6 citations · 11 across the 3 of their papers we have counts for
3 papers
math.PR2008★ 6 cited
Lp-Solutions for Reected Backward Stochastic Differential Equations
Said Hamadene, Alexandre Popier
This paper deals with the problem of existence and uniqueness of a solution for a backward stochastic differential equation (BSDE for short) with one reflecting barrier in the case…
math.PR2007★ 5 cited
A Finite Horizon Optimal Multiple Switching Problem
Boualem Djehiche, Said Hamadene, Alexandre Popier
We consider the problem of optimal multiple switching in finite horizon, when the state of the system, including the switching costs, is a general adapted stochastic process. The p…
math.PR2007
On measure solutions of backward stochastic differential equations
Stefan Ankirchner, Peter Imkeller, Alexandre Popier
We consider backward stochastic differential equations (BSDE) with nonlinear generators typically of quadratic growth in the control variable. A measure solution of such a BSDE wil…