1. Recherche
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hal-00850095v1  Pré-publication, Document de travail
Youssef Ouknine, Francesco Russo, Gerald Trutnau. On countably skewed Brownian motion with accumulation point.
2013
hal-01273017v1  Direction d'ouvrage, Proceedings
Francesco Russo, Robert C. Dalang, Marco Dozzi. Stochastic analysis, random fields and applications VII
Switzerland. 67, Birkhäuser Verlag, pp.xi + 469, 2013, Progress in Probability
hal-01273031v1  Direction d'ouvrage, Proceedings
Franco Flandoli, Francesco Russo, Robert C. Dalang, Marco Dozzi. Stochastic analysis : A series of lectures
Switzerland. 68, Birkhäuser Verlag, pp.xiii + 393, 2015, Progress in Probability
hal-01272999v1  Direction d'ouvrage, Proceedings
Robert C. Dalang, Francesco Russo, Marco Dozzi. Stochastic analysis, random fields and applications VI
Switzerland. 63, Birkhäuser Verlag, pp.xi + 492, 2011, Progress in Probability
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inria-00484993v2  Article dans une revue
Cristina Di Girolami, Francesco Russo. Clark-Ocone type formula for non-semimartingales with finite quadratic variation
Comptes-Rendus de l'Académie des Sciences, Série 1, Mathématiques, Elsevier, 2011, 349 (3-4), pp.209-214. <10.1016/j.crma.2010.11.032>
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hal-01358705v1  Pré-publication, Document de travail
Michael Röckner, Francesco Russo. Uniqueness for a class of stochastic Fokker-Planck and porous media equations
2016
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hal-00825120v1  Pré-publication, Document de travail
Zdzislaw Brzezniak, Ben Goldys, Szymon Peszat, Francesco Russo. Second Order PDEs with Dirichlet White Noise Boundary Condition
2013
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hal-00780430v2  Pré-publication, Document de travail
Cristina Di Girolami, Giorgio Fabbri, Francesco Russo. The covariation for Banach space valued processes and applications.
2013
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hal-01241073v3  Pré-publication, Document de travail
Elena Bandini, Francesco Russo. Weak Dirichlet processes with jumps
2017
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hal-01353757v2  Pré-publication, Document de travail
Anthony Lecavil, Nadia Oudjane, Francesco Russo. Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
2017
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inria-00438532v2  Pré-publication, Document de travail
Francesco Russo, Frederi Viens. Gaussian and non-Gaussian processes of zero power variation
2012
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halshs-01309384v1  Pré-publication, Document de travail
Giorgio Fabbri, Francesco Russo. Infinite Dimensional Weak Dirichlet Processes and Convolution Type Processes
2016
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hal-01088856v1  Pré-publication, Document de travail
Andrea Cosso, Cristina Di Girolami, Francesco Russo. Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
2014
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hal-00933678v2  Pré-publication, Document de travail
Andrea Cosso, Francesco Russo. A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs
2015
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hal-00812842v1  Pré-publication, Document de travail
Ioana Ciotir, Francesco Russo. Probabilistic representation for solutions of a porous media type equation with Neumann boundary condition: the case of the half-line.
2013
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hal-01226154v2  Pré-publication, Document de travail
Franco Flandoli, Francesco Russo, Giovanni Zanco. Infinite-dimensional calculus under weak spatial regularity of the processes.
2016
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hal-01330684v1  Article dans une revue
Giorgio Fabbri, Francesco Russo. Infinite dimensional weak Dirichlet processes and convolution type processes
Stochastic Processes and their Applications, Elsevier, 2017, 127 (1), pp.325-357. <10.1016/j.spa.2016.06.010>
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hal-00918082v1  Pré-publication, Document de travail
Patrick Henaff, Ismail Laachir, Francesco Russo. Gas storage valuation and hedging. A quantification of the model risk.
2013
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hal-00696616v1  Article dans une revue
Claudia Ceci, Alessandra Cretarola, Francesco Russo. GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.
Stochastics and Dynamics, World Scientific Publishing, 2014, <10.1142/S0219493713500196>
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hal-00822988v1  Article dans une revue
Claudia Ceci, Alessandra Cretarola, Francesco Russo. BSDEs under partial information and financial applications.
Stochastic Processes and their Applications, Elsevier, 2014, <10.1016/j.spa.2014.03.003>
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inria-00545660v4  Pré-publication, Document de travail
Cristina Di Girolami, Francesco Russo. Generalized covariation for Banach space valued processes, Itô formula and applications
2013
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inria-00594871v1  Pré-publication, Document de travail
Cristina Di Girolami, Francesco Russo. Generalized covariation and extended Fukushima decompositions for Banach valued processes. Application to windows of Dirichlet processes.
2011
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hal-00981113v1  Pré-publication, Document de travail
Viorel Barbu, Michael Röckner, Francesco Russo. A stochastic Fokker-Planck equation and double probabilistic representation for the stochastic porous media type equation.
2014
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hal-00921597v2  Pré-publication, Document de travail
Viorel Barbu, Michael Röckner, Francesco Russo. The stochastic porous media equation in $\R^d$
2014
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hal-01352670v1  Pré-publication, Document de travail
Viorel Barbu, Michael Röckner, Francesco Russo. Doubly probabilistic representation for the stochastic porous media type equation.
2016
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hal-01023176v2  Pré-publication, Document de travail
Francesco Russo, Lukas Wurzer. Elliptic PDEs with distributional drift and backward SDEs driven by a càdlàg martingale with random terminal time
2015
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hal-01241076v2  Pré-publication, Document de travail
Elena Bandini, Francesco Russo. Special weak Dirichlet processes and BSDEs driven by a random measure
2016
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hal-01024974v1  Pré-publication, Document de travail
Francesco Russo, Frederi Viens. Gaussian and non-Gaussian processes of zero power variation, and related stochastic calculus.
2014
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hal-00720490v2  Pré-publication, Document de travail
Giorgio Fabbri, Francesco Russo. Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control
2014
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hal-00935399v2  Pré-publication, Document de travail
Franco Flandoli, Elena Issoglio, Francesco Russo. Multidimensional stochastic differential equations with distributional drift
2015
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