Weak Dirichlet processes with jumps-Reference-Cited by-同舟云学术

Weak Dirichlet processes with jumps

Published:2017-12 Issue:12 Volume:127 Page:4139-4189
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bandini Elena,Russo Francesco

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference29 articles.

1. Existence and uniqueness for backward stochastic differential equations driven by a random measure;Bandini;Electron. Commun. Probab.,2015

2. E. Bandini, Optimal control of Piecewise-Deterministic Markov Processes: a BSDE representation of the value function, ESAIM Control Optim. Calc. Var., in press. http://dx.doi.org/10.1051/cocv/2017009.

3. Optimal control of semi-Markov processes with a backward stochastic differential equations approach;Bandini;Math. Control Signals Systems,2017

4. Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes;Bandini;Stochastic Process. Appl.,2017

5. E. Bandini, F. Russo, Special weak Dirichlet processes and BSDEs driven by a random measure, Bernoulli, in press. https://hal.archives-ouvertes.fr/hal-01241076.

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