The following pages link to Alexandre Popier (Q438675):
Displaying 28 items.
- Design for estimation of the drift parameter in fractional diffusion systems (Q438676) (← links)
- (Q511131) (redirect page) (← links)
- Stochastic partial differential equations with singular terminal condition (Q511132) (← links)
- Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting (Q737168) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Backward stochastic differential equations with singular terminal condition (Q860713) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Homogenization of random parabolic operators. Diffusion approximation (Q2018565) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration (Q2042792) (← links)
- Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting (Q2176177) (← links)
- Optimal position targeting via decoupling fields (Q2192736) (← links)
- Integro-partial differential equations with singular terminal condition (Q2357187) (← links)
- Backward stochastic differential equations with random stopping time and singular final condition (Q2370097) (← links)
- Second-order BSDE under monotonicity condition and liquidation problem under uncertainty (Q2415511) (← links)
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration (Q2804558) (← links)
- Fractional Diffusion with Partial Observations (Q2890081) (← links)
- Limit behaviour of BSDE with jumps and with singular terminal condition (Q2954247) (← links)
- Optimal Cross Hedging of Insurance Derivatives (Q3518300) (← links)
- A Finite Horizon Optimal Multiple Switching Problem (Q3581043) (← links)
- <i>L<sup>p</sup></i>-solution for BSDEs with jumps in the case<i>p</i><2 (Q4584694) (← links)
- Backward stochastic Volterra integral equations with jumps in a general filtration (Q4990913) (← links)
- A Mean Field Game of Optimal Portfolio Liquidation (Q5026436) (← links)
- (Q5039936) (← links)
- Continuity problem for singular BSDE with random terminal time (Q5043557) (← links)
- Backward stochastic differential equations with non-Markovian singular terminal values (Q5384774) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
- Continuity problem for BSDE and IPDE with singular terminal condition (Q6640879) (← links)
- Higher order homogenization for random non-autonomous parabolic operators (Q6643680) (← links)
