Author: Marco Fuhrman

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Giorgio Fabbri is a CNRS Researcher at the  Aix-Marseille School of Economics, Marseille, France. He works on optimal control of deterministic and stochastic systems, notably in infinite dimensions, with applications to economics. He has also published various papers in several economic areas, in particular in growth theory and development economics. Fausto Gozzi is a Full Professor of Mathematics for Economics and Finance at Luiss University, Roma, Italy. His main research field is the optimal control of finite and infinite-dimensional systems and its economic and financial applications. He is the author of many papers in various subjects areas, from Mathematics, to Economics and Finance. Andrzej Swiech is a Full Professor at the School of Mathematics, Georgia Institute of Technology, Atlanta, USA. He received Ph.D. from UCSB in 1993. His main research interests are in nonlinear PDEs and integro-PDEs, PDEs in infinite dimensional spaces, viscosity solutions, stochastic and deterministic optimal control, stochastic PDEs, differential games, mean-field games, and the calculus of variations. *Marco Fuhrman* is a Full Professor of Probability and Mathematical Statistics at the University of Milano, Italy. His main research topics are stochastic differential equations in infinite dimensions and backward stochastic differential equations for optimal control of stochastic processes. *Gianmario Tessitore* is a Full Professor of Probability and Mathematical Statistics at Milano-Bicocca University. He is the author of several scientific papers on control of stochastic differential equations in finite and infinite dimensions. He is, in particular, interested in the applications of backward stochastic differential equations in stochastic control.




2 Ebooks by Marco Fuhrman

Giorgio Fabbri & Fausto Gozzi: Stochastic Optimal Control in Infinite Dimension
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, foc …
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English
€234.33
Stefania Ugolini & Marco Fuhrman: Geometry and Invariance in Stochastic Dynamics
This book grew out of the Random Transformations and Invariance in Stochastic Dynamics conference held in Verona from the 25th to the 28th of March 2019 in honour of Sergio Albeverio. It presents the …
PDF
English
€160.49