Research – Recherche

Main Topics – Sujets principaux

with F. Confortola, Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension, arXiv.
with Y. Hu, Quadratic BSDEs with convex generators and unbounded terminal conditions, Probab. Theory Related Fields, to appear. arXiv — HAL.
with F. Confortola, BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces, Stochastic Process. Appl., to appear. arXiv — HAL.
with F. Confortola, Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators, Appl. Math. Optim., to appear. arXiv — HAL.
with J.-P. Lepeltier and J. San Martín, One-dimesional BSDE’s whose coefficient is monotonic in y and non-lipschitz in z, Bernoulli 13 (2007), 80-91. PDF file.
with Y. Hu, BSDE with quadratic growth and unbounded terminal value, Probab. Theory Related Fields 136 (2006), 604-618.

Full list of publications