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Structure: Internal structure identifier : 179801
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Generalized covariation for Banach space valued processes, Itô formula and applications

Cristina Di Girolami , Francesco Russo
Osaka Journal of Mathematics, 2014, 51 (3)
Journal articles inria-00545660v4

Quadro-quadric cremona transformations in low dimensions via the JC-correspondence

Luc Pirio , Francesco Russo
Annales de l'Institut Fourier, 2014, 64 (1), pp.71-111. ⟨10.5802/aif.2839⟩
Journal articles hal-00709666v1
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On some expectation and derivative operators related to integral representations of random variables with respect to a PII process

Stéphane Goutte , Nadia Oudjane , Francesco Russo
Stochastic Analysis and Applications, 2013, 31, pp.108--141. ⟨10.1080/07362994.2013.741395⟩
Journal articles hal-00665852v1
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GKW representation theorem and linear BSDEs under restricted information. An application to risk-minimization.

Claudia Ceci , Alessandra Cretarola , Francesco Russo
Stochastics and Dynamics, 2014, 14 (2), pp.1350019. ⟨10.1142/S0219493713500196⟩
Journal articles hal-00696616v1