Gianmario Tessitore

Finance · 2002–2010

A researcher in the Science corpus: 8 papers; trusts 5 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

• Finance — 20 citations into it; #1,671 of 10,518 by trust here, #3,361 by citations

Whom Gianmario Tessitore trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Marco Fuhrman
2. Jin Feng
3. Thomas G. Kurtz
4. Wendell H. Fleming
5. Sandra Cerrai

Who trusts Gianmario Tessitore overall

1. Marco Fuhrman
2. Fausto Gozzi
3. Arnaud Debussche
4. P. Briand
5. Carlo Marinelli
6. Fulvia Confortola
7. François Delarue
8. Jerzy Zabczyk
9. Giuseppe Da Prato
10. Shige Peng

Papers from Gianmario Tessitore's perspective

Ordered by how strongly the researchers Gianmario Tessitore trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. Stochastic equations in infinite dimensions
3. User’s guide to viscosity solutions of second order partial differential equations
4. Stochastic calculus with respect to continuous finite quadratic variation processes
5. Forward-Backward Stochastic Differential Equations and their Applications
6. Arbitrage Theory in Continuous Time
7. Martingale Methods in Financial Modelling
8. Second Order Partial Differential Equations in Hilbert Spaces: Bibliography
9. Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
10. Some Results on Partial Differential Equations and Asian Options

Their papers

• Wong-Zakai approximations of stochastic evolution equations (2006) — 83 citations
• Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces (2004) — 79 citations
• Carleman Estimates and Controllability of Linear Stochastic Heat Equations (2003) — 114 citations
• Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations (2005) — 50 citations
• Ergodic BSDEs under weak dissipative assumptions (2010) — 74 citations
• Optimal control of a stochastic heat equation with boundary-noise and boundary-control (2007) — 67 citations
• Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control (2002) — 184 citations
• The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces (2002) — 58 citations