322 citations
- Centre National de la Recherche ScientifiqueFR5 papers
- Shandong UniversityCN4 papers
- Laboratoire de Mathématiques Blaise PascalFR3 papers
- Laboratoire de Mathématiques de Bretagne AtlantiqueFR2 papers
- Lebanese UniversityLB2 papers
- Aalborg UniversityDK1 paper
- Alexandru Ioan Cuza UniversityRO1 paper
- Centre Hospitalier de Bretagne SudFR1 paper
- East Texas A&M UniversityUS1 paper
- KTH Royal Institute of TechnologySE1 paper
- Laboratoire de Mathématiques d'OrsayFR1 paper
- Laboratoire de Mathématiques Jean LerayFR1 paper
9 papers · 1 filter
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
Rainer Buckdahn, Juan Li, Shige Peng
In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as lim…
Mean-field backward stochastic differential equations: A limit approach
Rainer Buckdahn, Boualem Djehiche, Juan Li +1
Mathematical mean-field approaches play an important role in different fields of Physics and Chemistry, but have found in recent works also their application in Economics, Finance…
Harmonic contact metric structures, and submersions
E. Vergara-Diaz, C. M. Wood
We study harmonic almost contact structures in the context of contact metric manifolds, and an analysis is carried out when such a manifold fibres over an almost Hermitian manifold…
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
We provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect…
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
Rainer Buckdahn, Juan Li
In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations…
Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn, Jin Ma, Catherine Rainer
In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems…