| Publication | Date of Publication | Type |
|---|
Reflected forward-backward stochastic differential equations with continuous monotone coefficients
Statistics & Probability Letters | 2010-09-24 | Paper |
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2009-08-05 | Paper |
Reflected backward stochastic differential equations with two RCLL barriers
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
Reflected backward stochastic differential equations with two RCLL barriers
ESAIM: Probability and Statistics | 2007-11-30 | Paper |
| Reflected BSDE with quadratic growth and unbounded terminal value | 2007-11-05 | Paper |
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
Bernoulli | 2007-05-15 | Paper |
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
Statistics & Probability Letters | 2005-12-05 | Paper |
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
Advances in Applied Probability | 2005-05-03 | Paper |
Backward SDEs with two barriers and continuous coefficient: an existence result
Journal of Applied Probability | 2004-09-24 | Paper |
Nonanticipative risk sensitive control: the martingale method.
Statistics & Probability Letters | 2004-02-14 | Paper |
On the existence or non-existence of solutions for certain backward stochastic differential equations
Bernoulli | 2002-10-15 | Paper |
Reflected BSDEs and mixed game problem
Stochastic Processes and their Applications | 2002-08-29 | Paper |
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems
Probability and Mathematical Statistics | 2002-02-18 | Paper |
Existence for BSDE with superlinear–quadratic coefficient
Stochastics and Stochastic Reports | 1999-04-19 | Paper |
| scientific article; zbMATH DE number 1066318 (Why is no real title available?) | 1998-08-09 | Paper |
Backward stochastic differential equations with continuous coefficient
Statistics & Probability Letters | 1998-07-01 | Paper |
| scientific article; zbMATH DE number 1066321 (Why is no real title available?) | 1998-06-01 | Paper |
Backward equations, stochastic control and zero-sum stochastic differential games
Stochastics and Stochastic Reports | 1997-03-18 | Paper |
Zero-sum stochastic differential games and backward equations
Systems & Control Letters | 1997-02-28 | Paper |
| scientific article; zbMATH DE number 563682 (Why is no real title available?) | 1994-06-16 | Paper |
| scientific article; zbMATH DE number 168110 (Why is no real title available?) | 1993-05-16 | Paper |
On the Existence of Optimal Controls
SIAM Journal on Control and Optimization | 1990-01-01 | Paper |
Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games
Stochastics and Stochastic Reports | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4039763 (Why is no real title available?) | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3954782 (Why is no real title available?) | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3992548 (Why is no real title available?) | 1985-01-01 | Paper |
Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
Stochastics | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3861015 (Why is no real title available?) | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3781067 (Why is no real title available?) | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3793909 (Why is no real title available?) | 1982-01-01 | Paper |
Arc length associated to a Markov process
Advances in Mathematics | 1981-01-01 | Paper |
Techniques probabilistes dans le contrôle impulsionnel
Stochastics | 1979-01-01 | Paper |
| scientific article; zbMATH DE number 3596701 (Why is no real title available?) | 1978-01-01 | Paper |
[https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson]
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3554125 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3554125 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3538602 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3538602 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3546572 (Why is no real title available?) | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3530740 (Why is no real title available?) | 1975-01-01 | Paper |
