activity
20152021
collaborators

5 papers

math.PR2021

Partial smoothing of delay transition semigroups acting on special functions

Federica Masiero, Gianmario Tessitore

It is well known that the transition semigroup of an Ornstein Uhlenbeck process with delay is not strong Feller for small times, so it has no regularizing effects when acting on bo…

math.PR2019

Semilinear Kolmogorov equations on the space of continuous functions via BSDEs

Federica Masiero, Carlo Orrieri, Gianmario Tessitore +1

We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, for example, as Kolmogorov equations associated to the infinite-dimensional lifti…

math.PR2019

A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces

Davide Addona, Elena Bandini, Federica Masiero

We consider a Backward Stochastic Differential Equation (BSDE for short) in a Markovian framework for the pair of processes , with generator with quadratic growth with respe…

math.OC2018

Stochastic maximum principle for equations with delay: the non-convex case

Giuseppina Guatteri, Federica Masiero

In this paper we develop necessary conditions for optimality, in the form of the stochastic Pontryagin maximum principle, for controlled equations with pointwise delay in the state…

math.PR2015

Stochastic Optimal Control with Delay in the Control: solution through partial smoothing

Fausto Gozzi, Federica Masiero

Stochastic optimal control problems governed by delay equations with delay in the control are usually more difficult to study than the the ones when the delay appears only in the s…