Controlled McKean-Vlasov stochastic differential equations
Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
39
Dynamic programming for optimal control of stochastic McKean-Vlasov dynamics
34
Control of McKean-Vlasov systems and applications
157
Control of McKean-Vlasov Dynamics versus Mean Field Games
37
Fully nonlinear stochastic partial differential equations: non-smooth equations and applications
12
Degenerate Parabolic Stochastic Partial Differential Equations: Quasilinear case
41
A Stochastic Particle Method with Random Weights for the Computation of Statistical Solutions of McKean-Vlasov Equations. Part II: Convergence Rate of The Method
31
Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations
40
On the discretization of backward doubly stochastic differential equations
12
NUMERICAL METHOD FOR FBSDES OF MCKEAN-VLASOV TYPE
35
Stochastic partial differential equations with singular terminal condition
46
Backward stochastic differential equations and stochastic control and applications to mathematical finance
197
Some contributions to stochastic control and backward stochastic differential equations in finance.
162
Development of geostatistical models using Stochastic Partial Differential Equations
315
Development of geostatistical models using stochastic partial differential equations
315
On Multidimensional stable-driven Stochastic Differential Equations with Besov drift
39
The Euler Scheme for Lévy driven Stochastic Differential Equations
35
Numerical approximation of Backward Stochastic Differential Equations with Jumps
33
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case
23
The inverse problem for rough controlled differential equations
20