| Publication | Date of Publication | Type |
|---|
Optional strong semimartingale inequalities for the strong Snell envelopes
Random Operators and Stochastic Equations | 2024-10-07 | Paper |
Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies
Journal of Theoretical Probability | 2024-06-17 | Paper |
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions
Stochastic Analysis and Applications | 2024-04-18 | Paper |
Optimal stopping in predictable setting
Probability, Uncertainty and Quantitative Risk | 2024-02-05 | Paper |
Reflected backward stochastic differential equations associated to jump Markov processes and application to partial differential equations
Journal of Theoretical Probability | 2023-08-04 | Paper |
\( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration
Random Operators and Stochastic Equations | 2023-07-07 | Paper |
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness
Stochastics | 2023-07-03 | Paper |
RBSDEs with optional barriers: monotone approximation
Probability, Uncertainty and Quantitative Risk | 2022-08-22 | Paper |
Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
Stochastics | 2022-07-05 | Paper |
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
Stochastics | 2022-06-30 | Paper |
A class of quadratic forward-backward stochastic differential equations
Journal of Mathematical Analysis and Applications | 2022-06-20 | Paper |
Efficient and superefficient estimators of filtered Poisson process intensities
Communications in Statistics: Theory and Methods | 2022-05-23 | Paper |
An ideal class to construct solutions for skew Brownian motion equations
Journal of Theoretical Probability | 2022-05-04 | Paper |
Doubly reflected backward stochastic differential equations in the predictable setting
Journal of Theoretical Probability | 2022-03-17 | Paper |
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
| 2022-02-25 | Paper |
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
Stochastics and Dynamics | 2022-01-12 | Paper |
On reflection with two-sided jumps
Journal of Theoretical Probability | 2021-11-17 | Paper |
Stability of stochastic differential equations driven by multifractional Brownian motion
Random Operators and Stochastic Equations | 2021-07-22 | Paper |
Reflected and Doubly RBSDEs with Irregular Obstacles and a Large Set of Stopping Strategies
| 2021-07-16 | Paper |
Reflected backward stochastic differential equations with optional barriers: monotone approximation
| 2021-07-01 | Paper |
Approximation of solutions of mean-field stochastic differential equations
Stochastics and Dynamics | 2021-03-09 | Paper |
Reflected BSDEs with jumps in time-dependent convex càdlàg domains
Stochastic Processes and their Applications | 2021-02-18 | Paper |
On reflected stochastic differential equations driven by regulated semimartingales
Statistics & Probability Letters | 2020-12-18 | Paper |
On the strict value of the non-linear optimal stopping problem
Electronic Communications in Probability | 2020-09-29 | Paper |
A balance sheet optimal multi-modes switching problem
Afrika Matematika | 2020-03-25 | Paper |
Optimal stopping with \(f\)-expectations: the irregular case
Stochastic Processes and their Applications | 2020-02-24 | Paper |
Pathwise uniqueness of non-uniformly elliptic SDEs with rough coefficients
Journal of Theoretical Probability | 2019-10-22 | Paper |
\(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method
S\(\vec{\text{e}}\)MA Journal | 2019-08-28 | Paper |
Mean-field optimal multi-modes switching problem: a balance sheet
Stochastics and Dynamics | 2019-08-13 | Paper |
Some stability results for semilinear stochastic heat equation driven by a fractional noise
| 2019-07-16 | Paper |
Stochastic differential equations driven by an additive fractional Brownian sheet
| 2019-07-16 | Paper |
On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers
| 2019-02-15 | Paper |
Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case
Electronic Journal of Probability | 2019-02-14 | Paper |
Reflected BSDEs with optional barrier in a general filtration
Afrika Matematika | 2019-01-29 | Paper |
Optimal Stopping in General Predictable Framework
| 2018-12-04 | Paper |
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | Paper |
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting
| 2018-11-01 | Paper |
Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\)
Stochastics | 2018-09-04 | Paper |
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections
Statistics & Probability Letters | 2018-06-14 | Paper |
Homogenization of BSDEs with two reflecting barriers, variational inequality and stochastic game
| 2018-03-29 | Paper |
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
The Annals of Applied Probability | 2018-01-04 | Paper |
Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results
The Annals of Probability | 2017-10-05 | Paper |
scientific article; zbMATH DE number 6707704 (Why is no real title available?)
