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Adrien Richou

  1. On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
    2009/06/03 by Freddy Delbaen, Ying Hu, Delbaen, Freddy +3 · 2 citations
    Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #math.PR
  2. A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension
    2014/06/23 by Ying Hu, Hu, Ying, Pierre-Yves Madec +3 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Mathematical Biology Tumor Growth #Probability (math.PR) #Stochastic processes and financial applications #math.PR