Mathematics – Probability
Scientist
Mathematics
Probability
Scientist
Laboratoire de Statistique et Processus, Université du Mans, 72085 Le Mans Cedex 9, France
LMM
A Finite Horizon Optimal Multiple Switching Problem
A Generalized Mixed Zero-sum Stochastic Differential Game and Double Barrier Reflected BSDEs with Quadratic Growth Coefficient
BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games
Lp-Solutions for Reected Backward Stochastic Differential Equations
On one-dimensional stochastic differential equations involving the maximum process
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