Bandini, Elena; Confortola, Fulvia; Di Tella, Paolo, On the compensator of step processes in progressively enlarged filtrations and related control problems, «ALEA», 2024, 21, Article number: 21 , pp. 95 - 120 [Scientific article]
Bandini E.; Russo F., Weak Dirichlet processes and generalized martingale problems, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2024, 170, Article number: 104261 , pp. 1 - 37 [Scientific article]
Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto, Optimal dividend payout under stochastic discounting, «MATHEMATICAL FINANCE», 2022, 32, pp. 627 - 677 [Scientific article]Open Access
Bandini E.; Calvia A.; Colaneri K., Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2022, 151, pp. 396 - 435 [Scientific article]
Bandini, E; Thieullen, M, Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane, «APPLIED MATHEMATICS AND OPTIMIZATION», 2021, 84, pp. 1549 - 1603 [Scientific article]Open Access
Addona, D; Bandini E; Masiero F, A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces, «NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS», 2020, 27, Article number: 37 , pp. 1 - 56 [Scientific article]Open Access
Bandini E.; Russo F., The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures, «STOCHASTICS AND DYNAMICS», 2020, 20, Article number: 2040011 , pp. 1 - 27 [Scientific article]Open Access
Bandini, Elena; Confortola, Fulvia; Cosso, Andrea, BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions, «ELECTRONIC JOURNAL OF PROBABILITY», 2019, 24, Article number: 81 , pp. 1 - 37 [Scientific article]
Bandini, E, Constrained BSDEs driven by a non-quasi-left-continuous random measure and optimal control of PDMPs on bounded domains, «SIAM JOURNAL ON CONTROL AND OPTIMIZATION», 2019, 57, pp. 3767 - 3798 [Scientific article]
Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên, Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem, «STOCHASTIC PROCESSES AND THEIR APPLICATIONS», 2019, 129, pp. 674 - 711 [Scientific article]
Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên, Backward sdes for optimal control of partially observed path-dependent stochastic systems: A control randomization approach, «THE ANNALS OF APPLIED PROBABILITY», 2018, 28, pp. 1634 - 1678 [Scientific article]Open Access
Bandini, E, Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function, «ESAIM. COCV», 2018, 24, pp. 311 - 354 [Scientific article]
Bandini, E; Russo, F, Special weak Dirichlet processes and BSDEs driven by a random measure, «BERNOULLI», 2018, 24, pp. 2569 - 2609 [Scientific article]
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 [Scientific article]
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 [Scientific article]
