Publications

Papers in peer-reviewed journals

2017

• HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition
  Giorgio Fabbri and Francesco Russo
  SIAM Journal on Control and Optimization, vol. 55(6), pp. 4072–4091, jun, 2017    [ ]   
• Infinite dimensional weak Dirichlet processes and convolution type processes.
  Giorgio Fabbri and Francesco Russo
  Stochastic Processes and its Applications, vol. 127 (1), pp. 325-357, jan, 2017    [ ]   

2014

• The covariation for Banach space valued processes and applications.
  Cristina Di Girolami, Giorgio Fabbri and Francesco Russo
  Metrika, vol. 77, pp. 51-104, jan, 2014    [ ]   

Lecture note

2014

• Infinite dimensional weak Dirichlet processes, stochastic PDEs and optimal control.
  Giorgio Fabbri and Francesco Russo
  feb, 2014    [ ]