| Publication | Date of Publication | Type |
|---|
Backward stochastic evolution inclusions in UMD Banach spaces
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2024-01-15 | Paper |
Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles
Stochastic Processes and their Applications | 2023-08-14 | Paper |
| A new approach for computing the distance and the diameter in circulant graphs | 2022-10-20 | Paper |
| Diameter formulas for a class of undirected multi-loop networks | 2022-09-26 | Paper |
| Diameter of generalized Petersen graphs | 2021-02-20 | Paper |
BSDE approach for Dynkin game and American game option
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
Mixed stochastic differential equations: existence and uniqueness result
Journal of Theoretical Probability | 2018-08-16 | Paper |
Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
SIAM Journal on Mathematical Analysis | 2015-11-18 | Paper |
| On backward stochastic differential equations driven by a family of It\^o's processes | 2015-10-31 | Paper |
On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)
Stochastic Processes and their Applications | 2015-08-24 | Paper |
Stochastic quadratic BSDE with two RCLL obstacles
Stochastic Processes and their Applications | 2015-04-28 | Paper |
Generalized Snell envelope as a minimal solution of BSDE with lower barriers
Bulletin des Sciences Mathématiques | 2013-12-19 | Paper |
Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
Journal of Differential Equations | 2013-01-18 | Paper |
General existence results for reflected BSDE and BSDE
Bulletin des Sciences Mathématiques | 2011-07-29 | Paper |
Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-07-20 | Paper |
| p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities | 2010-07-14 | Paper |
Canonical representation for Gaussian processes
Lecture Notes in Mathematics | 2009-12-18 | Paper |
Reflected backward stochastic differential equation with jumps and RCLL obstacle
Bulletin des Sciences Mathématiques | 2009-01-13 | Paper |
Large deviation principle for a backward stochastic differential equation with subdifferential operator
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-02-26 | Paper |
| Reflected backward stochastic differential equation with super-linear growth | 2007-02-02 | Paper |
Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients
Stochastic Analysis and Applications | 2006-09-22 | Paper |
Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
Stochastic Analysis and Applications | 2005-10-18 | Paper |
Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
Stochastic Analysis and Applications | 2004-11-11 | Paper |
Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
Stochastic Analysis and Applications | 2004-02-15 | Paper |
BSDE associated with Lévy processes and application to PDIE
Journal of Applied Mathematics and Stochastic Analysis | 2004-01-03 | Paper |
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2003-05-27 | Paper |
Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain
Bulletin des Sciences Mathématiques | 2003-03-27 | Paper |
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
Random Operators and Stochastic Equations | 2002-11-21 | Paper |
