The following pages link to Catherine Rainer (Q367456):
Displaying 50 items.
- An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
- Games with incomplete information in continuous time and for continuous types (Q367457) (← links)
- Pathwise strategies for stochastic differential games with an erratum to ``Stochastic differential games with asymmetric information'' (Q372998) (← links)
- Bias and overtaking equilibria for zero-sum stochastic differential games (Q438772) (← links)
- Stochastic optimal control and BSDEs with logarithmic growth (Q452075) (← links)
- Differential games with asymmetric information and without Isaacs' condition (Q524959) (← links)
- (Q588871) (redirect page) (← links)
- Reflected backward stochastic differential equations in an orthant (Q698364) (← links)
- Multiplicative decompositions and frequency of vanishing of nonnegative submartingales (Q867093) (← links)
- Ten penalisation results of Brownian motion involving its one-sided supremum until first and last passage times. VIII (Q999861) (← links)
- Local times of multifractional Brownian sheets (Q1002554) (← links)
- A note on the conservation law for continuous reflected processes and its application to queues with fluid inputs (Q1127050) (← links)
- New perspectives on Ray's theorem for the local times of diffusions (Q1394532) (← links)
- Backward SDEs and Cauchy problem for semilinear equations in divergence form (Q1400828) (← links)
- Viability of moving sets for stochastic differential equation. (Q1405967) (← links)
- Exact and possible viability for controlled diffusions. (Q1423258) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- Exploring the longevity risk using statistical tools derived from the Shiryaev-Roberts procedure (Q1616044) (← links)
- A two-player zero-sum game where only one player observes a Brownian motion (Q1649018) (← links)
- BSDEs with polynomial growth generators (Q1841229) (← links)
- Filtration-consistent nonlinear expectations and related \(g\)-expectations (Q1849496) (← links)
- Stability of conditional median under discretization of filtrations (Q1852831) (← links)
- Reflected backward stochastic differential equation with jumps and random obstacle (Q1858672) (← links)
- Some remarkable pure martingales (Q1868122) (← links)
- Stochastic control with exit time and constraints, application to small time attainability of sets (Q1879224) (← links)
- On the definition of a solution to a rough differential equation (Q2053312) (← links)
- Regression Monte Carlo for impulse control (Q2094845) (← links)
- The averaging principle for stochastic differential equations driven by a Wiener process revisited (Q2122136) (← links)
- An example of multiple mean field limits in ergodic differential games (Q2179108) (← links)
- Solving two-state Markov games with incomplete information on one side (Q2195688) (← links)
- Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems (Q2270135) (← links)
- On equations of the program iteration method (Q2284198) (← links)
- Filtration shrinkage by level-crossings of a diffusion (Q2371954) (← links)
- Two different approaches to nonzero-sum stochastic differential games (Q2384781) (← links)
- Stochastic differential games with asymmetric information (Q2391246) (← links)
- Mean-field stochastic differential equations and associated PDEs (Q2412661) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- Stochastic control and compatible subsets of constraints (Q2484956) (← links)
- On certain almost Brownian filtrations (Q2485313) (← links)
- Properties of perpetual integral functionals of Brownian motion with drift (Q2485315) (← links)
- Leroux's method for general hidden Markov models (Q2490057) (← links)
- Another approach to Brownian motion (Q2490061) (← links)
- Lévy's area under conditioning (Q2490108) (← links)
- Chaotic representation property of certain Azéma martingales (Q2505475) (← links)
- Markov Games with Frequent Actions and Incomplete Information—The Limit Case (Q2800363) (← links)
- A Probabilistic Representation for the Value of Zero-Sum Differential Games with Incomplete Information on Both Sides (Q2968554) (← links)
- Hölder Regularity for Viscosity Solutions of Fully Nonlinear, Local or Nonlocal, Hamilton–Jacobi Equations with Superquadratic Growth in the Gradient (Q3021262) (← links)
- Backward stochastic differential equations with Azéma's martingale (Q3148775) (← links)
- On a Continuous-Time Game with Incomplete Information (Q3169066) (← links)
