The following pages link to Dylan Possamaï (Q287746):
Displaying 48 items.
- A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748) (← links)
- Density analysis of BSDEs (Q317487) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- A mathematical treatment of bank monitoring incentives (Q471170) (← links)
- On the Malliavin differentiability of BSDEs (Q520787) (← links)
- (Q591740) (redirect page) (← links)
- On the robust superhedging of measurable claims (Q743072) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- A note on the Malliavin-Sobolev spaces (Q899630) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations (Q1635964) (← links)
- Dynamic programming approach to principal-agent problems (Q1691442) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Second-order backward stochastic differential equations under a monotonicity condition (Q1947592) (← links)
- Equilibrium asset pricing with transaction costs (Q2022762) (← links)
- A unified approach to well-posedness of type-I backward stochastic Volterra integral equations (Q2042823) (← links)
- McKean-Vlasov optimal control: the dynamic programming principle (Q2129699) (← links)
- Incentives, lockdown, and testing: from Thucydides' analysis to the COVID-19 pandemic (Q2133932) (← links)
- Governmental incentives for Green bonds investment (Q2155563) (← links)
- Corrigendum to: ``Second-order reflected backward stochastic differential equations'' and ``Second-order BSDEs with general reflection and game options under uncertainty'' (Q2240858) (← links)
- Bank monitoring incentives under moral hazard and adverse selection (Q2302840) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs (Q2515932) (← links)
- Quadratic BSDEs with jumps: a fixed-point approach (Q2515933) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Quadratic BSDEs with jumps: Related nonlinear expectations (Q2810662) (← links)
- Large liquidity expansion of super-hedging costs (Q3168200) (← links)
- UTILITY MAXIMIZATION WITH RANDOM HORIZON: A BSDE APPROACH (Q3460679) (← links)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (Q3467559) (← links)
- Contracting Theory with Competitive Interacting Agents (Q4631456) (← links)
- On a Class of Path-Dependent Singular Stochastic Control Problems (Q4684782) (← links)
- Optimal Make-Take Fees in a Multi Market-Maker Environment (Q4988548) (← links)
- A Tale of a Principal and Many, Many Agents (Q5219725) (← links)
- An Adverse Selection Approach to Power Pricing (Q5220189) (← links)
- Stability results for martingale representations: The general case (Q5240180) (← links)
- ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
- General indifference pricing with small transaction costs (Q5278183) (← links)
- Optimal Electricity Demand Response Contracting with Responsiveness Incentives (Q5868950) (← links)
- McKean–Vlasov Optimal Control: Limit Theory and Equivalence Between Different Formulations (Q5870359) (← links)
- Pollution Regulation for Electricity Generators in a Transmission Network (Q6042791) (← links)
- Mean–field moral hazard for optimal energy demand response management (Q6054139) (← links)
- A Mean-Field Game of Market-Making against Strategic Traders (Q6070673) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- Stability of backward stochastic differential equations: the general Lipschitz case (Q6165206) (← links)
