Edit Profile (opens in new tab) Buckdahn, Rainer Co-Author Distance Author ID: buckdahn.rainer Published as: Buckdahn, Rainer; Buckdahn, R. External Links: MGP Documents Indexed: 94 Publications since 1984, including 1 Book and 6 Additional arXiv Preprints 2 Contributions as Editor Reviewing Activity: 233 Reviews Co-Authors: 46 Co-Authors with 84 Joint Publications 1,430 Co-Co-Authors all top 5 Co-Authors 12 single-authored 27 Li, Juan 20 Quincampoix, Marc 11 Ma, Jin 9 Peng, Shige 9 Rainer, Catherine 8 Hu, Ying 7 Engelbert, Hans-Jürgen 7 Rascanu, Aurel 3 Cardaliaguet, Pierre 3 Goreac, Dan 3 Nualart, David 3 Pardoux, Etienne 3 Xing, Chuanzhi 2 Bedini, Matteo Ludovico 2 Djehiche, Boualem 2 Huang, Jianhui 2 Jing, Shuai 2 Renault, Jérôme 2 Tessitore, Gianmario 2 Zhang, Jianfeng 1 Bai, XuePeng 1 Barles, Guy 1 Bulla, Ingo 1 Cannarsa, Piermarco 1 Chen, Yajie 1 Di Tella, Paolo 1 Föllmer, Hans 1 Frankowska, Hélène 1 Guatteri, Giuseppina 1 He, Bowen 1 Ichihara, Naoyuki 1 Keller, Christian 1 Labed, Boubakeur 1 Li, Junsong 1 Liang, Hao 1 Malliavin, Paul 1 Maticiuc, Lucian 1 Nie, Tianyang 1 Ouknine, Youssef 1 Shiryaev, Al’bert Nikolaevich 1 Tamer, Lazhar 1 Tang, Shanjian 1 Teichmann, Josef 1 Xu, Yuhong 1 Yor, Marc 1 Zhao, Nana all top 5 Serials 9 SIAM Journal on Control and Optimization 7 Applied Mathematics and Optimization 7 Probability Theory and Related Fields 7 Stochastic Processes and their Applications 5 Theory of Probability and its Applications 4 The Annals of Probability 4 Journal of Differential Equations 3 The Annals of Applied Probability 3 Stochastics and Stochastics Reports 3 NoDEA. Nonlinear Differential Equations and Applications 3 Probability, Uncertainty and Quantitative Risk 2 International Journal of Game Theory 2 Mathematische Nachrichten 2 Bulletin des Sciences Mathématiques 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Science China. Mathematics 1 Advances in Applied Probability 1 Mathematics of Operations Research 1 Memoirs of the American Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Acta Mathematicae Applicatae Sinica. English Series 1 SIAM Journal on Mathematical Analysis 1 Advances in Differential Equations 1 Electronic Communications in Probability 1 Journal of Evolution Equations 1 Stochastics 1 Seminarbericht, Humboldt-Universität zu Berlin, Sektion Mathematik 1 Seminarbericht. Humboldt-Universität zu Berlin, Fachbereich Mathematik 1 Stochastics Monographs 1 Dynamic Games and Applications 1 Numerical Algebra, Control and Optimization 1 Mathematical Control and Related Fields 1 Nonlinear Analysis. Theory, Methods & Applications all top 5 Fields 79 Probability theory and stochastic processes (60-XX) 33 Systems theory; control (93-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 22 Partial differential equations (35-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 9 Operations research, mathematical programming (90-XX) 6 Ordinary differential equations (34-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 1 Operator theory (47-XX) 1 Differential geometry (53-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 82 Publications have been cited 1,817 times in 1,179 Documents Cited by ▼ Year ▼ Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036 Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne 249 1997 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022 Buckdahn, Rainer; Li, Juan; Peng, Shige 167 2009 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042 Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 153 2009 Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070 Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine 131 2017 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036 Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 130 2011 Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040 Buckdahn, Rainer; Li, Juan 118 2008 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065 Buckdahn, Rainer; Ma, Jin 54 2001 Some recent aspects of differential game theory. Zbl 1214.91013 Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 41 2011 Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010 Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine 41 2004 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066 Buckdahn, Rainer; Ma, Jin 38 2001 Existence of stochastic control under state constraints. Zbl 1036.49026 Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine 31 1998 Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061 Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel 29 2000 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528 Buckdahn, Rainer; Li, Juan; Ma, Jin 29 2016 Stochastic optimal control and linear programming approach. Zbl 1226.93137 Buckdahn, R.; Goreac, D.; Quincampoix, M. 