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hal-01241076v2
Preprints, Working Papers, ...
Special weak Dirichlet processes and BSDEs driven by a random measure 2016 |
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hal-02448562v1
Preprints, Working Papers, ...
The identification problem for BSDEs driven by possibly non quasi-left-continuous random measures 2020 |
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hal-03660061v1
Preprints, Working Papers, ...
Weak Dirichlet processes and generalized martingale problems 2022 |
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tel-01356762v1
Theses
Représentation probabiliste d'équations HJB pour le contrôle optimal de processus à sauts, EDSR (équations différentielles stochastiques rétrogrades) et calcul stochastique. Probabilités [math.PR]. Université Paris Saclay (COmUE); Politecnico di Milano. Dipartimento di mathematica (Milano, Italie), 2016. Français. ⟨NNT : 2016SACLY005⟩ |
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hal-01235335v2
Preprints, Working Papers, ...
Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems 2016 |
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