Add to ORKGIn this paper we explicit the derivative of the flows of one dimensional reflected diffusion processes. We then get stochastic representations for derivatives of viscosity solutions of one dimensional semilinear parabolic partial differential equations and parabolic variational inequalities with Neumann boundary conditions
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
International audienceIn this paper we explicit the derivative of the flows of one-dimensional refle...
AbstractWe prove the existence and uniqueness of a viscosity solution of the parabolic variational i...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
International audienceWe introduce a new class of control problems in which the gain depends on the ...
AbstractWe consider the Cauchy problem for a semilinear parabolic equation in divergence form with o...
A probabilistic representation of the solution (in the viscosity sense) of a quasi-linear parabolic ...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractIn this paper, we study the existence and uniqueness of mild solutions to semilinear backwar...
AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the c...
Cette thèse est centrée autour de l’étude théorique et de l’analyse numérique des équations paraboli...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
International audienceIn this paper we explicit the derivative of the flows of one-dimensional refle...
AbstractWe prove the existence and uniqueness of a viscosity solution of the parabolic variational i...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
International audienceWe introduce a new class of control problems in which the gain depends on the ...
AbstractWe consider the Cauchy problem for a semilinear parabolic equation in divergence form with o...
A probabilistic representation of the solution (in the viscosity sense) of a quasi-linear parabolic ...
AbstractFor stochastic differential equations with jumps, we prove that W1H transportation inequalit...
In this paper we prove a stochastic representation for solutions of the evolution equation ∂t ψt= ½L...
AbstractIn this paper, we study the existence and uniqueness of mild solutions to semilinear backwar...
AbstractWe study a Linear–Quadratic Regulation (LQR) problem with Lévy processes and establish the c...
Cette thèse est centrée autour de l’étude théorique et de l’analyse numérique des équations paraboli...
AbstractThis work is concerned with an optimal control approach to stochastic nonlinear parabolic di...
AbstractStochastic partial differential equations (SPDEs) of parabolic type driven by (pure) Poisson...
AbstractThe existence and uniqueness of solutions of the Cauchy problem to a stochastic parabolic in...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...