25 2011 A mean-field stochastic control problem with partial observations. Zbl 1380.93282 Buckdahn, Rainer; Li, Juan; Ma, Jin 25 2017 Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061 Buckdahn, R.; Pardoux, E. 22 1990 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017 Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009 Buckdahn, Rainer; Hu, Ying 18 1998 A representation formula for the mean curvature motion. Zbl 1074.93037 Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 18 2001 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031 Buckdahn, Rainer; Ma, Jin 18 2007 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002 Buckdahn, Rainer; Hu, Ying 17 1998 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011 Buckdahn, Rainer; Hu, Ying; Li, Juan 17 2011 Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137 Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L. 17 2010 On weak solutions of backward stochastic differential equations. Zbl 1095.60019 Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 16 2004 On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041 Buckdahn, R.; Ouknine, Y.; Quincampoix, M. 16 2009 Anticipative Girsanov transformations. Zbl 0722.60059 Buckdahn, Rainer 16 1991 Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. Zbl 1292.93144 Buckdahn, Rainer; Li, Juan; Peng, Shige 16 2014 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061 Buckdahn, Rainer; Ma, Jin 16 2002 Linear Skorohod stochastic differential equations. Zbl 0735.60057 Buckdahn, Rainer 14 1991 Linear stochastic differential equations and Wick products. Zbl 0801.60045 Buckdahn, R.; Nualart, D. 14 1994 A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061 Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 13 2006 On representation formulas for long run averaging optimal control problem. Zbl 1326.49067 Buckdahn, R.; Quincampoix, M.; Renault, J. 13 2015 Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060 Buckdahn, Rainer; Peng, Shige 12 1999 Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055 Buckdahn, Rainer; Ichihara, Naoyuki 12 2005 Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083 Buckdahn, Rainer; Goreac, Dan; Quincampoix, Marc 12 2014 Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035 Buckdahn, Rainer; Nie, Tianyang 12 2016 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026 Buckdahn, Rainer; Li, Juan 11 2009 Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 11 2014 Viability of moving sets for stochastic differential equation. Zbl 1037.60055 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 11 2002 Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 11 2013 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026 Buckdahn, Rainer; Hu, Ying 10 1998 Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong 9 2016 Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066 Buckdahn, Rainer; Jing, Shuai 9 2017 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125 Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118 Buckdahn, Rainer; Li, Juan 9 2011 Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123 Buckdahn, Rainer; Huang, Jianhui; Li, Juan 8 2012 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053 Buckdahn, Rainer 8 1994 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036 Buckdahn, Rainer; Hu, Ying 7 2010 Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062 Buckdahn, Rainer 6 1989 On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057 Buckdahn, Rainer; Răşcanu, Aurel 6 2003 Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048 Buckdahn, Rainer 6 1992 Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion. Zbl 1305.93205 Buckdahn, Rainer; Jing, Shuai 6 2014 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 5 2004 Stochastic variational inequalities on non-convex domains. Zbl 1341.60050 Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel 5 2015 Ergodic backward SDE and associated PDE. Zbl 0937.60062 Buckdahn, Rainer; Peng, Shige 4 1999 Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041 Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 4 2008 Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045 Buckdahn, Rainer; Nualart, David 4 1993 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038 Buckdahn, Rainer; Föllmer, Hans 4 1993 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087 Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Brownian bridges on random intervals. Zbl 1358.91105 Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 4 2017 Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162 Buckdahn, Rainer; Cannarsa, Piermarco; Quincampoix, Marc 4 2010 Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275 Buckdahn, Rainer; Chen, Yajie; Li, Juan 4 2021 A backward stochastic differential equation without strong solution. Zbl 1090.60051 Buckdahn, R.; Engelbert, H.