| Publication | Date of Publication | Type |
|---|
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Springer Proceedings in Mathematics & Statistics | 2022-09-30 | Paper |
Donsker-type theorem for BSDEs: rate of convergence
Bernoulli | 2021-07-09 | Paper |
Particles systems and numerical schemes for mean reflected stochastic differential equations
The Annals of Applied Probability | 2021-03-18 | Paper |
Particles systems and numerical schemes for mean reflected stochastic differential equations
The Annals of Applied Probability | 2021-03-18 | Paper |
Forward and backward stochastic differential equations with normal constraints in law
Stochastic Processes and their Applications | 2021-02-18 | Paper |
BSDEs with mean reflection
The Annals of Applied Probability | 2018-05-25 | Paper |
| Particles Systems for Mean Reflected BSDEs | 2017-12-20 | Paper |
Simulation of BSDEs by Wiener chaos expansion
The Annals of Applied Probability | 2014-06-13 | Paper |
Simulation of BSDEs by Wiener chaos expansion
The Annals of Applied Probability | 2014-06-13 | Paper |
A simple constructive approach to quadratic BSDEs with or without delay
Stochastic Processes and their Applications | 2014-04-28 | Paper |
| An asymptotical method to estimate the parameters of a deteriorating system under condition-based maintenance | 2013-07-12 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
Electronic Journal of Probability | 2009-11-20 | Paper |
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators
Applied Mathematics and Optimization | 2008-09-22 | Paper |
Quadratic BSDEs with convex generators and unbounded terminal conditions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2008-06-17 | Paper |
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces
Stochastic Processes and their Applications | 2008-04-28 | Paper |
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\)
Bernoulli | 2007-05-15 | Paper |
BSDE with quadratic growth and unbounded terminal value
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-10-24 | Paper |
\(L^p\) solutions of backward stochastic differential equations.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
On the robustness of backward stochastic differential equations.
Stochastic Processes and their Applications | 2005-02-25 | Paper |
BSDEs with polynomial growth generators
Journal of Applied Mathematics and Stochastic Analysis | 2002-02-17 | Paper |
Donsker-type theorem for BSDEs
Electronic Communications in Probability | 2001-07-09 | Paper |
Donsker-type theorem for BSDEs
Electronic Communications in Probability | 2001-07-09 | Paper |
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
Electronic Communications in Probability | 2000-12-14 | Paper |
A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
Electronic Communications in Probability | 2000-12-14 | Paper |
Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs
Nonlinear Analysis: Theory, Methods & Applications | 1999-10-03 | Paper |
BSDE's and viscosity solutions of semilinear pde's
Stochastics and Stochastic Reports | 1999-08-17 | Paper |
Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
Journal of Functional Analysis | 1998-12-15 | Paper |
| scientific article; zbMATH DE number 1087325 (Why is no real title available?) | 1998-08-03 | Paper |
| scientific article; zbMATH DE number 991410 (Why is no real title available?) | 1997-05-12 | Paper |
| scientific article; zbMATH DE number 851652 (Why is no real title available?) | 1996-08-29 | Paper |
