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researcher

A. Sulem

19 papers hereh-index 324.5k citations173 works total

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

author position
  • middle author2
  • last author17

Across the 19 of 19 papers where every author was matched, so the position is known.

fields
  • math.OC8
  • math.PR5
  • q-fin.PM2
  • q-fin.PR2
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20122023
most citedSingular mean-field control games with applications to optimal harvesting and investment problems

14 citations · 35 across the 16 of their papers we have counts for

collaborators
Showing 2013 · math.PRShow all

1 paper · 2 filters

math.PR2013★ 3 cited

Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps

Roxana Dumitrescu, Marie-Claire Quenez, Agnès Sulem

We introduce a generalized Dynkin game problem with non linear conditional expectation E induced by a Backward Stochastic Differential Equation (BSDE) with jumps. Let $ξ,…

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