| 2017-04-25 | Paper |
Constrained backward SDEs with jumps and American options
| 2017-04-25 | Paper |
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
Modern Stochastics. Theory and Applications | 2017-04-18 | Paper |
On the study of processes of \(\sum (H)\) and \(\sum_{\mathrm{s}}(H)\) classes
Journal of Theoretical Probability | 2017-04-12 | Paper |
Reflected BSDEs when the obstacle is not right-continuous in a general filtration
| 2017-04-10 | Paper |
Approximation of solutions of SDEs driven by a fractional Brownian motion, under pathwise uniqueness
Modern Stochastics. Theory and Applications | 2017-01-05 | Paper |
Large deviation for lasso diffusion process
| 2016-10-01 | Paper |
Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes
Journal of the Korean Statistical Society | 2016-07-29 | Paper |
Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition
Stochastic Analysis and Applications | 2016-06-23 | Paper |
Reflected backward SDEs with general jumps
Theory of Probability and its Applications | 2016-06-08 | Paper |
A class of stochastic differential equations with super-linear growth and non-Lipschitz coefficients
Stochastics | 2016-04-27 | Paper |
On countably skewed Brownian motion with accumulation point
Electronic Journal of Probability | 2015-11-27 | Paper |
Stochastic quadratic BSDE with two RCLL obstacles
Stochastic Processes and their Applications | 2015-04-28 | Paper |
New classes of processes in stochastic calculus for signed measures
Stochastics | 2014-08-14 | Paper |
STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
Stochastics and Dynamics | 2014-05-02 | Paper |
Mimicking finite dimensional marginals of a controlled diffusion with jumps
Stochastics and Dynamics | 2014-05-02 | Paper |
IDT processes and associated Lévy processes with explicit constructions
Stochastics | 2014-04-17 | Paper |
Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula
| 2014-02-26 | Paper |
On the time inhomogeneous skew Brownian motion
Bulletin des Sciences Mathématiques | 2014-01-08 | Paper |
Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle
African Diaspora Journal of Mathematics | 2014-01-06 | Paper |
Balayage formula, local time and applications in stochastic differential equations
Bulletin des Sciences Mathématiques | 2013-12-19 | Paper |
Generalized Snell envelope as a minimal solution of BSDE with lower barriers
Bulletin des Sciences Mathématiques | 2013-12-19 | Paper |
Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233]
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-09-26 | Paper |
Weak convergence for quasilinear stochastic heat equation driven by a fractional noise with Hurst parameter \(H \in (\frac{1}{2},1)\)
Stochastics and Dynamics | 2013-07-24 | Paper |
Path-wise uniqueness of solutions to stochastic differential equations with local time and sojourn time on the boundary
Afrika Matematika | 2013-07-08 | Paper |
Solvability of some quadratic BSDEs without exponential moments
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2013-06-24 | Paper |
On the bounded variation of the flow of stochastic differential equation
Stochastic Differential Equations and Processes | 2012-09-21 | Paper |
Fubini theorem for multiparameter stable process
Journal of the Egyptian Mathematical Society | 2012-09-13 | Paper |
Some functions transforming semimartingale into semimartingale
African Diaspora Journal of Mathematics | 2012-06-11 | Paper |
A note on $\alpha$-IDT processes
| 2012-03-05 | Paper |
Strong envelope and strong supermartingale: application to reflected bsdes
| 2011-12-01 | Paper |
On semimartingale local time inequalities and applications in SDE's
| 2011-08-19 | Paper |
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter
Statistics & Probability Letters | 2011-07-26 | Paper |
Hardy operator and Gaussian spaces
Afrika Statistika | 2011-07-05 | Paper |
Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case
| 2011-02-27 | Paper |
Mutual information for stochastic differential equations driven by fractional Brownian motion
Random Operators and Stochastic Equations | 2011-02-22 | Paper |
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
Bulletin des Sciences Mathématiques | 2011-01-07 | Paper |
Occupation densities for certain processes related to fractional Brownian motion
Stochastics | 2010-08-19 | Paper |
On identities in law for some functionals of Lévy processes
African Diaspora Journal of Mathematics | 2010-06-10 | Paper |
Transformations of Two Independent Brownian Motions and Orthogonal Decompositions of Brownian Filtrations
