Elena Bandini

Available identifiers

zbMath Open bandini.elenaMaRDI QIDQ525048

List of research outcomes

Publication	Date of Publication	Type
Weak Dirichlet processes and generalized martingale problems	2024-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q6154368	2024-02-15	Paper
Optimal dividend payout under stochastic discounting	2023-09-28	Paper
Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties	2022-11-07	Paper
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics	2022-07-27	Paper
Progressively Enlargement of Filtrations and Control Problems for Step Processes	2021-12-23	Paper
Optimal control of infinite-dimensional piecewise deterministic Markov processes: a BSDE approach. Application to the control of an excitable cell membrane	2021-10-08	Paper
The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures	2020-11-11	Paper
A nonlinear Bismut-Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces	2020-06-17	Paper
Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Random Measure and Optimal Control of PDMPs on Bounded Domains	2019-11-20	Paper
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions	2019-09-19	Paper
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem	2019-01-25	Paper
Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach	2018-08-16	Paper
Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function	2018-08-02	Paper
Special weak Dirichlet processes and BSDEs driven by a random measure	2018-03-27	Paper
Weak Dirichlet processes with jumps	2017-11-09	Paper
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes	2017-05-18	Paper
Optimal control of semi-Markov processes with a backward stochastic differential equations approach	2017-04-28	Paper
Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous	2015-12-01	Paper
Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems	2015-11-30	Paper
Singular limit of BSDEs and optimal control of two scale systems with jumps in infinite dimensional spaces	N/A	Paper

Research outcomes over time

This page was built for person: Elena Bandini