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hal-00136605v1
Article dans une revue
Philippe Briand, Ying Hu. Quadratic BSDEs with convex generators and unbounded terminal conditions Probability Theory and Related Fields, Springer Verlag, 2008, 141 (3-4), pp.543-567 |
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hal-00127337v1
Article dans une revue
Philippe Briand, Fulvia Confortola. BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces Stochastic Processes and their Applications, Elsevier, 2008, 118 (5), pp.818-838. <10.1016/j.spa.2007.06.006> |
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hal-01318649v1
Pré-publication, Document de travail
Philippe Briand, Romuald Elie, Ying Hu. BSDEs with mean reflection 2016-56. 2016 |
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hal-00385607v1
Communication dans un congrès
Philippe Briand. BSDEs with quadratic growth and unbounded terminal value Fourth Colloquium on BSDEs and Finance, May 2005, Shangai, China |
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hal-00385633v1
Communication dans un congrès
Philippe Briand. Quadratic BSDEs with convex generators and unbounded terminal values 2nd Workshop on Stochastic Equations and Related Topics, Jul 2006, Jena, Germany |
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hal-00385595v1
Communication dans un congrès
Philippe Briand. BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces Fifth Colloquium on BSDES and Finance, Jun 2008, Le Mans, France |
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hal-00379785v1
Communication dans un congrès
Philippe Briand. Quadradic BSDEs with convex generators 31st Conference on Stochastic Processes and their Applications, Jul 2006, Paris, France. 2006 |
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hal-00379781v1
Communication dans un congrès
Philippe Briand. How to solve PDEs with BSDEs? An introduction. EquaDiff 2007, Aug 2007, Vienne, Austria. 2007 |
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hal-00021135v1
Article dans une revue
Philippe Briand, Fulvia Confortola. Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators Applied Mathematics and Optimization, Springer Verlag (Germany), 2008, 57 (2), pp.149-176. <10.1007/s00245-007-9014-9> |
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hal-00688523v2
Article dans une revue
Philippe Briand, Céline Labart. Simulation of BSDEs by Wiener Chaos Expansion Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2014, 24 (3), pp.1129-1171. <10.1214/13-AAP943> |
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hal-00004619v1
Article dans une revue
Philippe Briand, Ying Hu. BSDE with quadratic growth and unbounded terminal value Probability Theory and Related Fields, Springer Verlag, 2006, 136 (4), pp.604-618. <10.1007/s00440-006-0497-0> |
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hal-00233004v1
Article dans une revue
Philippe Briand, Fulvia Confortola. Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension Electronic Journal of Probability, Institute of Mathematical Statistics (IMS), 2008, 13 (54), pp.1529-1561 |
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