Theory of Probability & Its Applications | 2010-04-26 | Paper |
On It\^{o}'s formula for symmetric $\alpha $-stable L\'{e}vy process of index $1<\alpha\leq 2 $
| 2010-03-28 | Paper |
Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition
Stochastic Analysis and Applications | 2010-03-19 | Paper |
Weak solutions and a Yamada–Watanabe theorem for FBSDEs
Random Operators and Stochastic Equations | 2009-08-08 | Paper |
Estimation of the drift of fractional Brownian motion
Statistics & Probability Letters | 2009-07-24 | Paper |
ON ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS INVOLVING THE MAXIMUM PROCESS
Stochastics and Dynamics | 2009-07-22 | Paper |
On limiting values of stochastic differential equations with small noise intensity tending to zero
Bulletin des Sciences Mathématiques | 2009-05-12 | Paper |
On the pathwise uniqueness of solutions of stochastic differential equations driven by symmetric stable Lévy processes
Stochastics | 2008-12-22 | Paper |
WEAK SOLUTIONS OF SEMILINEAR PDEs WITH OBSTACLE(S) IN SOBOLEV SPACES AND THEIR PROBABILISTIC INTERPRETATION VIA THE RFBSDEs AND DRFBSDEs
Stochastics and Dynamics | 2008-08-26 | Paper |
Sur l'existence de solutions d'équations différentielles stochastiques progréssives rétrogrades couplées
Stochastics | 2008-08-08 | Paper |
Noncanonical representation with an infinite-dimensional orthogonal complement
Statistics & Probability Letters | 2008-08-08 | Paper |
How rich is the class of processes which are infinitely divisible with respect to time?
Statistics & Probability Letters | 2008-04-16 | Paper |
Equivalence of Volterra processes: Degenerate case
Statistics & Probability Letters | 2008-03-26 | Paper |
A noncanonical representation of the Brownian sheet
African Diaspora Journal of Mathematics | 2008-03-06 | Paper |
Locally periodic homogenization of reflected diffusion
Journal of Applied Mathematics and Stochastic Analysis | 2007-09-10 | Paper |
Studying anticipation on financial markets by BSDE
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
Probabilistic representation of heat equation of convolution type
Random Operators and Stochastic Equations | 2007-05-29 | Paper |
Variational Inequalities for Combined Control and Stopping Game
Stochastic Analysis and Applications | 2007-02-15 | Paper |
Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle
Stochastic Analysis and Applications | 2007-02-15 | Paper |
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations
Stochastic Processes and their Applications | 2006-10-05 | Paper |
Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients
Stochastic Analysis and Applications | 2006-09-22 | Paper |
Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs
Stochastic Analysis and Applications | 2006-08-21 | Paper |
Regularization of differential equations by fractional noise.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Some Remark on Optimal Stochastic Control with Partial Information
Stochastic Analysis and Applications | 2005-11-25 | Paper |
REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
Stochastics and Dynamics | 2005-11-15 | Paper |
Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
Stochastic Analysis and Applications | 2005-10-18 | Paper |
Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs
Journal of Applied Mathematics and Stochastic Analysis | 2005-09-05 | Paper |
Prevalence of backward stochastic differential equations with unique solution
Journal of Applied Mathematics and Stochastic Analysis | 2005-05-09 | Paper |
On a SDE driven by a fractional Brownian motion and with monotone drift
Electronic Communications in Probability | 2005-03-14 | Paper |
Existence and uniqueness for solutions of one dimensional SDE'<scp>s</scp> driven by an additive fractional noise
Stochastics and Stochastic Reports | 2005-02-28 | Paper |
Reflected BSDE and Reflected PDIE
Stochastic Analysis and Applications | 2005-01-20 | Paper |
Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
Stochastic Analysis and Applications | 2004-11-11 | Paper |
Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
Stochastics and Dynamics | 2004-03-01 | Paper |
Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
Stochastic Analysis and Applications | 2004-02-15 | Paper |
A Haussmann-Clark-Ocone formula for functionals of diffusion processes with Lipschitz coefficients
Journal of Applied Mathematics and Stochastic Analysis | 2004-02-08 | Paper |
scientific article; zbMATH DE number 2034523 (Why is no real title available?)
