| Publication | Date of Publication | Type |
|---|
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
Journal of Applied Probability | 2024-10-11 | Paper |
Sharp large deviations and concentration inequalities for the number of descents in a random permutation
| 2022-10-19 | Paper |
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Springer Proceedings in Mathematics & Statistics | 2022-09-30 | Paper |
Reflected BSDEs in non-convex domains
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2022-07-28 | Paper |
Switching problems with controlled randomisation and associated obliquely reflected BSDEs
Stochastic Processes and their Applications | 2022-01-17 | Paper |
Obliquely reflected backward stochastic differential equations
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-06-03 | Paper |
Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems
Stochastic Processes and their Applications | 2019-11-27 | Paper |
A stability approach for solving multidimensional quadratic BSDEs
Electronic Journal of Probability | 2019-02-14 | Paper |
Obliquely Reflected BSDEs
| 2017-10-24 | Paper |
Large deviations for the Ornstein-Uhlenbeck process without tears
Statistics \& Probability Letters | 2017-02-21 | Paper |
A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension
SIAM Journal on Control and Optimization | 2016-05-31 | Paper |
Numerical simulation of quadratic BSDEs
The Annals of Applied Probability | 2016-03-11 | Paper |
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears
| 2016-02-05 | Paper |
Large deviations for the Ornstein-Uhlenbeck process with shift
Advances in Applied Probability | 2015-11-06 | Paper |
Numerical stability analysis of the Euler scheme for BSDEs
SIAM Journal on Numerical Analysis | 2015-05-27 | Paper |
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition
Journal of Differential Equations | 2014-07-07 | Paper |
A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension
| 2014-06-23 | Paper |
A note on the existence of solutions to Markovian superquadratic BSDEs with an unbounded terminal condition
Electronic Journal of Probability | 2014-01-17 | Paper |
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition
Stochastic Processes and their Applications | 2012-08-14 | Paper |
Numerical simulation of BSDEs with drivers of quadratic growth
The Annals of Applied Probability | 2012-01-04 | Paper |
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2011-05-19 | Paper |
Ergodic BSDEs and related PDEs with Neumann boundary conditions
Stochastic Processes and their Applications | 2009-09-17 | Paper |
