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Elena Bandini

Associate Professor

Department of Mathematics

Academic discipline: MATH-03/B Probability and Mathematical Statistics

Publications

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]

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

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 [Scientific article]Open Access

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