International audienceThe aim of the present paper is to study the regularity properties of the solution of a backward stochastic differential equation with a monotone generator in infinite dimension. We show some applications to the nonlinear Kolmogorov equation and to stochastic optimal control
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, f...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
International audienceThe aim of the present paper is to study the regularity properties of the solu...
International audienceThis paper is devoted to the study of the differentiability of solutions to re...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we prove that there exists at least one solution for the reflected forward-backward s...
We prove an existence and uniqueness result for backward stochastic differential equa-tions whose co...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
This thesis focuses on backward stochastic differential equation with jumps and their applications. ...
In this paper we prove the existence of a solution to backward stochastic differential equations in ...
In this paper a new result on the existence and uniqueness of the adapted solution to a backward sto...
AbstractIn this paper, we examine the approximate controllability of a semilinear backward stochasti...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, f...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...
International audienceThe aim of the present paper is to study the regularity properties of the solu...
International audienceThis paper is devoted to the study of the differentiability of solutions to re...
In this paper, we are interested in solving backward stochastic differential equations (BSDEs for sh...
AbstractIn this paper, we are interested in solving backward stochastic differential equations (BSDE...
In this paper, we prove that there exists at least one solution for the reflected forward-backward s...
We prove an existence and uniqueness result for backward stochastic differential equa-tions whose co...
This paper studies first a result of existence and uniqueness of the solution to a backward stochast...
AbstractWe prove existence and uniqueness of Lp solutions, p∈[1,2], of reflected backward stochastic...
This thesis focuses on backward stochastic differential equation with jumps and their applications. ...
In this paper we prove the existence of a solution to backward stochastic differential equations in ...
In this paper a new result on the existence and uniqueness of the adapted solution to a backward sto...
AbstractIn this paper, we examine the approximate controllability of a semilinear backward stochasti...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
We deal with a class of semilinear parabolic PDEs on the space of continuous functions that arise, f...
This investigation is devoted to the study of a class of abstract first-order backward McKean-Vlasov...