Randomized dynamic programming principle and Feynman-Kac representation for optimal control of McKean-Vlasov dynamics E Bayraktar, A Cosso, H Pham Transactions of the American Mathematical Society 370 (3), 2115-2160, 2018 | 36 | 2018 |

Long time asymptotics for fully nonlinear Bellman equations: a Backward SDE approach A Cosso, M Fuhrman, H Pham Stochastic Processes and their Applications 126 (7), 1932-1973, 2016 | 34 | 2016 |

Functional Itô versus Banach space stochastic calculus and strict solutions of semilinear path-dependent equations A Cosso, F Russo Infinite Dimensional Analysis, Quantum Probability and Related Topics 19 (04 …, 2016 | 29 | 2016 |

Stochastic differential games involving impulse controls and double-obstacle quasi-variational inequalities A Cosso SIAM Journal on Control and Optimization 51 (3), 2102-2131, 2013 | 29 | 2013 |

Path-dependent equations and viscosity solutions in infinite dimension A Cosso, S Federico, F Gozzi, M Rosestolato, N Touzi The Annals of Probability 46 (1), 126-174, 2018 | 22 | 2018 |

Zero-sum stochastic differential games of generalized McKean–Vlasov type A Cosso, H Pham Journal de Mathématiques Pures et Appliquées 129, 180-212, 2019 | 21 | 2019 |

Optimal investment with intermediate consumption under no unbounded profit with bounded risk HN Chau, A Cosso, C Fontana, O Mostovyi Journal of Applied Probability 54 (3), 710-719, 2017 | 20 | 2017 |

A regularization approach to functional It\^ o calculus and strong-viscosity solutions to path-dependent PDEs A Cosso, F Russo arXiv preprint arXiv:1401.5034, 2014 | 20 | 2014 |

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem E Bandini, A Cosso, M Fuhrman, H Pham Stochastic Processes and their Applications 129 (2), 674-711, 2019 | 18 | 2019 |

Backward SDE representation for stochastic control problems with nondominated controlled intensity S Choukroun, A Cosso The Annals of Applied Probability 26 (2), 1208-1259, 2016 | 18 | 2016 |

Robust feedback switching control: dynamic programming and viscosity solutions E Bayraktar, A Cosso, H Pham SIAM Journal on Control and Optimization 54 (5), 2594-2628, 2016 | 17 | 2016 |

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach E Bandini, A Cosso, M Fuhrman, H Pham Annals of Applied Probability 28 (3), 1634-1678, 2018 | 16 | 2018 |

Strong-viscosity solutions: semilinear parabolic PDEs and path-dependent PDEs A Cosso, F Russo arXiv preprint arXiv:1505.02927, 2015 | 16 | 2015 |

Reflected BSDEs with nonpositive jumps, and controller-and-stopper games S Choukroun, A Cosso, H Pham Stochastic Processes and their Applications 125 (2), 597-633, 2015 | 16 | 2015 |

Functional and Banach space stochastic calculi: path-dependent Kolmogorov equations associated with the frame of a Brownian motion A Cosso, F Russo Stochastics of Environmental and Financial Economics, 27-80, 2016 | 11 | 2016 |

Calculus via regularizations in Banach spaces and Kolmogorov-type path-dependent equations A Cosso, C Di Girolami, F Russo Probability on algebraic and geometric structures, 43-65, 2014 | 9 | 2014 |

BSDEs with diffusion constraint and viscous Hamilton–Jacobi equations with unbounded data A Cosso, H Pham, H Xing Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 53 (4 …, 2017 | 8 | 2017 |

On the 1d wave equation in time-dependent domains and the problem of debond initiation G Lazzaroni, L Nardini ESAIM: Control, Optimisation and Calculus of Variations 25, 80, 2019 | 6 | 2019 |

Strong-viscosity solutions: classical and path-dependent PDEs A Cosso, F Russo Osaka Journal of Mathematics 56 (2), 323-373, 2019 | 6 | 2019 |

The value of informational arbitrage HN Chau, A Cosso, C Fontana Finance and Stochastics, 1-31, 2020 | 4 | 2020 |