Edit Profile (opens in new tab) Lepeltier, Jean-Pierre Compute Distance To: Compute Author ID: lepeltier.jean-pierre Published as: Lepeltier, Jean-Pierre; Lepeltier, J. P.; Lepeltier, J.-P. more...less Documents Indexed: 37 Publications since 1975 Reviewing Activity: 88 Reviews Co-Authors: 18 Co-Authors with 34 Joint Publications 462 Co-Co-Authors all top 5 Co-Authors 3 single-authored 8 Marchal, Bernard 7 Hamadene, Saïd 5 El Karoui, Nicole 5 San Martín, Jaime 3 Wu, Zhen 3 Xu, Mingyu 2 Maingueneau, M. A. 2 Matoussi, Anis 1 Briand, Philippe 1 Cattiaux, Patrick 1 Etourneau, E. 1 Haussmann, Ulrich G. 1 Huang, Zongyuan 1 Kobylanski, Magdalena 1 Millet, Annie 1 Peng, Shige 1 Quenez, Marie-Claire 1 Yu, Zhiyong all top 5 Serials 4 Statistics & Probability Letters 4 Probability and Mathematical Statistics 3 Stochastics and Stochastics Reports 3 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 2 Stochastics 2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 2 Bernoulli 1 Advances in Applied Probability 1 Advances in Mathematics 1 Journal of Applied Probability 1 SIAM Journal on Control and Optimization 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Systems & Control Letters 1 Stochastic Processes and their Applications 1 Comptes Rendus de l’Académie des Sciences. Série I 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris Fields 32 Probability theory and stochastic processes (60-XX) 11 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Systems theory; control (93-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 31 Publications have been cited 938 times in 639 Documents Cited by ▼ Year ▼ Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042Lepeltier, J. P.; San Martin, J. 170 1997 Zero-sum stochastic differential games and backward equations. Zbl 0877.93125Hamadene, S.; Lepeltier, J. P. 117 1995 Reflected BSDEs and mixed game problem. Zbl 0999.91005Hamadène, S.; Lepeltier, J.-P. 65 2000 Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046Lepeltier, J.-P.; San Martín, J. 56 1998 Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056Hamadène, S.; Lepeltier, J. P. 54 1995 On the existence of optimal controls. Zbl 0712.49013Haussmann, U. G.; Lepeltier, J. P. 51 1990 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059Lepeltier, J.-P.; Xu, M. 49 2005 Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029Lepeltier, J.-P.; Marchal, B. 48 1976 BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062Hamadene, S.; Lepeltier, J.-P.; Peng, S. 48 1997 Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041Lepeltier, J. P.; Maingueneau, M. A. 42 1984 Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035Lepeltier, J.-P.; Matoussi, A.; Xu, M. 30 2005 Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066Lepeltier, Jean-Pierre; San Martín, Jaime 27 2004 One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime 25 2007 Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065Hamadene, S.; Lepeltier, J.-P.; Matoussi, A. 24 1997 Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065El Karoui, Nicole; Lepeltier, Jean-Pierre 21 1977 Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S. 21 2002 Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen 17 1999 Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352Lepeltier, Jean-Pierre; Xu, Mingyu 16 2007 A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034El Karoui, N.; Lepeltier, J.-P.; Millet, A. 12 1992 Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012Lepeltier, J. P.; Marchal, B. 9 1979 On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051Lepeltier, Jean-Pierre; San Martín, Jaime 8 2002 Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong 6 2009 Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040Cattiaux, P.; Lepeltier, J. P. 5 1990 On a general zero-sum stochastic game with stopping strategy for one player and continuous strategy for the other. Zbl 0613.60039Lepeltier, Jean-Pierre 4 1985 Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041Lepeltier, J.-P.; Marchal, B. 3 1977 Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen 3 2010 Arc length associated to a Markov process. Zbl 0492.60068Lepeltier, J.-P.; Marchal, B. 2 1981 Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072El Karoui, N.; Lepeltier, J. P.; Marchal, B. 2 1982 Optimal stopping of controlled Markov processes. Zbl 0495.93063El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard 1 1982 Processus de Poisson ponctuel associe à un processus ponctuel, représentation des martingales de carre intégrable, quasi-continue à gauche. Zbl 0339.60046El Karoui, Nicole; Lepeltier, Jean-Pierre 1 1975 Equilibrium points in nonzero sum stochastic differential games. (Points d’équilibre dans les jeux stochastiques de somme non nulle.) Zbl 0802.90137Hamadene, Saïd; Lepeltier, Jean-Pierre 1 1994 Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen 3 2010 Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong 6 2009 One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime 25 2007 Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352Lepeltier, Jean-Pierre; Xu, Mingyu 16 2007 Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059Lepeltier, J.