×

Guatteri, Giuseppina

Author ID: guatteri.giuseppina Recent zbMATH articles by "Guatteri, Giuseppina"
Published as: Guatteri, Giuseppina; Guatteri, G.

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 229 times in 177 Documents Cited by Year
Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059
Delarue, F.; Guatteri, G.
32
2006
On the backward stochastic Riccati equation in infinite dimensions. Zbl 1102.93041
Guatteri, Giuseppina; Tessitore, Gianmario
27
2005
A variational approach to evolution problems with variable domains. Zbl 1016.35031
Bonaccorsi, Stefano; Guatteri, Giuseppina
24
2001
Phase space Feynman path integrals. Zbl 1059.81107
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
21
2002
On the existence of optimal controls for SPDEs with boundary noise and boundary control. Zbl 1271.93173
Guatteri, Giuseppina; Masiero, Federica
20
2013
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients. Zbl 1157.60058
Guatteri, Giuseppina; Tessitore, Gianmario
16
2008
Stochastic maximum principle for SPDEs with noise and control on the boundary. Zbl 1210.49026
Guatteri, Giuseppina
12
2011
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients. Zbl 1282.93275
Guatteri, Giuseppina; Masiero, Federica
12
2009
Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces. Zbl 1307.93456
Guatteri, Giuseppina; Tessitore, Gianmario
9
2015
On a class of forward-backward stochastic differential systems in infinite dimensions. Zbl 1154.60044
Guatteri, Giuseppina
8
2007
A representation of the Belavkin equation via phase space Feynman path integrals. Zbl 1077.81063
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
8
2004
Stochastic maximum principle for SPDEs with delay. Zbl 1365.93543
Guatteri, Giuseppina; Masiero, Federica; Orrieri, Carlo
7
2017
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients. Zbl 1159.93362
Guatteri, Giuseppina; Masiero, Federica
5
2009
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces. Zbl 1461.93543
Guatteri, Giuseppina; Tessitore, Gianmario
5
2021
A representation of the Belavkin equation via Feynman path integrals. Zbl 1028.81035
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
3
2003
Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions. Zbl 1015.60055
Bonaccorsi, S.; Guatteri, G.
3
2002
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise. Zbl 1437.60037
Cosso, Andrea; Guatteri, Giuseppina; Tessitore, Gianmario
3
2019
Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems. Zbl 1103.35041
Guatteri, Giuseppina; Lunardi, Alessandra
2
2005
A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035
Buckdahn, Rainer; Guatteri, Giuseppina
2
2006
Classical solutions for SPDEs with Dirichlet boundary conditions. Zbl 1031.60058
Bonaccorsi, S.; Guatteri, G.
2
2002
Linear-quadratic optimal control under non-Markovian switching. Zbl 1390.93865
Confortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario
2
2018
Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization. Zbl 1484.93023
Guatteri, Giuseppina; Tessitore, Gianmario
2
2022
The stochastic characteristics method applied to a stochastic Schrödinger equation. Zbl 1030.60054
Guatteri, G.; Lisei, H.
1
2003
Ergodic BSDEs with multiplicative and degenerate noise. Zbl 1448.60137
Guatteri, Giuseppina; Tessitore, Gianmario
1
2020
Multivariate hidden Markov models for disease progression. Zbl 07260695
Martino, Andrea; Guatteri, Giuseppina; Paganoni, Anna Maria
1
2020
Hidden Markov models for multivariate functional data. Zbl 1456.62322
Martino, Andrea; Guatteri, Giuseppina; Paganoni, Anna Maria
