6 citations · 7 across the 2 of their papers we have counts for
2 papers
math.PR2023★ 1 cited
Reflections on BSDEs
Dylan Possamaï, Marco Rodrigues
We prove well-posedness results for backward stochastic differential equations (BSDEs) and reflected BSDEs with an optional obstacle process in the case of appropriately weighted $…
math.PR2018★ 6 cited
Zero-sum path-dependent stochastic differential games in weak formulation
Dylan Possamaï, Nizar Touzi, Jianfeng Zhang
We consider zero-sum stochastic differential games with possibly path-dependent controlled state. Unlike the previous literature, we allow for weak solutions of the state equation…