Fuhrman Marco Alessandro
Full professor
Scientific-Disciplinary Sector
MATH-03/B - Probability and Mathematical Statistics
Scientific-Disciplinary Group/Competition Sector
01/MATH-03 - ANALISI MATEMATICA, PROBABILITA' E STATISTICA MATEMATICA
Assignments
- Academic Senate member - Senato Accademico
Research fields and competencies
Office hours
Monday, 10:30 am - 1:30 pm (upon appointment, possibly suppressed for academic duties)
Reception office
Department of Mathematics, via Saldini 50, office 1017.
Teaching - Programme courses
Bachelors and masters
A.Y. 2025/2026
A.Y. 2024/2025
A.Y. 2022/2023
A.Y. 2021/2022
A.Y. 2020/2021
Postgraduate programmes
A.Y. 2023/2024
Postgraduate Schools - Medicine, Healthcare, Dental Medicine
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry Reserved for Non-Doctors)
- Calcolo delle probabilita' (Postgraduate School of Medical Statistics and Biometry)
Research
Publications
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Geometry and Invariance in Stochastic Dynamics / [a cura di] S. Ugolini, M. Fuhrman, E. Mastrogiacomo, P. Morando, B. Ruediger. - [s.l] : Springer, 2021. - ISBN 978-3-030-87432-2. (SPRINGER PROCEEDINGS IN MATHEMATICS & STATISTICS)
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Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs / M. Fuhrman, M. Morlais. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 130:5(2020 May), pp. 3120-3153. [10.1016/j.spa.2019.09.008]
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Backward SDEs and infinite horizon stochastic optimal control / F. Confortola, A. Cosso, M. Fuhrman. - In: ESAIM. COCV. - ISSN 1292-8119. - 25(2019 Aug 09).
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Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem / E. Bandini, A. Cosso, M. Fuhrman, H. Pham. - In: STOCHASTIC PROCESSES AND THEIR APPLICATIONS. - ISSN 0304-4149. - 129:2(2019 Feb), pp. 674-711.
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Stochastic maximum principle for optimal control of partial differential equations driven by white noise / M. Fuhrman, H. Ying, T. Gianmario. - In: STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS: ANALYSIS AND COMPUTATIONS. - ISSN 2194-0401. - 6:2(2018 Jun), pp. 255-285. [10.1007/s40072-017-0108-3]