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20022009
most citedMean-field backward stochastic differential equations: A limit approach

322 citations

Showing 2008Show all

6 papers · 1 filter

math.DG2008

A characterization of Dirac morphisms

E. Loubeau, R. Slobodeanu

Relating the Dirac operators on the total space and on the base manifold of a horizontally conformal submersion, we characterize Dirac morphisms, i.e. maps which pull back (local)…

math.DG20082 cited

Biharmonic maps and morphisms from conformal mappings

E. Loubeau, Y. -L. Ou

Inspired by the all-important conformal invariance of harmonic maps on two-dimensional domains, this article studies the relationship between biharmonicity and conformality. We fir…

math.OC20082 cited

Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers

Rainer Buckdahn, Juan Li

In this paper we investigate zero-sum two-player stochastic differential games whose cost functionals are given by doubly controlled reflected backward stochastic differential equa…

math.OC2008

A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable

Pierre Cardaliaguet

We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder…

cs.IT200816 cited

Central Limit Theorems for Wavelet Packet Decompositions of Stationary Random Processes

Abdourrahmane Atto, Dominique Pastor

This paper provides central limit theorems for the wavelet packet decomposition of stationary band-limited random processes. The asymptotic analysis is performed for the sequences…

math.RT20083 cited

Radial components, prehomogeneous vector spaces, and rational Cherednik algebras

Thierry Levasseur

Let V be a finite dimensional representation of the connected complex reductive group H. Denote by G the derived subgroup of H and assume that the categorical quotient of V by G is…