Iftimie, B.; Marinescu, M.; Vârsan, C. Functionals associated with gradient stochastic flows and nonlinear SPDEs. (English) Zbl 1233.60038 Di Nunno, Giulia (ed.) et al., Advanced mathematical methods for finance. Berlin: Springer (ISBN 978-3-642-18411-6/hbk; 978-3-642-18412-3/ebook). 397-415 (2011). Reviewer: Elisa Alòs (Barcelona) MSC: 60H15 60H30 35F20 35Q35 PDF BibTeX XML Cite \textit{B. Iftimie} et al., in: Advanced mathematical methods for finance. Berlin: Springer. 397--415 (2011; Zbl 1233.60038) Full Text: DOI
Marinescu, Marinela; Molnar, I.; Vârsan, C. A global variational principle associated with gradient stochastic control systems. (English) Zbl 1119.93070 Rev. Roum. Math. Pures Appl. 51, No. 3, 331-343 (2006). Reviewer: Corneliu Ursescu (Iaşi) MSC: 93E20 49K45 PDF BibTeX XML Cite \textit{M. Marinescu} et al., Rev. Roum. Math. Pures Appl. 51, No. 3, 331--343 (2006; Zbl 1119.93070)
Marinescu, Marinela; Vârsan, Constantin Stochastic Hamiltonians associated with finite dimensional nonlinear filters and non-smooth final value. (English) Zbl 1108.60056 Rev. Roum. Math. Pures Appl. 49, No. 1, 27-37 (2004). Reviewer: Toader Morozan (Bucureşti) MSC: 60H15 91G80 PDF BibTeX XML Cite \textit{M. Marinescu} and \textit{C. Vârsan}, Rev. Roum. Math. Pures Appl. 49, No. 1, 27--37 (2004; Zbl 1108.60056)