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20152024
most citedExistence and uniqueness for backward stochastic differential equations driven by a random measure

7 citations · 8 across the 9 of their papers we have counts for

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math.PR2018

BSDE Representation and Randomized Dynamic Programming Principle for Stochastic Control Problems of Infinite-Dimensional Jump-Diffusions

Elena Bandini, Fulvia Confortola, Andrea Cosso

We consider a general class of stochastic optimal control problems, where the state process lives in a real separable Hilbert space and is driven by a cylindrical Brownian motion a…