pith. sign in

Fulvia Confortola

Identifiers

  • name variant Fulvia Confortola 0.60 · backfill

Papers (13)

  1. BSDE Representation and Randomized Dynamic Programming Principle for Stochastic Control Problems of Infinite-Dimensional Jump-Diffusions math.PR · 2018 · author #2
  2. $L^p$ solution of backward stochastic differential equations driven by a marked point process math.PR · 2016 · author #1
  3. Linear-quadratic optimal control under non-Markovian switching math.OC · 2016 · author #1
  4. Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control math.PR · 2014 · author #1
  5. Optimal control of semi-Markov processes with a backward stochastic differential equations approach math.OC · 2013 · author #2
  6. Backward stochastic differential equations associated to jump Markov processes and applications math.PR · 2013 · author #1
  7. Backward stochastic differential equations and optimal control of marked point processes math.PR · 2012 · author #1
  8. Feedback Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels math.PR · 2011 · author #1
  9. Filtering of continuous-time Markov chains with noise-free observation and applications math.PR · 2010 · author #1
  10. Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension math.PR · 2007 · author #2
  11. Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity math.PR · 2007 · author #1
  12. BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces math.PR · 2007 · author #2
  13. Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators math.PR · 2006 · author #2

Mentions

  • 1311.1063 #2 · backfill · confidence 0.70 Fulvia Confortola
  • 1302.0679 #1 · backfill · confidence 0.70 Fulvia Confortola
  • 1205.5140 #1 · backfill · confidence 0.70 Fulvia Confortola
  • 1112.3818 #1 · backfill · confidence 0.70 Fulvia Confortola
  • 1009.1039 #1 · backfill · confidence 0.70 Fulvia Confortola
  • 0704.1223 #2 · backfill · confidence 0.70 Fulvia Confortola
  • 0704.0509 #1 · backfill · confidence 0.70 Fulvia Confortola

Frequent Coauthors