5 citations
- École Nationale Supérieure de Techniques AvancéesFR2 papers
- École Nationale Supérieure de Techniques Avancées ParisFR2 papers
- Unité de Mathématiques AppliquéesFR2 papers
- Centre National de la Recherche ScientifiqueFR1 paper
- Drug Enforcement AdministrationUS1 paper
- Université d'Évry Val-d'EssonneFR1 paper
- University of Chieti-PescaraIT1 paper
2 papers
math.PR2013
The covariation for Banach space valued processes and applications
Cristina Di Girolami, Giorgio Fabbri, Francesco Russo
This article focuses on a new concept of quadratic variation for processes taking values in a Banach space and a corresponding covariation. This is more general than the classi…
math.PR2012★ 5 cited
Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
Giorgio Fabbri, Francesco Russo
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Di…