Publications

Papers in peer-reviewed journals

Submitted

• Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result
  Elena Bandini and Francesco Russo
  submitted    [ ]   
• Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties
  Elena Bandini and Francesco Russo
  submitted    [ ]   

2020

• The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures
  Elena Bandini and Francesco Russo
  Stochastics and Dynamics, vol. 20, jan, 2020    [ ]   

2018

• Special weak Dirichlet processes and BSDEs driven by a random measure.
  Elena Bandini and Francesco Russo
  Bernoulli, vol. 24(4A), pp. 2569-2609, 2018    [ ]   

2017

• Weak Dirichlet processes with jumps.
  Elena Bandini and Francesco Russo
  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.
  Elena Bandini
  Université Paris-Saclay, avr 2016    [ ]