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Publications prior to 2004
15. (with T. De Angelis, G. Ferrari and F. Gozzi), Optimal Dividend Payout under Stochastic Discounting. Preprint arXiv:2005.11538, 2020.
14. (with A. Calvia, K. Colaneri), Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics. Preprint arXiv:2004.12944, 2020.
13. (with F. Russo), The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures. Stochastics and Dynamics, 20(6), 2040011 (27 pages), 2020.
12. (with M. Thieullen), 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, Published online: 30 May 2020, DOI: 10.1007/s00245-020-09687-y.
11. (with D. Addona and F. Masiero), A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces. Nonlinear Differential Equations and Applications, 27(37), 2020. Published online: 13 June 2020.
10. 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, 57(6), 3767-3798, 2019.
9. (with F. Confortola and A. Cosso), BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions. Electronic Journal of Probability, 24(81), 1-37, 2019.
8.(with A. Cosso, M. Fuhrman and H. Pham), Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. Stochastic Processes and their Applications}, 129(2), 674-711, 2019.
7. (with A. Cosso, M. Fuhrman and H. Pham), Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach. The Annals of Applied Probability} 28(3), 1634-1678, 2018.
6. Optimal control of Piecewise-Deterministic Markov Processes: a BSDE representation of the value function.ESAIM: Control, Optimization and Calculus of Variations, 24(1), 311-354, 2018.
5. (with F. Russo), Special weak Dirichlet processes and BSDEs driven by a random measure. Bernoulli 24(4A): 2569-2609, 2018.
4. (with F. Russo), Weak Dirichlet processes with jumps. Stochastic Processes and their Applications, 127(12): 4139-4189, 2017.
3. (with M. Fuhrman), Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes. Stochastic Processes and their Applications, 127(5), 1441-1474, 2017.
2. (with F. Confortola), Optimal control of semi-Markov processes with a backward stochastic differential equations approach.Mathematics of Control, Signals, and Systems, 29(1), 1-35, 2017.
1. Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous. Electronic Communications in Probability, 20(71), 1-13, 2015.
