Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes
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- Fabbri, Giorgio & Russo, Francesco, 2017. "Infinite dimensional weak Dirichlet processes and convolution type processes," Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 325-357.
- Giorgio Fabbri & Francesco Russo, 2017. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," Post-Print halshs-01309384, HAL.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite dimensional weak Dirichlet processes and convolution type processes," LIDAM Discussion Papers IRES 2016011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
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- Fabbri, Giorgio & Russo, Francesco, 2017.
"Infinite dimensional weak Dirichlet processes and convolution type processes,"
Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 325-357.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," AMSE Working Papers 1616, Aix-Marseille School of Economics, France, revised 20 Apr 2016.
- Giorgio Fabbri & Francesco Russo, 2017. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," Post-Print halshs-01309384, HAL.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite dimensional weak Dirichlet processes and convolution type processes," LIDAM Discussion Papers IRES 2016011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Cristina Girolami & Giorgio Fabbri & Francesco Russo, 2014.
"The covariation for Banach space valued processes and applications,"
Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 77(1), pages 51-104, January.
- Cristina Di Girolami & Giorgio Fabbri & Francesco Russo, 2013. "The covariation for Banach space valued processes and applications," Documents de recherche 13-01, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
- Giorgio FABBRI & Francesco RUSSO, 2012. "Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control," LIDAM Discussion Papers IRES 2012017, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Gozzi, Fausto & Russo, Francesco, 2006. "Verification theorems for stochastic optimal control problems via a time dependent Fukushima-Dirichlet decomposition," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1530-1562, November.
- Errami, Mohammed & Russo, Francesco, 2003. "n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes," Stochastic Processes and their Applications, Elsevier, vol. 104(2), pages 259-299, April.
- Gozzi, Fausto & Russo, Francesco, 2006. "Weak Dirichlet processes with a stochastic control perspective," Stochastic Processes and their Applications, Elsevier, vol. 116(11), pages 1563-1583, November.
- Editors The, 2007. "From the Editors," Basic Income Studies, De Gruyter, vol. 2(1), pages 1-5, June.
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Cited by:
- Giorgio Fabbri & Francesco Russo, 2017.
"HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition,"
LIDAM Discussion Papers IRES
2017003, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Fabbri, G. & Russo, F., 2017. "HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition," Working Papers 2017-07, Grenoble Applied Economics Laboratory (GAEL).
- Giorgio Fabbri & Francesco Russo, 2017. "HJB Equations in Infinite Dimension and Optimal Control of Stochastic Evolution Equations via Generalized Fukushima Decomposition," AMSE Working Papers 1704, Aix-Marseille School of Economics, France.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," Working Papers halshs-01309384, HAL.
- Fabbri, Giorgio & Russo, Francesco, 2017.
"Infinite dimensional weak Dirichlet processes and convolution type processes,"
Stochastic Processes and their Applications, Elsevier, vol. 127(1), pages 325-357.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," AMSE Working Papers 1616, Aix-Marseille School of Economics, France, revised 20 Apr 2016.
- Giorgio Fabbri & Francesco Russo, 2017. "Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes," Post-Print halshs-01309384, HAL.
- Giorgio Fabbri & Francesco Russo, 2016. "Infinite dimensional weak Dirichlet processes and convolution type processes," LIDAM Discussion Papers IRES 2016011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
- Giorgio Fabbri & Fausto Gozzi & Andrzej Swiech, 2017. "Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations," Post-Print hal-01505767, HAL.
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Keywords
Covariation and Quadratic variation; Calculus via regularization; Infi- nite dimensional analysis; Tensor analysis; Dirichlet processes; Generalized Fukushima decomposition; Convolution type processes; Stochastic partial differential equations.;All these keywords.
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