Alexandre Popier

Available identifiers

zbMath Open popier.alexandreWikidataQ102404526 ScholiaQ102404526MaRDI QIDQ438675

List of research outcomes

Publication	Date of Publication	Type
Higher order homogenization for random non-autonomous parabolic operators	2024-11-26	Paper
Continuity problem for BSDE and IPDE with singular terminal condition	2024-11-20	Paper
Optimal Liquidation with Conditions on Minimum Price	2023-08-04	Paper
https://portal.mardi4nfdi.de/entity/Q5039936	2022-10-10	Paper
Continuity problem for singular BSDE with random terminal time	2022-10-06	Paper
A Mean Field Game of Optimal Portfolio Liquidation	2022-02-08	Paper
Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration	2021-07-21	Paper
Backward stochastic Volterra integral equations with jumps in a general filtration	2021-06-01	Paper
Asymptotic approach for backward stochastic differential equation with singular terminal condition	2021-02-18	Paper
Asymptotic decomposition of solutions to random parabolic operators with oscillating coefficients	2020-10-01	Paper
Optimal position targeting via decoupling fields	2020-08-17	Paper
Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting	2020-05-04	Paper
Backward stochastic differential equations with non-Markovian singular terminal values	2019-06-25	Paper
On the fundamental solution of heat and stochastic heat equations	2019-06-18	Paper
Second-order BSDE under monotonicity condition and liquidation problem under uncertainty	2019-05-22	Paper
Lp-solution for BSDEs with jumps in the casep<2	2018-09-04	Paper
Integro-partial differential equations with singular terminal condition	2017-06-19	Paper
Stochastic partial differential equations with singular terminal condition	2017-02-14	Paper
Limit behaviour of BSDE with jumps and with singular terminal condition	2017-01-12	Paper
Higher order homogenization for random non-autonomous parabolic operators	2016-12-22	Paper
Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting	2016-08-08	Paper
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration	2016-05-04	Paper
Integro-partial differential equations with singular terminal condition	2016-03-25	Paper
Homogenization of random parabolic operators. Diffusion approximation	2015-03-24	Paper
Design for estimation of the drift parameter in fractional diffusion systems	2012-07-31	Paper
Fractional Diffusion with Partial Observations	2012-06-08	Paper
Lp-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS	2012-04-24	Paper
A Finite Horizon Optimal Multiple Switching Problem	2010-08-16	Paper
On measure solutions of backward stochastic differential equations	2009-09-17	Paper
Optimal Cross Hedging of Insurance Derivatives	2008-08-07	Paper
Backward stochastic differential equations with random stopping time and singular final condition	2007-06-22	Paper
Backward stochastic differential equations with singular terminal condition	2007-01-09	Paper

Research outcomes over time

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