Federica Masiero

Statistics

Publications

Citations

273

H-Index

Active since

2004

Affiliations

University of Milano-Bicocca(Current)

Politecnico di Milano

Centre National de la Recherche Scientifique

Institut de Mathématiques de Bordeaux

Université de Bordeaux

Federica Masiero is an author at University of Milano-Bicocca specializing in stochastic differential equations, stochastic processes, and stochastic control.

ORCID

Publications per year

2004–2017

Publications

Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations

Marco Fuhrman, Federica Masiero, Gianmario Tessitore · SIAM Journal on Control and Optimization · 2010 · 61 citations · Full text

Engineering, Finance, Mathematics +17

Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

Federica Masiero · SIAM Journal on Control and Optimization · 2008 · 43 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

Federica Masiero · Applied Mathematics & Optimization · 2004 · 39 citations

Natural Sciences, Mathematics, Probability Theory +13

On the Existence of Optimal Controls for SPDEs with Boundary Noise and Boundary Control

Giuseppina Guatteri, Federica Masiero · SIAM Journal on Control and Optimization · 2013 · 29 citations

Natural Sciences, Mathematics, Dynamical Systems +16

Regularizing Properties for Transition Semigroups and Semilinear Parabolic Equations in Banach Spaces

Federica Masiero · Electronic Journal of Probability · 2007 · 23 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

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