The following pages link to Adrien Richou (Q255487):
Displayed 22 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Numerical simulation of quadratic BSDEs (Q259576) (← links)
- A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition (Q388919) (← links)
- Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (Q444352) (← links)
- Large deviations for the Ornstein-Uhlenbeck process without tears (Q511547) (← links)
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (Q537139) (← links)
- Numerical simulation of BSDEs with drivers of quadratic growth (Q655587) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486) (← links)
- A stability approach for solving multidimensional quadratic BSDEs (Q1721997) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition (Q2250578) (← links)
- A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension (Q2810064) (← links)
- Large deviations for the Ornstein-Uhlenbeck process with shift (Q3450514) (← links)
- On the Uniqueness of Solutions to Quadratic BSDEs with Non-convex Generators (Q5038291) (← links)
- Numerical Stability Analysis of the Euler Scheme for BSDEs (Q5253605) (← links)
- A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension (Q6252584) (← links)
- Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears (Q6270181) (← links)
- Obliquely Reflected BSDEs (Q6292986) (← links)
- Sharp large deviations and concentration inequalities for the number of descents in a random permutation (Q6414411) (← links)