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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.PR2024

Characteristics and It{ô}'s formula for weak Dirichlet processes: an equivalence result

Elena Bandini, Francesco Russo

The main objective consists in generalizing a well-known It{ô} formula of J. Jacod and A. Shiryaev: given a c{à}dl{à}g process S, there is an equivalence between the fact that S is…