Arnaud Lionnet

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth The Annals of Applied Probability	2018-11-07	Paper
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth The Annals of Applied Probability	2018-11-07	Paper
Equilibrium Pricing Under Relative Performance Concerns SIAM Journal on Financial Mathematics	2017-07-20	Paper
Adapted time steps explicit scheme for monotone BSDEs	2016-11-30	Paper
Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities	2016-11-30	Paper
Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (available as arXiv preprint)	2016-07-22	Paper
Adapted time steps explicit scheme for monotone BSDEs (available as arXiv preprint)	2016-01-01	Paper
Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities (available as arXiv preprint)	2016-01-01	Paper
Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs The Annals of Applied Probability	2015-10-20	Paper
Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs The Annals of Applied Probability	2015-10-20	Paper
Some results on general quadratic reflected BSDEs driven by a continuous martingale Stochastic Processes and their Applications	2014-02-07	Paper
On Girsanov's transform for backward stochastic differential equations	2010-11-14	Paper
On Girsanov's transform for backward stochastic differential equations (available as arXiv preprint)	2010-01-01	Paper

Research outcomes over time

This page was built for person: Arnaud Lionnet