Výsledky vyhledávání - "Tessitore, G."

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Autor: Addona, D., Lorenzi, L., Tessitore, G.

In this paper we prove existence and uniqueness of a mild solution to the Young equation $dy(t)=Ay(t)dt+\sigma(y(t))dx(t)$, $t\in[0,T]$, $y(0)=\psi$. Here, $A$ is an unbounded operator which generates a semigroup of bounded linear operators $(S(t))_{

Externí odkaz: http://arxiv.org/abs/2212.14346

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Ergodic BSDEs with Multiplicative and Degenerate Noise

Autor: Guatteri, G., Tessitore, G.

In this paper we study an Ergodic Markovian BSDE involving a forward process $X$ that solves an infinite dimensional forward stochastic evolution equation with multiplicative and possibly degenerate diffusion coefficient. A concavity assumption on th

Externí odkaz: http://arxiv.org/abs/1910.05028

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On coupled systems of Kolmogorov equations with applications to stochastic differential games

Autor: Addona, D., Angiuli, L., Lorenzi, L., Tessitore, G.

We prove that a family of linear bounded evolution operators $({\bf G}(t,s))_{t\ge s\in I}$ can be associated, in the space of vector-valued bounded and continuous functions, to a class of systems of elliptic operators $\bm{\mathcal A}$ with unbounde

Externí odkaz: http://arxiv.org/abs/1506.04845

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