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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.PR2022★ 1 cited

Path-dependent SDEs with jumps and irregular drift: well-posedness and Dirichlet properties

Elena Bandini, Francesco Russo

We discuss a concept of path-dependent SDE with distributional drift with possible jumps. We interpret it via a suitable martingale problem, for which we provide existence and uniq…

math.PR2022

Weak Dirichlet processes and generalized martingale problems

Elena Bandini, Francesco Russo

In this paper we explain how the notion of ''weak Dirichlet process'' is the suitable generalization of the one of semimartingale with jumps. For such a process we provide a unique…