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Andrea Cosso (LPMA)

Identifiers

  • name variant Andrea Cosso (LPMA) 0.60 · backfill

Papers (8)

  1. Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems math.PR · 2015 · author #2
  2. BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data math.PR · 2015 · author #1
  3. Strong-viscosity Solutions: Semilinear Parabolic PDEs and Path-dependent PDEs math.PR · 2015 · author #1
  4. Functional it{\^o} versus banach space stochastic calculus and strict solutions of semilinear path-dependent equations math.PR · 2015 · author #1
  5. Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach math.PR · 2014 · author #1
  6. Robust feedback switching control: dynamic programming and viscosity solutions math.PR · 2014 · author #2
  7. Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity math.PR · 2014 · author #2
  8. A regularization approach to functional It\^o calculus and strong-viscosity solutions to path-dependent PDEs math.PR · 2014 · author #1

Mentions

  • 1505.06868 #1 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1505.02927 #1 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1505.02926 #1 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1410.1125 #1 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1409.6233 #2 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1405.3540 #2 · backfill · confidence 0.70 Andrea Cosso (LPMA)
  • 1401.5034 #1 · backfill · confidence 0.70 Andrea Cosso (LPMA)

Frequent Coauthors