| Publication | Date of Publication | Type |
|---|
\(\varepsilon\)-Nash equilibria of a multi-player nonzero-sum Dynkin game in discrete time
Dynamic Games and Applications | 2024-07-31 | Paper |
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 |
| $\varepsilon$-Nash Equilibria of a Multi-player Nonzero-sum Dynkin Game in Discrete Time | 2022-01-10 | Paper |
BSDE approach for Dynkin game and American game option
Springer Proceedings in Mathematics & Statistics | 2018-11-30 | 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 |
Stochastic quadratic BSDE with two RCLL obstacles
Stochastic Processes and their Applications | 2015-04-28 | Paper |
The multi-player nonzero-sum Dynkin game in discrete time
Mathematical Methods of Operations Research | 2014-06-12 | 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 |
Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
Bulletin des Sciences Mathématiques | 2011-01-07 | 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 |
One barrier reflected backward doubly stochastic differential equations with continuous generator
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-11-05 | Paper |
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
Electronic Journal of Probability | 2006-11-03 | Paper |
BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
Electronic Journal of Probability | 2006-11-03 | Paper |
BSDEs with two reflecting barriers: the general result
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2005-06-06 | Paper |
Reflected BSDE and Reflected PDIE
Stochastic Analysis and Applications | 2005-01-20 | Paper |
On a general result for backward stochastic differential equations
Stochastics and Stochastic Reports | 2003-06-26 | 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 |
Infinite dimensional BSDE with jumps
Stochastic Analysis and Applications | 2003-01-07 | Paper |
