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20132026
most citedExistence and uniqueness for backward stochastic differential equations driven by a random measure

7 citations · 12 across the 16 of their papers we have counts for

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math.PR2016

Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Elena Bandini, Andrea Cosso, Marco Fuhrman +1

We study a stochastic optimal control problem for a partially observed diffusion. By using the control randomization method in [4], we prove a corresponding randomized dynamic prog…