1
2020
Singular limit of two-scale stochastic optimal control problems in infinite dimensions by vanishing noise regularization. Zbl 1484.93023
Guatteri, Giuseppina; Tessitore, Gianmario
2
2022
Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces. Zbl 1461.93543
Guatteri, Giuseppina; Tessitore, Gianmario
5
2021
Ergodic BSDEs with multiplicative and degenerate noise. Zbl 1448.60137
Guatteri, Giuseppina; Tessitore, Gianmario
1
2020
Multivariate hidden Markov models for disease progression. Zbl 07260695
Martino, Andrea; Guatteri, Giuseppina; Paganoni, Anna Maria
1
2020
Hidden Markov models for multivariate functional data. Zbl 1456.62322
Martino, Andrea; Guatteri, Giuseppina; Paganoni, Anna Maria
1
2020
Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise. Zbl 1437.60037
Cosso, Andrea; Guatteri, Giuseppina; Tessitore, Gianmario
3
2019
Linear-quadratic optimal control under non-Markovian switching. Zbl 1390.93865
Confortola, Fulvia; Fuhrman, Marco; Guatteri, Giuseppina; Tessitore, Gianmario
2
2018
Stochastic maximum principle for SPDEs with delay. Zbl 1365.93543
Guatteri, Giuseppina; Masiero, Federica; Orrieri, Carlo
7
2017
Well posedness of operator valued backward stochastic Riccati equations in infinite dimensional spaces. Zbl 1307.93456
Guatteri, Giuseppina; Tessitore, Gianmario
9
2015
On the existence of optimal controls for SPDEs with boundary noise and boundary control. Zbl 1271.93173
Guatteri, Giuseppina; Masiero, Federica
20
2013
Stochastic maximum principle for SPDEs with noise and control on the boundary. Zbl 1210.49026
Guatteri, Giuseppina
12
2011
Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients. Zbl 1282.93275
Guatteri, Giuseppina; Masiero, Federica
12
2009
Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients. Zbl 1159.93362
Guatteri, Giuseppina; Masiero, Federica
5
2009
Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients. Zbl 1157.60058
Guatteri, Giuseppina; Tessitore, Gianmario
16
2008
On a class of forward-backward stochastic differential systems in infinite dimensions. Zbl 1154.60044
Guatteri, Giuseppina
8
2007
Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059
Delarue, F.; Guatteri, G.
32
2006
A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035
Buckdahn, Rainer; Guatteri, Giuseppina
2
2006
On the backward stochastic Riccati equation in infinite dimensions. Zbl 1102.93041
Guatteri, Giuseppina; Tessitore, Gianmario
27
2005
Smoothing of quasilinear parabolic operators and applications to forward-backward stochastic systems. Zbl 1103.35041
Guatteri, Giuseppina; Lunardi, Alessandra
2
2005
A representation of the Belavkin equation via phase space Feynman path integrals. Zbl 1077.81063
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
8
2004
A representation of the Belavkin equation via Feynman path integrals. Zbl 1028.81035
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
3
2003
The stochastic characteristics method applied to a stochastic Schrödinger equation. Zbl 1030.60054
Guatteri, G.; Lisei, H.
1
2003
Phase space Feynman path integrals. Zbl 1059.81107
Albeverio, S.; Guatteri, G.; Mazzucchi, S.
21
2002
Stochastic partial differential equations in bounded domains with Dirichlet boundary conditions. Zbl 1015.60055
Bonaccorsi, S.; Guatteri, G.
3
2002
Classical solutions for SPDEs with Dirichlet boundary conditions. Zbl 1031.60058
Bonaccorsi, S.; Guatteri, G.
2
2002
A variational approach to evolution problems with variable domains. Zbl 1016.35031
Bonaccorsi, Stefano; Guatteri, Giuseppina
24
2001
all top 5

