Samuel, Sharoy Augustine; Popier, Alexandre; Sezer, Ali Devin Continuity problem for singular BSDE with random terminal time. (English) Zbl 1500.35173 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185-1220 (2022). MSC: 35J75 60G40 60G99 60H30 60H99 PDFBibTeX XMLCite \textit{S. A. Samuel} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 2, 1185--1220 (2022; Zbl 1500.35173) Full Text: arXiv Link
Ahmadi, Mahdi; Popier, Alexandre; Sezer, Ali Devin Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration. (English) Zbl 1480.60147 Electron. J. Probab. 26, Paper No. 64, 27 p. (2021). MSC: 60H10 60G40 60G99 PDFBibTeX XMLCite \textit{M. Ahmadi} et al., Electron. J. Probab. 26, Paper No. 64, 27 p. (2021; Zbl 1480.60147) Full Text: DOI arXiv
Graewe, Paulwin; Popier, Alexandre Asymptotic approach for backward stochastic differential equation with singular terminal condition. (English) Zbl 1454.60077 Stochastic Processes Appl. 133, 247-277 (2021). MSC: 60H10 60H99 PDFBibTeX XMLCite \textit{P. Graewe} and \textit{A. Popier}, Stochastic Processes Appl. 133, 247--277 (2021; Zbl 1454.60077) Full Text: DOI arXiv
Ankirchner, Stefan; Fromm, Alexander; Kruse, Thomas; Popier, Alexandre Optimal position targeting via decoupling fields. (English) Zbl 1445.49001 Ann. Appl. Probab. 30, No. 2, 644-672 (2020). MSC: 49J05 60H99 60G99 93E20 49K15 PDFBibTeX XMLCite \textit{S. Ankirchner} et al., Ann. Appl. Probab. 30, No. 2, 644--672 (2020; Zbl 1445.49001) Full Text: DOI Euclid
Popier, Alexandre; Zhou, Chao Second-order BSDE under monotonicity condition and liquidation problem under uncertainty. (English) Zbl 1451.60060 Ann. Appl. Probab. 29, No. 3, 1685-1739 (2019). MSC: 60H10 60H30 93E20 PDFBibTeX XMLCite \textit{A. Popier} and \textit{C. Zhou}, Ann. Appl. Probab. 29, No. 3, 1685--1739 (2019; Zbl 1451.60060) Full Text: DOI arXiv Euclid
Popier, Alexandre Integro-partial differential equations with singular terminal condition. (English) Zbl 1515.35302 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 155, 72-96 (2017). MSC: 35R09 35D40 60G99 60H30 PDFBibTeX XMLCite \textit{A. Popier}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 155, 72--96 (2017; Zbl 1515.35302) Full Text: DOI arXiv
Hamadène, Saïd; Popier, Alexandre \(L^{p}\)-solutions for reflected backward stochastic differential equations. (English) Zbl 1248.60064 Stoch. Dyn. 12, No. 2, 1150016, 35 p. (2012). Reviewer: Nikita E. Ratanov (Bogotá) MSC: 60H10 60G40 60H30 60G99 PDFBibTeX XMLCite \textit{S. Hamadène} and \textit{A. Popier}, Stoch. Dyn. 12, No. 2, 1150016, 35 p. (2012; Zbl 1248.60064) Full Text: DOI arXiv
Popier, A. Backward stochastic differential equations with random stopping time and singular final condition. (English) Zbl 1125.60054 Ann. Probab. 35, No. 3, 1071-1117 (2007). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60G40 35J60 49L25 35J65 PDFBibTeX XMLCite \textit{A. Popier}, Ann. Probab. 35, No. 3, 1071--1117 (2007; Zbl 1125.60054) Full Text: DOI arXiv
Popier, A. Backward stochastic differential equations with singular terminal condition. (English) Zbl 1116.60026 Stochastic Processes Appl. 116, No. 12, 2014-2056 (2006). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 PDFBibTeX XMLCite \textit{A. Popier}, Stochastic Processes Appl. 116, No. 12, 2014--2056 (2006; Zbl 1116.60026) Full Text: DOI