AbstractIn this paper, we analyze a real-valued reflected backward stochastic differential equation (RBSDE) with an unbounded obstacle and an unbounded terminal condition when its generator f has quadratic growth in the z-variable. In particular, we obtain existence, uniqueness, and stability results, and consider the optimal stopping for quadratic g-evaluations. As an application of our results we analyze the obstacle problem for semi-linear parabolic PDEs in which the non-linearity appears as the square of the gradient. Finally, we prove a comparison theorem for these obstacle problems when the generator is concave in the z-variable
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
AbstractIn this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and...
AbstractWe study the well-posedness of general reflected BSDEs driven by a continuous martingale, wh...
AbstractIn this paper, we analyze a real-valued reflected backward stochastic differential equation ...
AbstractWe study the well-posedness of general reflected BSDEs driven by a continuous martingale, wh...
AbstractWe deal with backward stochastic differential equations with two reflecting barriers and a c...
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly refl...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic different...
International audienceIn the first part of the paper, we study reflected backward stochastic differe...
International audienceIn the first part of the paper, we study reflected backward stochastic differe...
International audienceThis article deals with the existence and the uniqueness of solutions to quadr...
AbstractIn this paper, we are concerned with the problem of existence of solutions for generalized r...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
AbstractWe prove the existence of the unique solution of a general backward stochastic differential ...
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
AbstractIn this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and...
AbstractWe study the well-posedness of general reflected BSDEs driven by a continuous martingale, wh...
AbstractIn this paper, we analyze a real-valued reflected backward stochastic differential equation ...
AbstractWe study the well-posedness of general reflected BSDEs driven by a continuous martingale, wh...
AbstractWe deal with backward stochastic differential equations with two reflecting barriers and a c...
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly refl...
AbstractThis article deals with the existence and the uniqueness of solutions to quadratic and super...
We prove a uniqueness result of the unbounded solution for a quadratic backward stochastic different...
International audienceIn the first part of the paper, we study reflected backward stochastic differe...
International audienceIn the first part of the paper, we study reflected backward stochastic differe...
International audienceThis article deals with the existence and the uniqueness of solutions to quadr...
AbstractIn this paper, we are concerned with the problem of existence of solutions for generalized r...
AbstractThis paper is devoted to real valued backward stochastic differential equations (BSDEs for s...
AbstractWe prove the existence of the unique solution of a general backward stochastic differential ...
This doctoral thesis is concerned with some theoretical and practical questions related to backward ...
AbstractIn this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and...
AbstractWe study the well-posedness of general reflected BSDEs driven by a continuous martingale, wh...