-P.; Xu, M. 49 2005 Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035Lepeltier, J.-P.; Matoussi, A.; Xu, M. 30 2005 Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066Lepeltier, Jean-Pierre; San Martín, Jaime 27 2004 Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S. 21 2002 On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051Lepeltier, Jean-Pierre; San Martín, Jaime 8 2002 Reflected BSDEs and mixed game problem. Zbl 0999.91005Hamadène, S.; Lepeltier, J.-P. 65 2000 Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen 17 1999 Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046Lepeltier, J.-P.; San Martín, J. 56 1998 Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042Lepeltier, J. P.; San Martin, J. 170 1997 BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062Hamadene, S.; Lepeltier, J.-P.; Peng, S. 48 1997 Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065Hamadene, S.; Lepeltier, J.-P.; Matoussi, A. 24 1997 Zero-sum stochastic differential games and backward equations. Zbl 0877.93125Hamadene, S.; Lepeltier, J. P. 117 1995 Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056Hamadène, S.; Lepeltier, J. P. 54 1995 Equilibrium points in nonzero sum stochastic differential games. (Points d’équilibre dans les jeux stochastiques de somme non nulle.) Zbl 0802.90137Hamadene, Saïd; Lepeltier, Jean-Pierre 1 1994 A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034El Karoui, N.; Lepeltier, J.-P.; Millet, A. 12 1992 On the existence of optimal controls. Zbl 0712.49013Haussmann, U. G.; Lepeltier, J. P. 51 1990 Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040Cattiaux, P.; Lepeltier, J. P. 5 1990 On a general zero-sum stochastic game with stopping strategy for one player and continuous strategy for the other. Zbl 0613.60039Lepeltier, Jean-Pierre 4 1985 Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041Lepeltier, J. P.; Maingueneau, M. A. 42 1984 Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072El Karoui, N.; Lepeltier, J. P.; Marchal, B. 2 1982 Optimal stopping of controlled Markov processes. Zbl 0495.93063El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard 1 1982 Arc length associated to a Markov process. Zbl 0492.60068Lepeltier, J.-P.; Marchal, B. 2 1981 Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012Lepeltier, J. P.; Marchal, B. 9 1979 Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065El Karoui, Nicole; Lepeltier, Jean-Pierre 21 1977 Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041Lepeltier, J.-P.; Marchal, B. 3 1977 Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029Lepeltier, J.-P.; Marchal, B. 48 1976 Processus de Poisson ponctuel associe à un processus ponctuel, représentation des martingales de carre intégrable, quasi-continue à gauche. Zbl 0339.60046El Karoui, Nicole; Lepeltier, Jean-Pierre 1 1975 all cited Publications top 5 cited Publications all top 5 Cited by 640 Authors 30 Fan, Shengjun 21 Hamadene, Saïd 18 Jiang, Long 17 El Otmani, Mohamed 17 Wu, Zhen 16 Ren, Yong 13 Ouknine, Youssef 11 Hu, Ying 11 Klimsiak, Tomasz 10 Possamaï, Dylan 9 Bahlali, Khaled 9 Lepeltier, Jean-Pierre 9 Peng, Shige 9 Tang, Shanjian 8 Essaky, El Hassan 8 Li, Juan 8 Ma, Jin 8 Marzougue, Mohamed 8 Touzi, Nizar 7 Buckdahn, Rainer 7 Đorđević, Jasmina 7 Hassani, Mohammed 7 Richou, Adrien 7 Xu, Mingyu 7 Yu, Zhiyong 6 Amami, Rim 6 Aman, Auguste 6 Bayraktar, Erhan 6 De Angelis, Tiziano 6 Djehiche, Boualem 6 Ekström, Erik 6 El Karoui, Nicole 6 Hu, Feng 6 Jia, Guangyan 6 Lin, Qian 6 Mu, Rui 6 Rozkosz, Andrzej 6 Shi, Yufeng 6 Tan, Xiaolu 6 Tian, Dejian 6 Xu, Xiaoming 6 Zhang, Jianfeng 5 Chassagneux, Jean-François 5 El Asri, Brahim 5 Hu, Lanying 5 Imkeller, Peter 5 Karatzas, Ioannis 5 Lacker, Daniel 5 Matoussi, Anis 5 Nie, Tianyang 5 Rutkowski, Marek 5 Słomiński, Leszek 5 Wang, Jian 5 Zhang, Qi 5 Zhao, Weidong 5 Zong, Zhaojun 4 Briand, Philippe 4 Cesaroni, Annalisa 4 Ferrari, Giorgio 4 Grün, Christine 4 Janković, Svetlana 4 Kifer, Yuri 4 Kim, Mun Chŏl 4 Li, Hanwu 4 Liang, Gechun 4 Lv, Siyu 4 N’Zi, Modeste 4 O, Hun 4 Owo, Jean-Marc 4 Sun, Yabing 4 Yao, Song 4 Zheng, Shiqiu 4 Zhou, Chao 3 Bass, Richard F. 3 Bennett, Jonathan 3 Chen, Zengjing 3 Crepey, Stephane 3 Dufour, François 3 Dumitrescu, Roxana 3 Eddahbi, M’hamed 3 Exarchos, Ioannis 3 Hu, Mingshang 3 Jamali, Mohamed El 3 Ji, Shaolin 3 Kobylanski, Magdalena 3 Li, Shoumei 3 Lü, Wen 3 Mezerdi, Brahim 