87 citations
- University of MilanIT8 papers
- University of PaviaIT3 papers
- Sapienza University of RomeIT2 papers
- University of GenoaIT2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- European Organization for Nuclear ResearchCH1 paper
- European Synchrotron Radiation FacilityFR1 paper
- Hiroshima UniversityJP1 paper
- Imperial College LondonGB1 paper
- Institute for High Energy PhysicsES1 paper
- Istituto Nazionale di Fisica Nucleare, Sezione di Milano BicoccaIT1 paper
- Italian Institute of TechnologyIT1 paper
Showing 2007 · math.PRShow all
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math.PR2007★ 8 cited
Dissipative backward stochastic differential equations with locally Lipschitz nonlinearity
Fulvia Confortola
In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T…
math.PR2007★ 2 cited
Classical dilations à la Hudson-Parthasarathy of Markov semigroups
M. Gregoratti
We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a…