Jean-Pierre Lepeltier

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Person:588425

Available identifiers

zbMath Open lepeltier.jean-pierreMaRDI QIDQ588425

List of research outcomes

PublicationDate of PublicationType
Reflected forward-backward stochastic differential equations with continuous monotone coefficients2010-09-24Paper
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs2009-08-05Paper
Reflected backward stochastic differential equations with two RCLL barriers2007-11-30Paper
Reflected BSDE with quadratic growth and unbounded terminal value2007-11-05Paper
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)2007-05-15Paper
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier2005-12-05Paper
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions2005-05-03Paper
Backward SDEs with two barriers and continuous coefficient: an existence result2004-09-24Paper
Nonanticipative risk sensitive control: the martingale method.2004-02-14Paper
On the existence or non-existence of solutions for certain backward stochastic differential equations2002-10-15Paper
Reflected BSDEs and mixed game problem2002-08-29Paper
https://portal.mardi4nfdi.de/entity/Q27720202002-02-18Paper
Existence for BSDE with superlinear–quadratic coefficient1999-04-19Paper
https://portal.mardi4nfdi.de/entity/Q43575051998-08-09Paper
Backward stochastic differential equations with continuous coefficient1998-07-01Paper
https://portal.mardi4nfdi.de/entity/Q43575081998-06-01Paper
Backward equations, stochastic control and zero-sum stochastic differential games1997-03-18Paper
Zero-sum stochastic differential games and backward equations1997-02-28Paper
https://portal.mardi4nfdi.de/entity/Q42912611994-06-16Paper
https://portal.mardi4nfdi.de/entity/Q40359591993-05-16Paper
On the Existence of Optimal Controls1990-01-01Paper
Existence of a quasi-markov nash equilibrium for non-zero sum markov stopping games1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37786481987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37242031986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47204781985-01-01Paper
Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33293341984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39598591982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47397711982-01-01Paper
Arc length associated to a Markov process1981-01-01Paper
Techniques probabilistes dans le contrôle impulsionnel1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41630851978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41286591977-01-01Paper
[https://portal.mardi4nfdi.de/wiki/Publication:4131394 Repr�sentation des processus ponctuels multivari�s � l'aide d'un processus de Poisson]1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41145771976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41212761976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41077081975-01-01Paper

Research outcomes over time


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