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math.PR2021★ 1 cited
A BSDEs approach to pathwise uniqueness for stochastic evolution equations
Davide Addona, Federica Masiero, Enrico Priola
We prove strong well-posedness for a class of stochastic evolution equations in Hilbert spaces H when the drift term is Holder continuous. This class includes examples of semilinea…
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.OC2021
Stochastic Control Problems with Unbounded Control Operators: solutions through generalized derivatives
Federica Masiero, Fausto Gozzi
This paper deals with a family of stochastic control problems in Hilbert spaces which arises in typical applications (such as boundary control and control of delay equations with d…