Marco Fuhrman

Finance · 2000–2007

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #1,259 of 10,518 by trust here, #3,361 by citations

Whom Marco Fuhrman trusts overall

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

1. Gianmario Tessitore
2. Wendell H. Fleming
3. Sandra Cerrai
4. Tomas Björk
5. Jin Feng
6. Giuseppe Da Prato
7. Francesco Russo
8. Marek Musiela
9. Vlad Bally
10. H. M. Soner

Who trusts Marco Fuhrman overall

1. Gianmario Tessitore
2. Fausto Gozzi
3. Arnaud Debussche
4. Michael Röckner
5. P. Briand
6. Carlo Marinelli
7. David Applebaum
8. François Delarue
9. Fulvia Confortola
10. P. Lescot

Papers from Marco Fuhrman's perspective

Ordered by how strongly the researchers Marco Fuhrman 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

• Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces (2004) — 79 citations
• Generalized Directional Gradients, Backward Stochastic Differential Equations and Mild Solutions of Semilinear Parabolic Equations (2005) — 50 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
• Generalized Mehler Semigroups: The Non-Gaussian Case (2000) — 82 citations