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Elena Bandini

Professoressa associata

Dipartimento di Matematica

Settore scientifico disciplinare: MATH-03/B Probabilità e statistica matematica

Pubblicazioni

Bandini, E; Russo, F, Special weak Dirichlet processes and BSDEs driven by a random measure, «BERNOULLI», 2018, 24, pp. 2569 - 2609 [articolo]

Bandini, E; Fuhrman, M., Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2017, 127, pp. 1441 - 1474 [articolo]

Bandini, E; Confortola, F., Optimal control of semi-Markov processes with a backward stochastic differential equations approach, «MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS», 2017, 29, Article number: 1, pp. 1 - 35 [articolo]

Bandini, E; Russo, F., Weak Dirichlet processes with jumps, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2017, 127, pp. 4139 - 4189 [articolo]

Bandini, E., Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous, «ELECTRONIC COMMUNICATIONS IN PROBABILITY», 2015, 20, Article number: 71, pp. 1 - 13 [articolo]Open Access

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