pith. sign in

Francesco Russo (UMA)

Identifiers

  • name variant Francesco Russo (UMA) 0.60 · backfill

Papers (17)

  1. A Feynman-Kac result via Markov BSDEs with generalized driver math.PR · 2018 · author #2
  2. Path-dependent Martingale Problems and Additive Functionals math.PR · 2018 · author #4
  3. Decoupled mild solutions of path-dependent PDEs and IPDEsrepresented by BSDEs driven by cadlag martingales math.PR · 2018 · author #2
  4. Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations math.PR · 2017 · author #2
  5. Strong-viscosity Solutions: Semilinear Parabolic PDEs and Path-dependent PDEs math.PR · 2015 · author #2
  6. Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations math.PR · 2014 · author #3
  7. Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus math.PR · 2014 · author #1
  8. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation math.PR · 2014 · author #3
  9. A regularization approach to functional It\^o calculus and strong-viscosity solutions to path-dependent PDEs math.PR · 2014 · author #2
  10. The stochastic porous media equation in $\R^d$ math.PR · 2013 · author #3
  11. Gas storage valuation and hedging. A quantification of the model risk q-fin.PR · 2013 · author #3
  12. Second Order PDEs with Dirichlet White Noise Boundary Condition math.PR · 2013 · author #4
  13. BSDEs under partial information and financial applications math.PR · 2013 · author #3
  14. Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: the case of the half-line math.PR · 2013 · author #2
  15. Variance optimal hedging for continuous time additive processes and applications q-fin.PR · 2013 · author #3
  16. The covariation for Banach space valued processes and applications math.PR · 2013 · author #4
  17. Generalized covariation and extended Fukushima decompositions for Banach valued processes. Application to windows of Dirichlet processes math.PR · 2011 · author #2

Mentions

  • 1305.5324 #4 · backfill · confidence 0.70 Francesco Russo (UMA)
  • 1305.3690 #3 · backfill · confidence 0.70 Francesco Russo (UMA)
  • 1304.3729 #2 · backfill · confidence 0.70 Francesco Russo (UMA)
  • 1302.1965 #3 · backfill · confidence 0.70 Francesco Russo (UMA)
  • 1301.5715 #4 · backfill · confidence 0.70 Francesco Russo (UMA)
  • 1105.4419 #2 · backfill · confidence 0.70 Francesco Russo (UMA)

Frequent Coauthors