Fausto Gozzi
Finance · with Russo · 2006
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it; #7,347 of 10,518 by trust here, #10,352 by citations
Whom Fausto Gozzi trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Fausto Gozzi overall
Papers from Fausto Gozzi's perspective
Ordered by how strongly the researchers Fausto Gozzi trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlled Markov processes and viscosity solutions
- Some SDEs with distributional drift.
- Optimization-Theory And Applications
- Mathematical Theory of Optimal Processes
- Stochastic calculus with respect to continuous finite quadratic variation processes
- Strong solutions of stochastic equations with singular time dependent drift
- Stochastic equations in infinite dimensions
- ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERALIZED DRIFT ∗
- n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes
- m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index
Their papers
- Weak Dirichlet processes with a stochastic control perspective (2006) — 63 citations