The following pages link to Arnaud Lionnet (Q748314):
Displayed 8 items.
- Time discretization of FBSDE with polynomial growth drivers and reaction-diffusion PDEs (Q748315) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q1617135) (← links)
- Some results on general quadratic reflected BSDEs driven by a continuous martingale (Q2637208) (← links)
- Equilibrium Pricing Under Relative Performance Concerns (Q5280244) (← links)
- On Girsanov's transform for backward stochastic differential equations (Q6221837) (← links)
- Convergence and qualitative properties of modified explicit schemes for BSDEs with polynomial growth (Q6275839) (← links)
- Adapted time steps explicit scheme for monotone BSDEs (Q6280351) (← links)
- Full-Projection explicit FBSDE scheme for parabolic PDEs with superlinear nonlinearities (Q6280353) (← links)