Publications

Papers in peer-reviewed journals

Submitted

• Path-dependent Hamilton-Jacobi-Bellman equation: Uniqueness of Crandall-Lions viscosity solutions
  Andrea Cosso, Fausto Gozzi, Mauro Rosestolato and Francesco Russo
  Preprint hal-03285204, submitted    [ ]   

2022

• Crandall-Lions viscosity solutions for path-dependent PDEs: the case of heat equation.
  Andrea Cosso and Francesco Russo
  Bernoulli, vol. 28, pp. 481-503, jan, 2022    [ ]   

2019

• Strong-viscosity solutions: semilinear parabolic PDEs and path-dependent PDEs
  Andrea Cosso and Francesco Russo
  Osaka Journal of Mathematics., vol. 56, No.2, pp. 323-373, apr, 2019    [ ]   

2016

• Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations
  Andrea Cosso, Cristina Di Girolami and Francesco Russo
  vol. 668, pp. 43-65, Probability on Algebraic and Geometric Structures, June 5-7 2014, Contemporary Mathematics 668, 2016    [ ]   
• Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations
  Andrea Cosso and Francesco Russo
  Infinite Dimensional Analysis, Quantum Probability and Related Topics, vol. 19 (4), pp. 1650024, 2016    [ ]   

2015

• Functional and Banach Space Stochastic Calculi: Path-Dependent Kolmogorov Equations Associated with the Frame of a Brownian Motion
  Andrea Cosso and Francesco Russo
  vol. 138, pp. 27-80, Springer Proceedings in Mathematics and Statistics. F.E. Benth and G. Di Nunno (eds.), Stochastics of Environmental and Financial Economics,, oct, 2015    [ ]   

Lecture note

2014

• A regularization approach to functional Itô calculus and strong-viscosity solutions to path-dependent PDEs
  Andrea Cosso and Francesco Russo
  HAL INRIA Preprint 00933678, jan, 2014    [ ]