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20132026
most citedLarge Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

2 citations · 3 across the 7 of their papers we have counts for

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math.NA2026

Deep numerical schemes for systems of Ergodic BSDEs with applications to regime-switching forward utilities

Guillaume Broux-Quemerais, Sarah Kaakai, Anis Matoussi +1

In this paper, we introduce two neural-network-based numerical schemes for solving systems of coupled ergodic Backward Stochastic Differential Equations (eBSDEs), motivated by the…

math.OC2026

Law-invariant BSDEs and dynamic risk measures: new characterizations

Zakaria Bensaid, Roxana Dumitrescu, Anis Matoussi +1

We provide a new characterization of law-invariant backward stochastic differential equations (i.e. BSDEs) with quadratic growth. This answers the open question raised in Xu--Xu--Z…