Bandini, Elena
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2

Weak Dirichlet processes and generalized martingale problem:

Bandini, Elena ; Russo, Francesco
Stochastic Processes and their Applications.  170 (2024)  - p. 104261 , 2024
 
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5

Stochastic filtering of a pure jump process with predictabl..:

Bandini, Elena ; Calvia, Alessandro ; Colaneri, Katia
Stochastic Processes and their Applications.  151 (2022)  - p. 396-435 , 2022
 
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9

A nonlinear Bismut–Elworthy formula for HJB equations with ..:

Addona, Davide ; Bandini, Elena ; Masiero, Federica
Nonlinear Differential Equations and Applications NoDEA.  27 (2020)  4 - p. , 2020
 
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10

Optimal Control of Infinite-Dimensional Piecewise Determini..:

Bandini, Elena ; Thieullen, Michèle
Applied Mathematics & Optimization.  84 (2020)  2 - p. 1549-1603 , 2020
 
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11

Randomized filtering and Bellman equation in Wasserstein sp..:

Bandini, Elena ; Cosso, Andrea ; Fuhrman, Marco.
Stochastic Processes and their Applications.  129 (2019)  2 - p. 674-711 , 2019
 
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12

Constrained BSDEs Driven by a Non-Quasi-Left-Continuous Ran..:

Bandini, Elena
SIAM Journal on Control and Optimization.  57 (2019)  6 - p. 3767-3798 , 2019
 
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14

BACKWARD SDES FOR OPTIMAL CONTROL OF PARTIALLY OBSERVED PAT..:

Bandini, Elena ; Cosso, Andrea ; Fuhrman, Marco.
The Annals of Applied Probability.  28 (2018)  3 - p. 1634-1678 , 2018
 
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15

Constrained BSDEs representation of the value function in o..:

Bandini, Elena ; Fuhrman, Marco
Stochastic Processes and their Applications.  127 (2017)  5 - p. 1441-1474 , 2017
 
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