Russo. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.
2014
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hal-00720490v2  Preprints, Working Papers, ...
Giorgio Fabbri, Francesco Russo. Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
2014
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hal-00780430v2  Journal articles
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. ⟨10.1007/s00184-013-0472-6⟩
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hal-00918082v1  Preprints, Working Papers, ...
Patrick Henaff, Ismail Laachir, Francesco Russo. Gas storage valuation and hedging. A quantification of the model risk.
2013
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hal-00822988v1  Journal articles
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⟩
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hal-00696616v1  Journal articles
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⟩
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hal-00921597v2  Preprints, Working Papers, ...
Viorel Barbu, Michael Röckner, Francesco Russo. The stochastic porous media equation in $\R^d$
2014
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hal-00850095v1  Preprints, Working Papers, ...
Youssef Ouknine, Francesco Russo, Gerald Trutnau. On countably skewed Brownian motion with accumulation point.
2013
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hal-02465590v2  Preprints, Working Papers, ...
Alberto Ohashi, Francesco Russo, Alan Teixeira. On some path-dependent SDEs involving distributional drifts
2021