Adrien Richou

Available identifiers

zbMath Open richou.adrienMaRDI QIDQ255487

List of research outcomes

Publication	Date of Publication	Type
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	2022-09-30	Paper
Reflected BSDEs in non-convex domains	2022-07-28	Paper
Switching problems with controlled randomisation and associated obliquely reflected BSDEs	2022-01-17	Paper
Obliquely reflected backward stochastic differential equations	2021-06-03	Paper
Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems	2019-11-27	Paper
A stability approach for solving multidimensional quadratic BSDEs	2019-02-14	Paper
Obliquely Reflected BSDEs	2017-10-24	Paper
Large deviations for the Ornstein-Uhlenbeck process without tears	2017-02-21	Paper
A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension	2016-05-31	Paper
Numerical simulation of quadratic BSDEs	2016-03-11	Paper
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case	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	2015-11-06	Paper
Numerical Stability Analysis of the Euler Scheme for BSDEs	2015-05-27	Paper
HJB equations in infinite dimensions with locally Lipschitz Hamiltonian and unbounded terminal condition	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	2014-01-17	Paper
Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition	2012-08-14	Paper
Numerical simulation of BSDEs with drivers of quadratic growth	2012-01-04	Paper
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions	2011-05-19	Paper
Ergodic BSDEs and related PDEs with Neumann boundary conditions	2009-09-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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