Recherche
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A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
(Electronic Journal of Probability. vol. 18, n° 50, pp. 1-15, 2013-04-17)Article de revue -
Obliquely Reflected Backward Stochastic Differential Equations
(Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2020)Article de revue -
A stability approach for solving multidimensional quadratic BSDES
(Electronic Journal of Probability. vol. 24, 2019)Article de revue -
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
(Springer, 2019-09-01)Chapitre d'ouvrage -
Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems
(Stochastic Processes and their Applications. vol. 129, n° 11, 2019)Article de revue -
A Probabilistic Approach to Large Time Behavior of Mild Solutions of Hamilton-Jacobi-Bellman Equations in Infinite Dimension
(SIAM Journal on Control and Optimization. vol. 53, n° 1, pp. 378-398, 2015)Article de revue -
Numerical stability analysis of the Euler scheme for BSDEs
(SIAM Journal on Numerical Analysis. vol. 53, n° 2, pp. 1172--1193, 2015-05-01)Article de revue -
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
(Discrete and Continuous Dynamical Systems - Series A. vol. 35, n° 11, pp. 5273-5283, 2015)Article de revue -
Numerical simulation of quadratic BSDEs
(The Annals of Applied Probability. vol. 26, n° 1, 2016)Article de revue