Optimal Control for Stochastic Volterra Equations with Completely Monotone Kernels. - Stefano Bonaccorsi; Fulvia Confortola; Elisa Mastrogiacomo (SIAM J. Control. Optim., 2012)

Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes. - Fulvia Confortola; Marco Fuhrman (SIAM J. Control. Optim., 2013)

Optimal control of semi-Markov processes with a backward stochastic differential equations approach. - Elena Bandini; Fulvia Confortola (Math. Control. Signals Syst., 2017)

Lp solution of backward stochastic differential equations driven by a marked point process. - Fulvia Confortola (Math. Control. Signals Syst., 2019)