Research — Recherche

Main Topics — Sujets principaux

with Céline Acary-Robert, Abir Ghannoum and Céline Labart, Simulation of Mckean-vlasov BSDEs by Wiener Chaos Expansion. hal-01976770
with Christel Geiss, Stefan Geiss and Céline Labart, Donsker-Type Theorem for BSDEs: Rate of Convergence, Bernoulli 27 (2021), no. 2, 899-929. arXiv:1908.01188
with Hélène Hibon, Particles Systems for Mean Reflected BSDEs, Stochastic Process. Appl. 131 (2021), 253-275. arXiv:1712.07385
with Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal and Ying Hu, Forward and Backward Stochastic Differential Equations with normal constraint in law, Stochastic Process. Appl. 130 (2020), 7021-7097. arXiv:1903.01114
with Abir Ghannoum and Céline Labart, Mean Reflected Stochastic Differential Equations with Jumps, Adv. in Appl. Probab. 52 (2020), no. 2, 523–562. hal-01742164
with Paul-Éric Chaudru de Raynal, Arnaud Guillin and Céline labart, Particles systems and numerical schemes for mean reflected stochastic differential equations, Ann. Appl. Probab. 30 (2020), no. 4, 1884–1909.arXiv:1612.06886
with Adrien Richou, On the uniqueness of solutions to quadratic BSDEs with non-convex generators, Frontiers in stochastic analysis—BSDEs, SPDEs and their applications, 89–107, Springer Proc. Math. Stat., 289, Springer, Cham, 2019. arXiv:1801.00157
with Romuald Elie and Ying Hu, BSDEs with Mean Reflexion, Ann. Appl. Probab. 28 (2018), no. 1, 482–510. arXiv:1605.06301

Selected Topics in the Theory of BSDEs: Lecture Notes — Presentation — last update 19-08-09
Selected Topics in the Theory of BSDEs: Notes of Lecture 5 — Presentation — last update 19-08-08
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