Concepedia

Gianmario Tessitore

GT

24

Publications

1.1K

Citations

20

H-Index

1992

Active since

Affiliations

Politecnico di Milano(Current)

University of Milano-Bicocca

Institut de recherche mathématique de Rennes

University of Parma

Institute of Mathematics

Gianmario Tessitore is an author at Politecnico di Milano specializing in stochastic calculus, engineering, and stochastic analysis.

Top concepts

Stochastic CalculusEngineeringStochastic AnalysisProbabilityFunctional AnalysisStochastic ProcessesMathematical ProgrammingStochastic Differential EquationsEntropyBusiness

Publications per year

1992–2016

24

Publications

24

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

Carleman Estimates and Controllability of Linear Stochastic Heat Equations

Barbu Viorel, R canu Aurel, Gianmario Tessitore · Applied Mathematics & Optimization · 2003 · 102 citations

Stochastic Differential Equation, Carleman Estimates, Stochastic Control

Wong-Zakai approximations of stochastic evolution equations

Gianmario Tessitore, Jerzy Zabczyk · Journal of Evolution Equations · 2006 · 90 citations · Full text

Stochastic Differential Equation, Wong-zakai Approximations, Stochastic Differential Equations +1

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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