231 citations · 447 across the 35 of their papers we have counts for
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math.PR2012
BSDEs with weak terminal condition
Bruno Bouchard, Romuald Elie, Anthony Réveillac
We introduce a new class of Backward Stochastic Differential Equations in which the -terminal value of the solution is not fixed as a random variable, but only s…
math.OC2012★ 26 cited
Stochastic target games with controlled loss
Bruno Bouchard, Ludovic Moreau, Marcel Nutz
We study a stochastic game where one player tries to find a strategy such that the state process reaches a target of controlled-loss-type, no matter which action is chosen by the o…