| 2004-01-28 | Paper |
scientific article; zbMATH DE number 1971732 (Why is no real title available?)
| 2004-01-25 | Paper |
Besov regularity of stochastic integrals with respect to the fractional Brownian motion with parameter \(H>1/2\)
Journal of Theoretical Probability | 2003-08-06 | Paper |
On a general result for backward stochastic differential equations
Stochastics and Stochastic Reports | 2003-06-26 | Paper |
scientific article; zbMATH DE number 1850753 (Why is no real title available?)
| 2003-06-26 | Paper |
Limit theorems for BSDE with local time applications to non-linear PDE
Stochastics and Stochastic Reports | 2003-06-02 | Paper |
Besov regularity for the indefinite Skorohod integral with respect to the fractional Brownian motion: The singular case
Stochastics and Stochastic Reports | 2003-05-05 | 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 random obstacle
Electronic Journal of Probability | 2003-02-13 | Paper |
Infinite dimensional BSDE with jumps
Stochastic Analysis and Applications | 2003-01-07 | Paper |
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
Random Operators and Stochastic Equations | 2002-11-21 | Paper |
On large deviations in nonlinear filtering theory
Studia Mathematica | 2002-02-21 | Paper |
Pathwise uniqueness of stochastic differential equations with local times
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Multivalued SPDEs driven by additive space-time white noise and additive white noise
Random Operators and Stochastic Equations | 2001-09-16 | Paper |
Some generic properties in backward stochastic differential equations with continuous coefficient
Monte Carlo Methods and Applications | 2001-07-12 | Paper |
Solution and reflected solutions of forward SDEs with generalized Wiener functional approach
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Backward stochastic differential equations with jumps involving a subdifferential operator
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Probabilistic interpretation for integral-partial differential equations with subdifferential operator
Random Operators and Stochastic Equations | 2001-07-11 | Paper |
Some identities on semimartingales local times
Statistics & Probability Letters | 2001-06-13 | Paper |
Integration stochastique multivoque et inclusions differentielles stochastiques
Stochastics and Stochastic Reports | 2001-03-29 | Paper |
Limit theorem for the statistical solution of Burgers equation
Stochastic Processes and their Applications | 2001-01-17 | Paper |
On the approximation of the solution of an anticipating stochastic differential equation
Annales Mathématiques Blaise Pascal | 2000-06-04 | Paper |
Backward stochastic differential equation with local time
Stochastics and Stochastic Reports | 2000-01-31 | Paper |
Régularité du temps local du processus symétrique stable en norme besov
Stochastics and Stochastic Reports | 2000-01-16 | Paper |
Reflected solutions of backward stochastic differential equations with distribution as terminal condition
Random Operators and Stochastic Equations | 1999-09-02 | Paper |
Reflected backward stochastic differential equations with jumps
Stochastics and Stochastic Reports | 1999-08-17 | Paper |
Multivalued stochastic integration and backward stochastic differential inclusions
Acta Mathematica Vietnamica | 1999-06-17 | Paper |
Grandes deviations des diffusions sur les espaces de besov-orlicz et application
Stochastics and Stochastic Reports | 1999-06-15 | Paper |
scientific article; zbMATH DE number 1210402 (Why is no real title available?)
