5 citations · 15 across the 9 of their papers we have counts for
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math.PR2016★ 1 cited
A note on stochastic Fubini's theorem and stochastic convolution
Mauro Rosestolato
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a cont…
math.PR2016★ 3 cited
Functional Itō calculus in Hilbert spaces and application to path-dependent Kolmogorov equations
Mauro Rosestolato
Recently, functional Itō calculus has been introduced and developed in finite dimension for functionals of continuous semimartingales. With different techniques, we develop a funct…
math.PR2016
Path-dependent SDEs in Hilbert spaces
Mauro Rosestolato
We study path-dependent SDEs in Hilbert spaces. By using methods based on contractions in Banach spaces, we prove existence and uniqueness of mild solutions, continuity of mild sol…