-J. 3 2006 A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060 Buckdahn, R. 3 1990 Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme 3 2020 Representation of limit values for nonexpansive stochastic differential games. Zbl 1477.60084 Buckdahn, Rainer; Li, Juan; Zhao, Nana 3 2021 Viability for backward stochastic differential equations, applications to PDE’s. (Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux dérivées partielles.) Zbl 0906.34040 Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel 2 1997 A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035 Buckdahn, Rainer; Guatteri, Giuseppina 2 2006 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035 Buckdahn, R.; Engelbert, H. J. 2 1984 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032 Buckdahn, R.; Engelbert, H.-J. 2 2008 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149 Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 2 2020 Viability of an open set for stochastic control systems. Zbl 1479.49033 Buckdahn, R.; Frankowska, H.; Quincampoix, M. 2 2019 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065 Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 Inf-convolution of \(G\)-expectations. Zbl 1217.60058 Bai, Xuepeng; Buckdahn, Rainer 1 2010 Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044 Buckdahn, Rainer 1 1995 Anticipating linear stochastic differential equations. Zbl 0691.60046 Buckdahn, Rainer 1 1989 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056 Buckdahn, Rainer 1 1992 Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. Zbl 07748192 Buckdahn, Rainer; Li, Juan; Xing, Chuanzhi 1 2023 A general conditional McKean-Vlasov stochastic differential equation. Zbl 1525.60070 Buckdahn, Rainer; Li, Juan; Ma, Jin 1 2023 On the compensator of the default process in an information-based model. Zbl 1444.60034 Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. Zbl 07748192 Buckdahn, Rainer; Li, Juan; Xing, Chuanzhi 1 2023 A general conditional McKean-Vlasov stochastic differential equation. Zbl 1525.60070 Buckdahn, Rainer; Li, Juan; Ma, Jin 1 2023 Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275 Buckdahn, Rainer; Chen, Yajie; Li, Juan 4 2021 Representation of limit values for nonexpansive stochastic differential games. Zbl 1477.60084 Buckdahn, Rainer; Li, Juan; Zhao, Nana 3 2021 Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme 3 2020 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149 Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 2 2020 Viability of an open set for stochastic control systems. Zbl 1479.49033 Buckdahn, R.; Frankowska, H.; Quincampoix, M. 2 2019 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070 Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine 131 2017 A mean-field stochastic control problem with partial observations. Zbl 1380.93282 Buckdahn, Rainer; Li, Juan; Ma, Jin 25 2017 Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066 Buckdahn, Rainer; Jing, Shuai 9 2017 Brownian bridges on random intervals. Zbl 1358.91105 Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 4 2017 On the compensator of the default process in an information-based model. Zbl 1444.60034 Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528 Buckdahn, Rainer; Li, Juan; Ma, Jin 29 2016 Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035 Buckdahn, Rainer; Nie, Tianyang 12 2016 Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong 9 2016 On representation formulas for long run averaging optimal control problem. Zbl 1326.49067 Buckdahn, R.; Quincampoix, M.; Renault, J. 13 2015 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125 Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Stochastic variational inequalities on non-convex domains. Zbl 1341.60050 Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel 5 2015 Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. Zbl 1292.93144 Buckdahn, Rainer; Li, Juan; Peng, Shige 16 2014 Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083 Buckdahn, Rainer; Goreac, Dan; Quincampoix, Marc 12 2014 Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 11 2014 Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion. Zbl 1305.93205 Buckdahn, Rainer; Jing, Shuai 6 2014 Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015 Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 11 2013 Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123 Buckdahn, Rainer; Huang, Jianhui; Li, Juan 8 2012 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036 Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 130 2011 Some recent aspects of differential game theory. Zbl 1214.91013 Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 41 2011 Stochastic optimal control and linear programming approach. Zbl 1226.93137 Buckdahn, R.; Goreac, D.; Quincampoix, M. 25 2011 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011 Buckdahn, Rainer; Hu, Ying; Li, Juan 17 2011 Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118 Buckdahn, Rainer; Li, Juan 9 2011 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087 Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137 Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L. 17 2010 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036 Buckdahn, Rainer; Hu, Ying 7 2010 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162 Buckdahn, Rainer; Cannarsa, Piermarco; Quincampoix, Marc 4 2010 Inf-convolution of \(G\)-expectations. Zbl 1217.60058 Bai, Xuepeng; Buckdahn, Rainer 1 2010 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022 Buckdahn, Rainer; Li, Juan; Peng, Shige 167 2009 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042 Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 153 2009 On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041 Buckdahn, R.; Ouknine, Y.; Quincampoix, M. 16 2009 Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026 Buckdahn, Rainer; Li, Juan 11 2009 Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040 Buckdahn, Rainer; Li, Juan 118 2008 Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041 Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 4 2008 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032 Buckdahn, R.; Engelbert, H.-J. 2 2008 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065 Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031 Buckdahn, Rainer; Ma, Jin 18 2007 A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061 Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 13 2006 A backward stochastic differential equation without strong solution. Zbl 1090.60051 Buckdahn, R.; Engelbert, H.-J. 3 2006 A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035 Buckdahn, Rainer; Guatteri, Giuseppina 2 2006 Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055 Buckdahn, Rainer; Ichihara, Naoyuki 12 2005 Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010 Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine 41 2004 On weak solutions of backward stochastic differential equations. Zbl 1095.60019 Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 16 2004 Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 5 2004 On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057 Buckdahn, Rainer; Răşcanu, Aurel 6 2003 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061 Buckdahn, Rainer; Ma, Jin 16 2002 Viability of moving sets for stochastic differential equation. Zbl 1037.60055 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 11 2002 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065 Buckdahn, Rainer; Ma, Jin 54 2001 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066 Buckdahn, Rainer; Ma, Jin 38 2001 A representation formula for the mean curvature motion. Zbl 1074.93037 Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 18 2001 Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061 Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel 29 2000 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017 Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060 Buckdahn, Rainer; Peng, Shige 12 1999 Ergodic backward SDE and associated PDE. Zbl 0937.60062 Buckdahn, Rainer; Peng, Shige 4 1999 Existence of stochastic control under state constraints. Zbl 1036.49026 Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine 31 1998 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009 Buckdahn, Rainer; Hu, Ying 18 1998 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002 Buckdahn, Rainer; Hu, Ying 17 1998 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026 Buckdahn, Rainer; Hu, Ying 10 1998 Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036 Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne 249 1997 Viability for backward stochastic differential equations, applications to PDE’s. (Propriété de viabilité pour des équations différentielles stochastiques rétrogrades et applications à des équations aux dérivées partielles.) Zbl 0906.34040 Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel 2 1997 Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044 Buckdahn, Rainer 1 1995 Linear stochastic differential equations and Wick products. Zbl 0801.60045 Buckdahn, R.; Nualart, D. 14 1994 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053 Buckdahn, Rainer 8 1994 Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045 Buckdahn, Rainer; Nualart, David 4 1993 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038 