Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Some results on retrograde equations and stochastic partial differential equations with singularities.
Analyse stochastique quasi-sûre, Backward doubly stochastic differential equations, Backward stochastic differential equations with jumps, Dynkin games with uncertainty, Equations aux dérivées partielles stochastiques, Equations différentielles doublement stochastiques rétrogrades, Equations différentielles stochastiques rétrogrades avec sauts, Equations différentielles stochastiques rétrogrades du second ordre, Equations intégro-différentielles, Jeux de Dynkin avec incertitude, Partial-integral differential equations, Quasi-sure stochastic analysis, Second order backward stochastic differential equations, Solutions de viscosité, Stochastic partial differential equations, Viscosity solutions
Stochastic partial differential equations with singular terminal condition.
Backward doubly stochastic differential equations, Monotone condition, Singular terminal data, Stochastic partial differential equations
Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach.
31B150, 35R60, Backward doubly stochastic differential equations, Regular measure AMS 2000 subject classifications Primary 60H15, Regular potential, Stochastic partial differential equations, Two-obstacle problem