| 1999-04-19 | Paper |
Some generic properties of stochastic differential equations
Stochastics and Stochastic Reports | 1998-08-09 | Paper |
Approximation en norme Besov-orlicz de la solution D'une equation differentielle Stochastique anticipative
Stochastics and Stochastic Reports | 1998-08-02 | Paper |
The maximum principle for optimal control of diffusions with non-smooth coefficients
Stochastics and Stochastic Reports | 1998-07-12 | Paper |
Backward stochastic differential equations with distribution as terminal condition
Random Operators and Stochastic Equations | 1998-06-14 | Paper |
scientific article; zbMATH DE number 1129545 (Why is no real title available?)
| 1998-03-17 | Paper |
Large deviations of diffusions on Besov-Orlicz spaces
Bulletin des Sciences Mathématiques | 1998-01-27 | Paper |
Fubini-type theorem for anticipating integrals
Random Operators and Stochastic Equations | 1997-10-08 | Paper |
Multivalued backward stochastic differential equations with continuous coefficients
rose | 1997-07-17 | Paper |
Théorèmes limites pour les équations différentielles stochastiques anticipatives
Stochastics and Stochastic Reports | 1997-04-09 | Paper |
On the convergence of the Lie-Trotter formula for stochastic differential equations
Annales Mathématiques Blaise Pascal | 1997-01-05 | Paper |
Approximation des équations différentielles stochastiques par des équations à retard
Stochastics and Stochastic Reports | 1995-09-21 | Paper |
scientific article; zbMATH DE number 736931 (Why is no real title available?)
| 1995-07-16 | Paper |
Local times of functions of continuous semimartingales
Stochastic Analysis and Applications | 1995-06-21 | Paper |
Variation of solutions of stochastic differential equations with respect to the initial condition and parameters
Random Operators and Stochastic Equations | 1995-05-14 | Paper |
On polynomial filtration of some continuous semimartingales
Statistics & Probability Letters | 1994-09-05 | Paper |
Approximation de newton pour les équations différentielles stochastiques
Stochastics and Stochastic Reports | 1994-08-29 | Paper |
On the asymptotic behaviour of functionals of some semimartingales
Statistics & Probability Letters | 1993-02-22 | Paper |
scientific article; zbMATH DE number 26227 (Why is no real title available?)
| 1992-06-27 | Paper |
Strong comparison of solutions of one-dimensional stochastic differential equations
Stochastic Processes and their Applications | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4140971 (Why is no real title available?)
| 1990-01-01 | Paper |
“Skew-Brownian Motion” and Derived Processes
Theory of Probability & Its Applications | 1990-01-01 | Paper |
scientific article; zbMATH DE number 4153625 (Why is no real title available?)
| 1990-01-01 | Paper |
scientific article; zbMATH DE number 4129755 (Why is no real title available?)
| 1989-01-01 | Paper |
scientific article; zbMATH DE number 4186793 (Why is no real title available?)
| 1989-01-01 | Paper |
Fonctions de semimartingales et applications aux equations differentielles stochastiques
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
Généralisation d'un lemme de s. nakao et applications
Stochastics | 1988-01-01 | Paper |
scientific article; zbMATH DE number 4056708 (Why is no real title available?)
| 1987-01-01 | Paper |
scientific article; zbMATH DE number 4001122 (Why is no real title available?)
| 1987-01-01 | Paper |
Optimal Stopping Under Model Uncertainty in a General Setting
| N/A | Paper |
Intrinsic regularization by noise for $1d$ mean field games
| N/A | Paper |
