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).
The Root solution to the multi-marginal embedding problem: an optimal stopping and time-reversal approach.
60G40, 60G44
Backward Stochastic Differential Equations with Nonmarkovian Singular Terminal Values.
35K67, 60G40, 60H30, 60H99, 60J65, AMS 2010 class 35K57, Backward stochastic differential equations, Gularity / Non-Markovian terminal conditions, Keywords Backward stochastic differential equations / Reaction-diffusion equations / Sin, Non-Markovian terminal conditions, Reaction-diffusion equations, Singularity
Backward stochastic differential equations with non-Markovian singular terminal values.
35K67, 60G40, 60H30, 60H99, 60J65, AMS 2010 class 35K57, Backward stochastic differential equations, Gularity / Non-Markovian terminal conditions, Keywords Backward stochastic differential equations / Reaction-diffusion equations / Sin, Non-Markovian terminal conditions, Reaction-diffusion equations, Singularity