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researcher

A. Richou

26 papers hereh-index 13598 citations33 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author1
  • middle author3
  • last author19

Across the 26 of 26 papers where every author was matched, so the position is known.

fields
  • math.PR23
  • math.CO1
  • math.NA1
  • math.ST1

identity via Semantic Scholar / OpenAlex

activity
20082026
most citedNumerical simulation of quadratic BSDEs

62 citations · 133 across the 17 of their papers we have counts for

collaborators
Showing 2009 · math.PRShow all

1 paper · 2 filters

math.PR2009★ 1 cited

On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions

Freddy Delbaen, Ying Hu, Adrien Richou

In a previous work, P. Briand and Y. Hu proved the uniqueness among the solutions which admit every exponential moments. In this paper, we prove that uniqueness holds among solutio…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.