Talks

  • Vietri sul Mare, Salerno, Invited talk, "BSDEs driven by general random measure and optimal control for piecewise deterministic Markov processes", The Second Italian Meeting on Probability and Mathematical Statistics, June 18, 2019.

  • Dipartimento di Statistica, Università di Bologna, Invited seminar, "BSDEs driven by general random measure and optimal control for piecewise deterministic Markov processes", March 12, 2019.

  • Technische Universität Wien, Invited talk, "The dividend problem with stochastic discount", 14th Viennese Workshop on Optimal Control and Dynamic Games, July 3, 2018.

  • Shanghai Jiao Tong University, Invited talk, "Constrained BSDEs driven by a non quasi-left-continuous and optimal control of Piecewise Deterministic Markov Processes", The Fourth Young Researchers Meeting on BSDEs, Nonlinear Expectations and Mathematical Finance, April 22, 2018.

  • Politecnico di Milano, Invited talk, "La società e le donne scienziate oggi", Conversazione con Maria Gaetana Agnesi: Donna, matematica, milanese, April 19, 2018.

  • University of Edinburgh, Contributed talk, "Existence and uniqueness for BSDEs driven by a general, possibly non quasi-left-continuous random measure. Application to the optimal control of Piecewise Deterministic Markov processes", Workshop on BSDEs and SPDEs, July 4, 2017.

  • Politecnico di Torino, Contributed talk, "Well-posedness results for BSDEs driven by a general random measure, possibly non quasi-left-continuous", First Italian Meeting on Probability and Mathematical Statistics, June 21, 2017.

  • Université Paris Diderot, Invited seminar, "Existence and uniqueness for BSDEs driven by a general, possibly non quasi-left-continuous random measure", December 8, 2016.

  • Levico Terme, Invited short seminar, "Existence and uniqueness for BSDEs driven by a general random measure, possibly non quasi- left-continuous", Workshop Stochastic Partial Differential Equations and Applications - X, June 1, 2016.

  • Università di Parma, Dipartimento di Matematica, Invited seminar, "Nonlinear Feynman-Kac representation for fully nonlinear Hamilton-Jacobi-Bellman integro-differential equations", May 17, 2016.

  • Università di Parma, Dipartimento di Economia, Invited seminar, "Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems", March 15, 2016.

  • Università di Padova, Dipartimento di Matematica, Invited seminar, "Optimal control of non-diffusive stochastic processes: a constrained BSDE representation of the value function", October 21, 2015.

  • ENSTA - ParisTech, UMA, Invited seminar, "Optimal control of non-diffusive stochastic processes: a constrained BSDE representation of the value function", June 15, 2015.

  • Technische University Wien, Contributed talk, "Optimal control of pure jump Markov processes and constrained BSDEs with nonpositive jumps", 13th Viennese Workshop on Optimal Control and Dynamic Games, May 14, 2015.

  • Siem Reap, Cambodia, Contributed talk, "Optimal control of Piecewise Deterministic Markov Processes: constrained BSDE representation of the value function", Paris-Southeast Asia Conference in Mathematical Finance, February 10, 2015.

  • National University of Singapore, Contributed talk, "Optimal control of pure jump Markov processes and constrained BSDEs with nonpositive jumps", NUS-Paris Diderot Workshop on Quantitative Finance, February 4, 2015.

  • ENSTA - ParisTech, UMA, Invited seminar, "Optimal control of pure jump Markov processes and constrained backward stochastic differential equations", November 24, 2014.

  • Politecnico di Milano, Dipartimento di Matematica, Invited seminar, "Optimal control of semi-Markov processes with a backward stochastic differential equations approach", November 20, 2013.