UMA Home page for Elena Bandini
Bandini
Elena
OC team
Former member
was: phd student
was: phd student
Ph.D. 2016
EMAIL_TEMPLATE
Publications
Papers in peer-reviewed journals
Submitted
- Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties
and
submitted [ ]
2024
- Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
and
Stochastics: An International Journal Of Probability And Stochastic Processes, pp. 1-24, sep, 2024 [ ] - Weak Dirichlet processes and generalized martingale problems
and
Stochastic Processs and Their Applications, vol. 170, pp. 104261, apr, 2024 [ ]
2020
- The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures
and
Stochastics and Dynamics, vol. 20, jan, 2020 [ ]
2018
- Special weak Dirichlet processes and BSDEs driven by a random measure.
and
Bernoulli, vol. 24(4A), pp. 2569-2609, 2018 [ ]
2017
- Weak Dirichlet processes with jumps.
and
Stochastic Processes and their applications, vol. 12, pp. 4139--4189, 2017 [ ]
Doctoral these
2016
- Représentation probabiliste d'équations HJB pour le contrôle optimal de processus à sauts, EDSR (équations différentielles stochastiques rétrogrades) et calcul stochastique.
Université Paris-Saclay, avr 2016 [ ]