241 citations · 527 across the 10 of their papers we have counts for
12 papers
Donsker-Type Theorem for BSDEs: Rate of Convergence
Philippe Briand, Christel Geiss, Stefan Geiss +1
In this paper, we study in the Markovian case the rate of convergence in the Wasserstein distance of an approximation of the solution to a BSDE given by a BSDE which is driven by a…
Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand, Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal +1
In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set a…
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…
Particles Systems and Numerical Schemes for Mean Reflected Stochastic Differential Equations
Philippe Briand, Paul-Éric Chaudru de Raynal, Arnaud Guillin +1
This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These…
BSDEs with mean reflection
Philippe Briand, Romuald Elie, Ying Hu
In this paper, we study a new type of BSDE, where the distribution of the Y-component of the solution is required to satisfy an additional constraint, written in terms of the expec…