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Francesco Russo

Researcher at Superior National School of Advanced Techniques

Publications -  201
Citations -  3814

Francesco Russo is an academic researcher from Superior National School of Advanced Techniques. The author has contributed to research in topics: Stochastic differential equation & Uniqueness. The author has an hindex of 29, co-authored 190 publications receiving 3494 citations. Previous affiliations of Francesco Russo include University of Jena & ParisTech.

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Journal ArticleDOI

Forward, backward and symmetric stochastic integration

Abstract: We define three types of non causal stochastic integrals: forward, backward and symmetric. Our approach consists in approximating the integrator. Two optics are considered: the first one is based on traditional usual stochastic calculus and the second one on Wiener distributions.
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Stochastic calculus with respect to continuous finite quadratic variation processes

TL;DR: In this paper, the quadratic variation of a continuous process (when it exists) is defined through a regularization procedure, with a particular emphasis on Gaussian processes, and a calculus is developed with application to the study of some stochastic differential equations.
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The generalized covariation process and Ito formula

TL;DR: In this paper, the authors define a covariation process [X, Y] with the help of a limit procedure, where X and Y are two general stochastic processess.
Book ChapterDOI

Elements of Stochastic Calculus via Regularization

TL;DR: In this article, the foundations of stochastic calculus via regularization are summarized and a survey and new results are presented in relation with finite quadratic variation processes, Dirichlet and weak Dirichlets.
Journal ArticleDOI

On bifractional Brownian motion

TL;DR: In this article, a self-similar Gaussian process with bracket equal to a constant times t is introduced, which is a generalization of the fractional Brownian motion for k = 1.