Buckdahn, Rainer; Föllmer, Hans 4 1993 Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048 Buckdahn, Rainer 6 1992 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056 Buckdahn, Rainer 1 1992 Anticipative Girsanov transformations. Zbl 0722.60059 Buckdahn, Rainer 16 1991 Linear Skorohod stochastic differential equations. Zbl 0735.60057 Buckdahn, Rainer 14 1991 Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061 Buckdahn, R.; Pardoux, E. 22 1990 A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060 Buckdahn, R. 3 1990 Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062 Buckdahn, Rainer 6 1989 Anticipating linear stochastic differential equations. Zbl 0691.60046 Buckdahn, Rainer 1 1989 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035 Buckdahn, R.; Engelbert, H. J. 2 1984 all cited Publications top 5 cited Publications all top 5 Cited by 1,163 Authors 40 Buckdahn, Rainer 39 Li, Juan 31 Wu, Zhen 29 Goreac, Dan 25 Quincampoix, Marc 22 Hu, Ying 18 Pham, Huyên 16 Hamadene, Saïd 15 Ma, Jin 15 Nie, Tianyang 15 Wang, Falei 14 Bahlali, Khaled 14 Ouknine, Youssef 14 Tang, Shanjian 14 Yu, Zhiyong 13 Djehiche, Boualem 13 Yong, Jiongmin 12 Cardaliaguet, Pierre 12 Zhang, Jianfeng 12 Zhao, Weidong 11 Hu, Mingshang 11 Huang, Jianhui 11 Ji, Shaolin 11 Kharroubi, Idris 11 Øksendal, Bernt Karsten 11 Rainer, Catherine 11 Sun, Yabing 10 Cosso, Andrea 10 El Otmani, Mohamed 10 Fan, Shengjun 10 Meng, Qingxin 10 Mezerdi, Brahim 10 Possamaï, Dylan 10 Yam, Sheung Chi Phillip 9 Averboukh, Yuriĭ Vladimirovich 9 Bensoussan, Alain 9 Gaitsgory, Vladimir G. 9 Hafayed, Mokhtar 9 Li, Xun 9 Liu, Bin 9 Matoussi, Anis 9 Moon, Jun-Hee 9 Pardoux, Etienne 9 Peng, Shige 9 Serea, Oana-Silvia 9 Shi, Jingtao 9 Touzi, Nizar 8 Agram, Nacira 8 Russo, Francesco 8 Sulem, Agnès 8 Tembine, Hamidou 8 Wei, Qingmeng 7 Cohen, Samuel N. 7 Confortola, Fulvia 7 Hao, Tao 7 Hu, Yaozhong 7 Ma, Heping 7 Mou, Chenchen 7 Świȩch, Andrzej 7 Xiong, Jie 6 Dumitrescu, Roxana 6 Elie, Romuald 6 Essaky, El Hassan 6 Huang, Minyi 6 Jakobsen, Espen Robstad 6 Li, Wenqiang 6 Nualart, David 6 Qiu, Jinniao 6 Rascanu, Aurel 6 Shen, Yang 6 Shi, Yufeng 6 Shvartsman, Ilya A. 6 Wang, Shujun 6 Zhang, Liangquan 5 Aman, Auguste 5 Bandini, Elena 5 Bouchard, Bruno 5 Briand, Philippe 5 Chaudru De Raynal, Paul-Eric 5 Delarue, François 5 Du, Kai 5 Elliott, Robert James 5 Feng, Xinwei 5 Friz, Peter 5 Fuhrman, Marco 5 Guatteri, Giuseppina 5 Hong, Wei 5 Jing, Shuai 5 Li, Ruijing 5 Liu, Wei 5 Luo, Peng 5 Maticiuc, Lucian 5 Popier, Alexandre 5 Proske, Frank Norbert 5 Ren, Panpan 5 Ren, Yong 5 Simpson, David John Warwick 5 Sun, Jingrui 5 Tse, Alvin 5 Wang, Guangchen ...and 1,063 more Authors all top 5 Cited in 211 Serials 94 Stochastic Processes and their Applications 58 SIAM Journal on Control and Optimization 55 Applied Mathematics and Optimization 38 Journal of Mathematical Analysis and Applications 32 The Annals of Applied Probability 31 Journal of Differential Equations 30 Stochastics and Dynamics 26 Automatica 24 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 22 Systems & Control Letters 22 Dynamic Games and Applications 21 Probability Theory and Related Fields 21 Stochastics 20 The Annals of Probability 20 Statistics & Probability Letters 20 Stochastic Analysis and Applications 19 Mathematical Control and Related Fields 18 International Journal of Control 18 Journal of Optimization Theory and Applications 18 Probability, Uncertainty and Quantitative Risk 14 NoDEA. 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Series A 2 Japan Journal of Industrial and Applied Mathematics 2 Annales Mathématiques Blaise Pascal 2 Electronic Communications in Probability ...and 111 more Serials all top 5 Cited in 31 Fields 868 Probability theory and stochastic processes (60-XX) 423 Systems theory; control (93-XX) 378 Calculus of variations and optimal control; optimization (49-XX) 306 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 264 Partial differential equations (35-XX) 78 Numerical analysis (65-XX) 70 Operations research, mathematical programming (90-XX) 60 Ordinary differential equations (34-XX) 27 Integral equations (45-XX) 21 Dynamical systems and ergodic theory (37-XX) 20 Operator theory (47-XX) 15 Biology and other natural sciences (92-XX) 14 Statistics (62-XX) 9 Measure and integration (28-XX) 9 Functional analysis (46-XX) 8 Global analysis, analysis on manifolds (58-XX) 7 Real functions (26-XX) 7 Differential geometry (53-XX) 7 Fluid mechanics (76-XX) 7 Statistical mechanics, structure of matter (82-XX) 6 Computer science (68-XX) 4 Difference and functional equations (39-XX) 4 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 2 Mathematical logic and foundations (03-XX) 2 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Citations by Year