62 citations · 133 across the 17 of their papers we have counts for
3 papers · 1 filter
Martingales On A Euclidean Manifold With A Boundary And Reflected BSDES In Non-Convex Domains
Marc Arnaudon, Jean-François Chassagneux, Sergey Nadtochiy +1
The purpose of this paper is twofold. First, we introduce the notion of a -martingale on a Euclidean manifold with a boundary (i.e., the closure of an open connected domain in R…
Ergodic distribution dependent BSDE and application to long-time behavior of finite horizon distribution dependent BSDE
Kaplan Desbouis, Adrien Richou
After proving existence and uniqueness of ergodic distribution dependent backward stochastic differential equations (BSDEs) under strong and weak dissipativity regimes for the unde…
Locally Lipschitz Path Dependent FBSDEs with Unbounded Terminal Conditions in Brownian and L{é}vy Settings
Hannah Geiss, Céline Labart, Adrien Richou +1
This paper is dedicated to the analysis of forward backward stochastic differential equations driven by a L{é}vy process. We assume that the generator and the terminal condition ar…