AbstractWe consider the Cauchy problem for a semilinear parabolic equation in divergence form with obstacle. We show that under natural conditions on the right-hand side of the equation and mild conditions on the obstacle, the problem has a unique solution and we provide its stochastic representation in terms of reflected backward stochastic differential equations. We also prove regularity properties and approximation results for solutions of the problem
AbstractIn this paper we study one-dimensional reflected backward stochastic differential equation w...
In this paper we study the solvability of a class of fully-coupled forward-backward stochastic parti...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
AbstractIn this paper, we analyze a real-valued reflected backward stochastic differential equation ...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
In this paper we explicit the derivative of the flows of one dimensional reflected diffusion process...
AbstractIn this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and...
International audienceIn this paper we explicit the derivative of the flows of one-dimensional refle...
International audienceWe give a probabilistic interpretation for the weak Sobolev solution of obstac...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractWe extend some results on time-homogeneous processes generated by divergence form operators ...
2011-2012 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
AbstractIn this paper we study one-dimensional reflected backward stochastic differential equation w...
In this paper we study the solvability of a class of fully-coupled forward-backward stochastic parti...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...
AbstractWe study the regularity of the viscosity solution of a quasilinear parabolic partial differe...
We study a forward-backward system of stochastic differential equations in an infinite-dimensional f...
AbstractThe existence and uniqueness of the solution of a backward SDE, on a random (possibly infini...
AbstractIn this paper, we analyze a real-valued reflected backward stochastic differential equation ...
AbstractWe prove a stochastic representation, similar to the Feynman–Kac formula, for solutions of p...
In this paper we explicit the derivative of the flows of one dimensional reflected diffusion process...
AbstractIn this paper, we study reflected BSDE’s with one continuous barrier, under monotonicity and...
International audienceIn this paper we explicit the derivative of the flows of one-dimensional refle...
International audienceWe give a probabilistic interpretation for the weak Sobolev solution of obstac...
This paper deals with a class of backward stochastic differential equations with Poisson jumps and w...
AbstractWe extend some results on time-homogeneous processes generated by divergence form operators ...
2011-2012 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
AbstractIn this paper we study one-dimensional reflected backward stochastic differential equation w...
In this paper we study the solvability of a class of fully-coupled forward-backward stochastic parti...
We extend some results on time-homogeneous processes generated by divergence form operators to time-...