3 Pardoux, Etienne 3 Pontier, Monique 3 Popier, Alexandre 3 Quenez, Marie-Claire 3 Quincampoix, Marc 3 Rzymowski, Maurycy 3 San Martín, Jaime 3 Shen, Xiaohui 3 Sow, Ahmadou Bamba 3 Theodorou, Evangelos A. 3 Wang, Haiyang 3 Wen, Jiaqiang ...and 540 more Authors all top 5 Cited in 151 Serials 68 Stochastic Processes and their Applications 47 Statistics & Probability Letters 27 The Annals of Applied Probability 24 Stochastics 21 SIAM Journal on Control and Optimization 20 Journal of Mathematical Analysis and Applications 17 Stochastic Analysis and Applications 15 Applied Mathematics and Optimization 14 Probability Theory and Related Fields 13 Comptes Rendus. Mathématique. Académie des Sciences, Paris 12 The Annals of Probability 12 Journal of Theoretical Probability 11 Bulletin des Sciences Mathématiques 11 Stochastics and Dynamics 10 Random Operators and Stochastic Equations 8 Journal of Computational and Applied Mathematics 8 Acta Mathematicae Applicatae Sinica. English Series 8 Acta Mathematica Sinica. English Series 7 Journal of Differential Equations 7 Mathematics of Operations Research 7 Electronic Journal of Probability 6 Journal of Applied Probability 6 Systems & Control Letters 6 Communications in Statistics. Theory and Methods 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Finance and Stochastics 5 Stochastics 5 Applied Mathematics and Computation 5 Automatica 5 Journal of Optimization Theory and Applications 5 Transactions of the American Mathematical Society 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 5 Communications in Statistics. Simulation and Computation 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 Advances in Difference Equations 5 Frontiers of Mathematics in China 5 Dynamic Games and Applications 5 Probability, Uncertainty and Quantitative Risk 4 Applicable Analysis 4 Lithuanian Mathematical Journal 4 Chinese Annals of Mathematics. Series B 4 Journal of Applied Mathematics and Stochastic Analysis 4 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique 4 Bernoulli 4 Mathematical Finance 4 Mathematical Control and Related Fields 3 Stochastics and Stochastics Reports 3 Potential Analysis 3 Filomat 3 Electronic Communications in Probability 3 Abstract and Applied Analysis 3 Mathematical Methods of Operations Research 3 Journal of Systems Science and Complexity 3 Journal of Applied Mathematics and Computing 3 ALEA. Latin American Journal of Probability and Mathematical Statistics 3 Science China. Mathematics 3 Afrika Matematika 2 International Journal of Control 2 Osaka Journal of Mathematics 2 Tôhoku Mathematical Journal. Second Series 2 Optimal Control Applications & Methods 2 Optimization 2 Annals of Operations Research 2 NoDEA. Nonlinear Differential Equations and Applications 2 Applied Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 International Journal of Theoretical and Applied Finance 2 Communications of the Korean Mathematical Society 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Discrete and Continuous Dynamical Systems. Series B 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Communications on Pure and Applied Analysis 2 Inverse Problems and Imaging 2 SIAM Journal on Financial Mathematics 2 Advances in Applied Mathematics and Mechanics 2 ISRN Probability and Statistics 1 Advances in Applied Probability 1 Journal d’Analyse Mathématique 1 Mathematical Methods in the Applied Sciences 1 Metrika 1 Ukrainian Mathematical Journal 1 Theory of Probability and its Applications 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Duke Mathematical Journal 1 Illinois Journal of Mathematics 1 International Journal of Mathematics and Mathematical Sciences 1 Integral Equations and Operator Theory 1 Journal of Functional Analysis 1 Journal of Soviet Mathematics 1 Mathematische Annalen 1 Memoirs of the American Mathematical Society 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Journal of Information & Optimization Sciences 1 Bulletin of the Korean Mathematical Society 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Applied Numerical Mathematics ...and 51 more Serials all top 5 Cited in 26 Fields 566 Probability theory and stochastic processes (60-XX) 196 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 130 Systems theory; control (93-XX) 99 Calculus of variations and optimal control; optimization (49-XX) 68 Partial differential equations (35-XX) 40 Numerical analysis (65-XX) 24 Ordinary differential equations (34-XX) 24 Operations research, mathematical programming (90-XX) 20 Statistics (62-XX) 8 Integral equations (45-XX) 8 Operator theory (47-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Global analysis, analysis on manifolds (58-XX) 3 Real functions (26-XX) 3 Potential theory (31-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year