Fulvia Confortola

BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces

Philippe Briand, Fulvia Confortola · Stochastic Processes and their Applications · 2007 · 95 citations · Full text

Dirichlet Form, Engineering, Hilbert Spaces +7

Backward stochastic differential equation driven by a marked point process: An elementary approach with an application to optimal control

Fulvia Confortola, Marco Fuhrman, Jean Jacod · The Annals of Applied Probability · 2016 · 48 citations · Full text

Stochastic Hybrid System, Stochastic System, Stochastic Calculus +9

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes

Fulvia Confortola, Marco Fuhrman · SIAM Journal on Control and Optimization · 2013 · 32 citations · Full text

Optimal Control, Engineering, Random Measure +11

Backward stochastic differential equations associated to jump Markov processes and applications

Fulvia Confortola, Marco Fuhrman · Stochastic Processes and their Applications · 2013 · 27 citations · Full text

Stochastic Hybrid System, Engineering, Natural Sciences +8

Quadratic BSDEs with Random Terminal Time and Elliptic PDEs in Infinite Dimension

Fulvia Confortola, Philippe Briand · Electronic Journal of Probability · 2008 · 26 citations · Full text

Spectral Theory, Dirichlet Form, Engineering +13