11 citations · 38 across the 25 of their papers we have counts for
4 papers · 1 filter
Higher order homogenization for random non-autonomous parabolic operators
Marina Kleptsyna, Andrey Piatnitski, Alexandre Popier
We consider Cauchy problem for a divergence form second order parabolic operator with rapidly oscillating coefficients that are periodic in spatial variables and random stationary…
Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values
Ali Devin Sezer, Thomas Kruse, Alexandre Popier
We solve a class of BSDE with a power function , , driving its drift and with the terminal boundary condition (for which…
Integro-partial differential equations with singular terminal condition
Alexandre Popier
In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro…
Limit behaviour of BSDE with jumps and with singular terminal condition
A Popier
We study the behaviour at the terminal time T of the minimal solution of a backward stochastic differential equation when the terminal data can take the value + with positi…