107 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR169 papers
- Université Savoie Mont BlancFR162 papers
- Laboratoire d’Analyse et de Mathématiques AppliquéesFR85 papers
- Institut National des Sciences Mathématiques et de leurs InteractionsFR69 papers
- Laboratoire de Mathématiques Blaise PascalFR33 papers
- Laboratoire Jean-Alexandre DieudonnéFR21 papers
- Laboratoire Optimisation de la Conception et Ingénierie de l'EnvironnementFR21 papers
- Université Grenoble AlpesFR19 papers
- Université Paris-Est CréteilFR19 papers
- University College DublinIE17 papers
- Université Nice Sophia AntipolisFR16 papers
- Pontifícia Universidade Católica do ParanáBR15 papers
4 papers · 2 filters
On the uniqueness of solutions to quadratic BSDEs with non-convex generators
Philippe Briand, Adrien Richou
In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revi…
Particles Systems for Mean Reflected BSDEs
Philippe Briand, Hélène Hibon
In this paper, we deal with Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand…
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
Paul-Eric Chaudru de Raynal, Stephane Menozzi
We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a…
Effective limit theorems for Markov chains with a spectral gap
Benoît Kloeckner
Applying quantitative perturbation theory for linear operators, we prove non-asymptotic limit theorems for Markov chains whose transition kernel has a spectral gap in an arbitrary…