Recherche
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HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition
(Journal of Differential Equations. vol. 257, n° 6, pp. 1989-2034, 2014-09-15)Article de revue -
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
(Stochastic Processes and their Applications. vol. 122, n° 9, pp. 3173--3208, 2012-09)Article de revue -
Switching problems with controlled randomisation and associated obliquely reflected BSDEs
(Stochastic Processes and their Applications. n° 144, pp. Pages 23-71, 2022-02)Article de revue -
Reflected BSDEs in non-convex domains
(Probability Theory and Related Fields, 2022)Article de revue -
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
(Journal of Applied Probability. pp. 1-24, 2024-01-05)Article de revue -
Large deviations for the Ornstein-Uhlenbeck process with shift
(Advances in Applied Probability. vol. 47, n° 3, pp. 880-901, 2015-09)Article de revue -
Large deviations for the Ornstein–Uhlenbeck process without tears
(Statistics and Probability Letters. vol. 123, pp. 45-55, 2017-04)Article de revue -
LARGE DEVIATIONS AND CONCENTRATION INEQUALITIES FOR THE ORNSTEIN-UHLENBECK PROCESS WITHOUT TEARS
(Statistics and Probability Letters. vol. 123, 2017)Article de revue -
Large deviations for the Ornstein-Uhlenbeck process with shift
(Advances in Applied Probability. vol. 47, n° 3, pp. 1--22, 2015-09-01)Article de revue -
Large deviations for the Ornstein-Uhlenbeck process with shift
(2014)Document de travail - Pré-publication