| Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem E Bandini, A Cosso, M Fuhrman, H Pham Stochastic Processes and their Applications 129 (2), 674-711, 2019 | 41 | 2019 |
| Backward SDEs for optimal control of partially observed path-dependent stochastic systems: a control randomization approach E Bandini, A Cosso, M Fuhrman, H Pham The Annals of Applied Probability 28 (3), 1634-1678, 2018 | 25 | 2018 |
| Weak Dirichlet processes with jumps E Bandini, F Russo Stochastic Processes and their Applications 127 (12), 4139-4189, 2017 | 24 | 2017 |
| Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function E Bandini ESAIM: Control, Optimisation and Calculus of Variations 24 (1), 311-354, 2018 | 21 | 2018 |
| Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes E Bandini, M Fuhrman Stochastic Processes and their Applications 127 (5), 1441-1474, 2017 | 19 | 2017 |
| Existence and uniqueness for backward stochastic differential equations driven by a random measure, possibly non quasi-left continuous E Bandini | 19 | 2015 |
| Special weak Dirichlet processes and BSDEs driven by a random measure E Bandini, F Russo | 17 | 2018 |
| Optimal control of semi-Markov processes with a backward stochastic differential equations approach E Bandini, F Confortola Mathematics of Control, Signals, and Systems 29 (1), 1, 2017 | 15 | 2017 |
| Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems E Bandini, A Cosso, M Fuhrman, H Pham arXiv preprint arXiv:1511.09274, 2015 | 15 | 2015 |
| A nonlinear Bismut–Elworthy formula for HJB equations with quadratic Hamiltonian in Banach spaces D Addona, E Bandini, F Masiero Nonlinear Differential Equations and Applications NoDEA 27 (4), 37, 2020 | 9 | 2020 |
| Optimal dividend payout under stochastic discounting E Bandini, T De Angelis, G Ferrari, F Gozzi Mathematical Finance 32 (2), 627-677, 2022 | 7 | 2022 |
| Progressively enlargement of filtrations and control problems for step processes E Bandini, F Confortola, P Di Tella arXiv preprint arXiv:2112.12884, 2021 | 7 | 2021 |
| Constrained BSDEs driven by a non-quasi-left-continuous random measure and optimal control of PDMPs on bounded domains E Bandini SIAM Journal on Control and Optimization 57 (6), 3767-3798, 2019 | 6 | 2019 |
| Weak Dirichlet processes and generalized martingale problems E Bandini, F Russo Stochastic Processes and their Applications 170, 104261, 2024 | 4 | 2024 |
| Stochastic filtering of a pure jump process with predictable jumps and path-dependent local characteristics E Bandini, A Calvia, K Colaneri Stochastic Processes and their Applications 151, 396-435, 2022 | 4 | 2022 |
| BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions E Bandini, F Confortola, A Cosso | 3 | 2019 |
| Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties E Bandini, F Russo arXiv preprint arXiv:2211.03444, 2022 | 2 | 2022 |
| Probabilistic representation of HJB equations for optimal control of jump processes, BSDEs and related stochastic calculus E Bandini Politecnico di Milano, 2016 | 2 | 2016 |
| On the compensator of step processes in progressively en-larged filtrations and related control problems E Bandini, F Confortola, P Di Tella ALEA 21 (1), 95-120, 2024 | 1 | 2024 |
| Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result E Bandini, F Russo | 1 | 2023 |
Huyên PHAMProfessor, University Paris DiderotVerified email at math.univ-paris-diderot.fr
