M. Fuhrman

发表

Asymptotic Ergodicity of the Process of Conditional Law in Some Problem of Non-linear Filtering

G. Prato, P. Malliavin, M. Fuhrman, 1999 .

Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control

Jean Jacod, Fulvia Confortola, Marco Fuhrman, 2014, 1407.0876.

Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes

Marco Fuhrman, Elena Bandini, M. Fuhrman, 2015, 1501.04362.

Reflected BSDEs and optimal control and stopping for infinite-dimensional systems

Marco Fuhrman, Gianmario Tessitore, Federica Masiero, 2014, 1411.3897.

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

G. Tessitore, M. Fuhrman, 2002 .

Filtering of continuous-time Markov chains with noise-free observation and applications

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2010, 1009.1039.

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

Huyen Pham, Marco Fuhrman, Elena Bandini, 2018, The Annals of Applied Probability.

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Huyen Pham, Marco Fuhrman, Elena Bandini, 2016, Stochastic Processes and their Applications.

Sums of linear operators of parabolic type: a priori estimates and strong solutions

M. Fuhrman, 1993 .

Logarithmic derivatives of invariant measure for stochastic differential equations in hilbert spaces

M. Fuhrman, 2001 .

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2004 .

On a Class of Quasi Linear Equations in Infinite-dimensional Spaces

M. Fuhrman, 2002 .

Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2005 .

Linear-quadratic optimal control under non-Markovian switching

G. Tessitore, M. Fuhrman, G. Guatteri, 2016, 1609.04977.

Stochastic maximum principle for optimal control of partial differential equations driven by white noise

Ying Hu, G. Tessitore, M. Fuhrman, 2014, 1409.4746.

Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs

M. Fuhrman, M. Morlais, 2018, Stochastic Processes and their Applications.

A class of stochastic optimal control problems in Hilbert spaces: BSDEs and optimal control laws, st

M. Fuhrman, 2003 .

Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems

H. Pham, M. Fuhrman, Elena Bandini, 2015, 1511.09274.

Stochastic Maximum Principle for Optimal Control of SPDEs

Ying Hu, G. Tessitore, M. Fuhrman, 2013, Applied Mathematics & Optimization.

Regularity properties of transition probabilities in infinite dimensions

M. Fuhrman, 2000 .

INTEGRATION BY PARTS AND SMOOTHNESS OF THE LAW FOR A CLASS OF STOCHASTIC EVOLUTION EQUATIONS

M. Fuhrman, S. Bonaccorsi, 2004 .

Backward stochastic differential equations associated to jump Markov processes and applications

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2013, 1302.0679.

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes

Fulvia Confortola, Marco Fuhrman, M. Fuhrman, 2012, SIAM J. Control. Optim..

Generalized Mehler Semigroups: The Non-Gaussian Case

M. Röckner, M. Fuhrman, 2000 .

Optimal control of a stochastic heat equation with boundary-noise and boundary-control

Marco Fuhrman, Gianmario Tessitore, Arnaud Debussche, 2007 .

Università di Milano – Bicocca Quaderni di Matematica Stochastic equations with delay : optimal control via BSDEs and regular solutions of Hamilton-Jacobi-Bellman equations

Marco Fuhrman, Gianmario Tessitore, Federica Masiero, 2008 .

Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton--Jacobi--Bellman Equations

G. Tessitore, M. Fuhrman, F. Masiero, 2008, SIAM J. Control. Optim..

Stochastic Maximum Principle for Optimal Control of SPDEs pdf

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2012, ArXiv.

Backward SDEs and infinite horizon stochastic optimal control

M. Fuhrman, Andrea Cosso, Fulvia Confortola, 2017, ESAIM: Control, Optimisation and Calculus of Variations.

Randomized and backward SDE representation for optimal control of non-Markovian SDEs

Huyen Pham, Marco Fuhrman, H. Pham, 2015 .

Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach

Huyen Pham, Marco Fuhrman, Andrea Cosso, 2014, 1410.1125.

Existence of Optimal Stochastic Controls and Global Solutions of Forward-Backward Stochastic Differential Equations

Marco Fuhrman, Gianmario Tessitore, G. Tessitore, 2004, SIAM J. Control. Optim..

Representation of non-markovian optimal stopping problems by constrained BSDEs with a single jump

H. Pham, M. Fuhrman, Federica Zeni, 2016 .

On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2006, SIAM J. Control. Optim..

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

Ying Hu, Marco Fuhrman, Gianmario Tessitore, 2007, SIAM J. Control. Optim..

The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces

G. Tessitore, M. Fuhrman, 2002 .

Backward Stochastic Differential Equations in Infinite Dimensions with Continuous Driver and Applications

Ying Hu, M. Fuhrman, 2007 .

Infinite horizon BSDEs in infinite dimensions with continuous driver and applications

Ying Hu, M. Fuhrman, 2006 .

Stochastic maximum principle for optimal control of partial differential equations driven by white noise

Ying Hu, G. Tessitore, M. Fuhrman, 2017, Stochastics and Partial Differential Equations: Analysis and Computations.

Stochastic maximum principle for optimal control of SPDEs driven by white noise

Ying Hu, G. Tessitore, M. Fuhrman, 2014 .

k-NN classifiers: Investigating the k=k(n) relationship

Cesare Alippi, Manuel Roveri, M. Fuhrman, 2008, 2008 IEEE International Joint Conference on Neural Networks (IEEE World Congress on Computational Intelligence).

Dual and backward SDE representation for optimal control of non-Markovian SDEs

H. Pham, M. Fuhrman, 2013, 1310.6943.

On a class of stochastic equations in hilbert spaces: solvability and smoothing properties

M. Fuhrman, 1999 .