Ecole Polytechnique

UMR CNRS 7641

91128 Palaiseau Cedex

France

E-mail: mauro.rosestolato@polytechnique.edu

**
-sequentially equicontinuous semigroups on locally convex spaces and application to Markov transition semigroups
**
(with S. Federico), to appear in
*
Kyoto Journal of Mathematics
*
(arXiv)

**
Path-dependent equations and viscosity solutions in infinite dimension
**
(with A. Cosso, S. Federico, F. Gozzi, and N. Touzi),
*
The Annals of Probability*, 46 (2018) no. 1, 126-174

**
Partial regularity of viscosity solutions for a class of Kolmogorov equations arising from mathematical finance
**
(with A. Swiech),
*
Journal of Differential Equations*, 262 (2017) no. 3, 1897-1930

**
Robustness for path-dependent volatility models**
(with T. Vargiolu and G. Villani),
*
Decisions in Economics and Finance*,
36 (2013) no. 2, 137-167

**
Path-dependent SDEs in Hilbert spaces**,
to appear in
*
Frontiers in
Stochastic Analysis - BSDEs, SPDEs and their Applications - Edinburgh, July
2017
*
(arXiv)

**
Functional Itô calculus in Hilbert spaces and application to path-dependent Kolmogorov equations**,
*
preprint
*
(arXiv)

**
Irreversible investment with fixed adjustment
costs: a stochastic impulse control approach**
(with S. Federico and E. Tacconi),
*
preprint
*
(arXiv)

**
Viscosity solutions of path-dependent PDEs with randomized time**
(with Z. Ren),
*
preprint
*
(arXiv)

**
A note on stochastic Fubini's theorem and stochastic convolution**,
*
preprint*
(arXiv)