Concepedia

Marco Fuhrman

MF

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Publications

28

Citations

1.2K

H-Index

22

Active since

1995

Affiliations

Politecnico di Milano(Current)

Université Paris Cité

Centre de Recherche en Économie et Statistique

University of Milano-Bicocca

Marco Fuhrman is an author at Politecnico di Milano specializing in stochastic calculus, engineering, and probability theory.

Top concepts

EngineeringStochastic CalculusProbabilityStochastic AnalysisFunctional AnalysisStochastic ProcessesStochastic Differential EquationsMathematical ProgrammingProcess ControlState Estimation

Publications per year

1995–2018

28

Publications

28

Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control

Marco Fuhrman · The Annals of Probability · 2002 · 184 citations · Full text

Parabolic Equations, Nonlinear Kolmogorov Equations, Stochastic System +8

Stochastic Maximum Principle for Optimal Control of SPDEs

Marco Fuhrman, Ying Hu, Gianmario Tessitore · Applied Mathematics & Optimization · 2013 · 105 citations · Full text

Mathematical Programming, Stochastic Control, Optimal Control +1

Generalized Mehler Semigroups: The Non-Gaussian Case

Marco Fuhrman, Michael Röckner · Potential Analysis · 2000 · 74 citations

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

Marco Fuhrman, Ying Hu, Gianmario Tessitore · SIAM Journal on Control and Optimization · 2009 · 71 citations · Full text

Engineering, Ergodic Bsdes, Stochastic Processes +10

Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces

Marco Fuhrman, Gianmario Tessitore · The Annals of Probability · 2004 · 70 citations · Full text

Infinite Time Horizon, Engineering, Infinite Horizon +12

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