Cited by 233 Authors

13 Guatteri, Giuseppina
9 Tessitore, Gianmario
8 Mazzucchi, Sonia
7 Masiero, Federica
6 Albeverio, Sergio A.
6 Delarue, François
6 Kumanogo, Naoto
6 Meng, Qingxin
5 Bock, Wolfgang
5 Hu, Ying
5 Mena, Hermann
5 Tuffaha, Amjad M.
4 Gobet, Emmanuel
4 Levajković, Tijana
4 Orrieri, Carlo
4 Tang, Shanjian
3 Fuhrman, Marco
3 Grothaus, Martin
3 Kloeden, Peter Eris
3 Li, Binjie
3 Ma, Jin
3 Menoukeu Pamen, Olivier
3 Ouknine, Youssef
3 Sun, Chunyou
3 Wei, Qingmeng
3 Xiao, Yanping
3 Yong, Jiongmin
3 Yu, Zhiyong
3 Zhang, Zhen
3 Zhou, Jianjun
2 Benner, Peter
2 Bögelein, Verena
2 Bonaccorsi, Stefano
2 Kinderknecht, Yana A.
2 Cao, Daomin
2 Carmona, René A.
2 Confortola, Fulvia
2 Di Persio, Luca
2 Duzaar, Frank
2 Hao, Tao
2 Hu, Mingshang
2 Liu, Bin
2 Lü, Qi
2 Luan, Shu
2 Menozzi, Stéphane
2 Pellat, Rhoss Likibi
2 Priola, Enrico
2 Real Anguas, José
2 Scarpa, Luca
2 Scheven, Christoph
2 Shen, Yang
2 Shi, Peng
2 Smolyanov, Oleg Georgievich
2 Świȩch, Andrzej
2 Tang, Maoning
2 Trautwein, Christoph
2 Tsujimura, Motoh
2 Turkedjiev, Plamen
2 Wang, Falei
2 Xie, Xiaoping
2 Yang, Meihua
2 Yoshioka, Hidekazu
2 Yu, Huaiqiang
2 Zhang, Jianfeng
1 Abidi, Hani
1 Addona, Davide
1 Aksikas, Ilyasse
1 Alphonse, Amal
1 Anh, Vo V.
1 Bahlali, Khaled
1 Bai, Yuqin
1 Bandini, Elena
1 Bardi, Martino
1 Bayraktar, Erhan
1 Benia, Yassine
1 Berrouis, Nassima
1 Blömker, Dirk
1 Böttcher, Björn
1 Bouchemella, Nadira
1 Calvo, Juan G.
1 Cangiotti, Nicolò
1 Capraro, Patrick Leonardo
1 Cattaneo, Laura
1 Cerrai, Sandra
1 Chassagneux, Jean-François
1 Chen, Jianfu
1 Clausnitzer, Julian
1 Coayla-Terán, Edson Alberto
1 Cordoni, Francesco Giuseppe
1 Cosso, Andrea
1 Cung The Anh
1 Dai, Haoran
1 Damm, Tobias
1 de Feo, Filippo
1 de Magalhães, Paulo M. Dias
1 Djurdjevac, Ana
1 Dou, Fangfang
1 Drago, Nicolò
1 Duan, Jinqiao
1 Dubljevic, Stevan S.
...and 133 more Authors
all top 5

Cited in 69 Serials

12 Applied Mathematics and Optimization
12 SIAM Journal on Control and Optimization
12 Stochastic Processes and their Applications
8 Journal of Mathematical Analysis and Applications
7 Journal of Differential Equations
6 Systems & Control Letters
6 Stochastic Analysis and Applications
6 Bulletin des Sciences Mathématiques
6 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 International Journal of Control
5 Mathematical Control and Related Fields
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Discrete and Continuous Dynamical Systems. Series B
3 Journal de Mathématiques Pures et Appliquées. Neuvième Série
3 Infinite Dimensional Analysis, Quantum Probability and Related Topics
3 Stochastics and Dynamics
3 Advances in Difference Equations
3 Stochastic and Partial Differential Equations. Analysis and Computations
2 Journal of Mathematical Physics
2 Reports on Mathematical Physics
2 Mathematics of Computation
2 Journal of Functional Analysis
2 Transactions of the American Mathematical Society
2 Probability Theory and Related Fields
2 The Annals of Applied Probability
2 Random Operators and Stochastic Equations
2 Journal of Evolution Equations
2 Stochastics
2 Science China. Mathematics
2 Journal of Pseudo-Differential Operators and Applications
1 Computers & Mathematics with Applications
1 Journal of the Franklin Institute
1 Letters in Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Reviews in Mathematical Physics
1 Acta Mathematica Vietnamica
1 The Annals of Probability
1 International Journal of Mathematics and Mathematical Sciences
1 Memoirs of the American Mathematical Society
1 Statistics & Probability Letters
1 Applied Numerical Mathematics
1 MCSS. Mathematics of Control, Signals, and Systems
1 Journal of Applied Mathematics and Stochastic Analysis
1 Annals of Operations Research
1 SIAM Journal on Mathematical Analysis
1 Expositiones Mathematicae
1 Journal of Nonlinear Science
1 Applied Mathematics. Series B (English Edition)
1 Theory of Probability and Mathematical Statistics
1 Russian Journal of Mathematical Physics
1 Numerical Linear Algebra with Applications
1 NoDEA. Nonlinear Differential Equations and Applications
1 Electronic Journal of Probability
1 Bernoulli
1 Discrete and Continuous Dynamical Systems
1 European Journal of Control
1 Lobachevskii Journal of Mathematics
1 Journal of Systems Science and Complexity
1 Portugaliae Mathematica. Nova Série
1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
1 Boundary Value Problems
1 Statistics and Computing
1 S\(\vec{\text{e}}\)MA Journal
1 Evolution Equations and Control Theory
1 SIAM/ASA Journal on Uncertainty Quantification
1 AIMS Mathematics
1 Mathematics in Engineering

Citations by Year