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BANDINI, ELENA

BANDINI, ELENA  

DIPARTIMENTO DI MATEMATICA  

Docenti di ruolo di IIa fascia  

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Risultati 1 - 18 di 18 (tempo di esecuzione: 0.013 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result Bandini, Elena; Russo, Francesco 2024-01-01 STOCHASTICS - 1.01 Articolo in rivista -
On the compensator of step processes in progressively enlarged filtrations and related control problems Bandini, Elena; Confortola, Fulvia; Di Tella, Paolo 2024-01-01 ALEA - 1.01 Articolo in rivista 21-05.pdf
Weak Dirichlet processes and generalized martingale problems Bandini E.; Russo F. 2024-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista Bandini_Russo_WD_Final.pdf
Optimal dividend payout under stochastic discounting Bandini, Elena; De Angelis, Tiziano; Ferrari, Giorgio; Gozzi, Fausto 2022-01-01 MATHEMATICAL FINANCE - 1.01 Articolo in rivista Mathematical Finance - 2022 - Bandini - Optimal dividend payout under stochastic discounting (1).pdf
Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics Bandini E.; Calvia A.; Colaneri K. 2022-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista RevisedSPA_nocolor.pdf
Optimal Control of Infinite-Dimensional Piecewise Deterministic Markov Processes: A BSDE Approach. Application to the Control of an Excitable Cell Membrane Bandini, E; Thieullen, M 2021-01-01 APPLIED MATHEMATICS AND OPTIMIZATION - 1.01 Articolo in rivista ResivedAMO.pdf
A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces Addona, D; Bandini E; Masiero F 2020-01-01 NODEA-NONLINEAR DIFFERENTIAL EQUATIONS AND APPLICATIONS - 1.01 Articolo in rivista Revised NDEA.pdf
The identification problem for BSDEs driven by possibly non-quasi-left-continuous random measures Bandini E.; Russo F. 2020-01-01 STOCHASTICS AND DYNAMICS - 1.01 Articolo in rivista Bandini_Russo_IdentificationProblem_Revised (002).pdf
BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions Bandini, Elena; Confortola, Fulvia; Cosso, Andrea 2019-01-01 ELECTRONIC JOURNAL OF PROBABILITY - 1.01 Articolo in rivista -
Constrained BSDEs driven by a non-quasi-left-continuous random measure and optimal control of PDMPs on bounded domains Bandini, E 2019-01-01 SIAM JOURNAL ON CONTROL AND OPTIMIZATION - 1.01 Articolo in rivista -
Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên 2019-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista -
Backward sdes for optimal control of partially observed path-dependent stochastic systems: A control randomization approach Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên 2018-01-01 THE ANNALS OF APPLIED PROBABILITY - 1.01 Articolo in rivista Bandini, Cosso, Fuhrman, Pham - AAP1340.pdf
Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function Bandini, E 2018-01-01 ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS - 1.01 Articolo in rivista -
Special weak Dirichlet processes and BSDEs driven by a random measure Bandini, E; Russo, F 2018-01-01 BERNOULLI - 1.01 Articolo in rivista -
Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes Bandini, E; Fuhrman, M. 2017-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista -
Optimal control of semi-Markov processes with a backward stochastic differential equations approach Bandini, E; Confortola, F. 2017-01-01 MATHEMATICS OF CONTROL SIGNALS AND SYSTEMS - 1.01 Articolo in rivista -
Weak Dirichlet processes with jumps Bandini, E; Russo, F. 2017-01-01 STOCHASTIC PROCESSES AND THEIR APPLICATIONS - 1.01 Articolo in rivista -
Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi-left-continuous Bandini, E. 2015-01-01 ELECTRONIC COMMUNICATIONS IN PROBABILITY - 1.01 Articolo in rivista EJP.pdf