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Lepeltier, Jean-Pierre

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Author ID: lepeltier.jean-pierre Recent zbMATH articles by "Lepeltier, Jean-Pierre"
Published as: Lepeltier, Jean-Pierre; Lepeltier, J. P.; Lepeltier, J.-P.
Documents Indexed: 37 Publications since 1975
Reviewing Activity: 88 Reviews
Co-Authors: 18 Co-Authors with 34 Joint Publications
418 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

30 Publications have been cited 834 times in 570 Documents Cited by Year
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
Lepeltier, J. P.; San Martin, J.
154
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
Hamadene, S.; Lepeltier, J. P.
106
1995
Reflected BSDEs and mixed game problem. Zbl 0999.91005
Hamadène, S.; Lepeltier, J.-P.
56
2000
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
54
1998
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
Hamadène, S.; Lepeltier, J. P.
48
1995
Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029
Lepeltier, J.-P.; Marchal, B.
44
1976
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
44
2005
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
40
1997
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
39
1984
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
37
1990
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
28
2005
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
24
2004
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
22
1997
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057
Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime
22
2007
Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065
El Karoui, Nicole; Lepeltier, Jean-Pierre
20
1977
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
17
2002
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
16
2007
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
12
1999
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
12
1992
Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012
Lepeltier, J. P.; Marchal, B.
9
1979
On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051
Lepeltier, Jean-Pierre; San Martín, Jaime
7
2002
Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040
Cattiaux, P.; Lepeltier, J. P.
5
1990
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310
Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong
5
2009
Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041
Lepeltier, J.-P.; Marchal, B.
3
1977
On a general zero-sum stochastic game with stopping strategy for one player and continuous strategy for the other. Zbl 0613.60039
Lepeltier, Jean-Pierre
3
1985
Arc length associated to a Markov process. Zbl 0492.60068
Lepeltier, J.-P.; Marchal, B.
2
1981
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
2
2010
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
1
1982
Processus de Poisson ponctuel associe à un processus ponctuel, représentation des martingales de carre intégrable, quasi-continue à gauche. Zbl 0339.60046
El Karoui, Nicole; Lepeltier, Jean-Pierre
1
1975
Optimal stopping of controlled Markov processes. Zbl 0495.93063
El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard
1
1982
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
2
2010
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310
Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong
5
2009
One-dimensional backward stochastic differential equations whose coefficient is monotonic in \(y\) and non-Lipschitz in \(z\). Zbl 1129.60057
Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime
22
2007
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
16
2007
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
44
2005
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
28
2005
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
24
2004
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
17
2002
On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051
Lepeltier, Jean-Pierre; San Martín, Jaime
7
2002
Reflected BSDEs and mixed game problem. Zbl 0999.91005
Hamadène, S.; Lepeltier, J.-P.
56
2000
Infinite horizon reflected backward stochastic differential equations and applications in mixed control and game problems. Zbl 0985.60063
Hamadène, S.; Lepeltier, J.-P.; Wu, Zhen
12
1999
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
54
1998
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
Lepeltier, J. P.; San Martin, J.
154
1997
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
40
1997
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
22
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
Hamadene, S.; Lepeltier, J. P.
106
1995
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
Hamadène, S.; Lepeltier, J. P.
48
1995
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
12
1992
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
37
1990
Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040
Cattiaux, 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 0613.60039
Lepeltier, Jean-Pierre
3
1985
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
39
1984
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
1
1982
Optimal stopping of controlled Markov processes. Zbl 0495.93063
El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard
1
1982
Arc length associated to a Markov process. Zbl 0492.60068
Lepeltier, J.-P.; Marchal, B.
2
1981
Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012
Lepeltier, J. P.; Marchal, B.
9
1979
Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065
El Karoui, Nicole; Lepeltier, Jean-Pierre
20
1977
Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041
Lepeltier, J.-P.; Marchal, B.
3
1977
Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029
Lepeltier, J.-P.; Marchal, B.
44
1976
Processus de Poisson ponctuel associe à un processus ponctuel, représentation des martingales de carre intégrable, quasi-continue à gauche. Zbl 0339.60046
El Karoui, Nicole; Lepeltier, Jean-Pierre
1
1975
all top 5

Cited by 579 Authors

28 Fan, Shengjun
18 Hamadene, Saïd
16 Jiang, Long
15 Ren, Yong
14 El Otmani, Mohamed
13 Ouknine, Youssef
13 Wu, Zhen
10 Klimsiak, Tomasz
9 Hu, Ying
9 Lepeltier, Jean-Pierre
9 Peng, Shige
9 Possamaï, Dylan
8 Essaky, El Hassan
8 Ma, Jin
7 Buckdahn, Rainer
7 Hassani, Mohammed
7 Li, Juan
7 Tang, Shanjian
7 Touzi, Nizar
7 Xu, Mingyu
6 Bahlali, Khaled
6 El Karoui, Nicole
6 Jia, Guangyan
6 Lin, Qian
6 Marzougue, Mohamed
6 Mu, Rui
6 Richou, Adrien
6 Shi, Yufeng
6 Zhang, Jianfeng
5 Amami, Rim
5 Aman, Auguste
5 Bayraktar, Erhan
5 Djehiche, Boualem
5 Djordjević, Jasmina
5 Hu, Feng
5 Hu, Lanying
5 Imkeller, Peter
5 Lacker, Daniel
5 Matoussi, Anis
5 Słomiński, Leszek
5 Wang, Jian
5 Xu, Xiaoming
5 Yu, Zhiyong
4 Briand, Philippe
4 Cesaroni, Annalisa
4 Chassagneux, Jean-François
4 De Angelis, Tiziano
4 Ekström, Erik
4 El Asri, Brahim
4 Ferrari, Giorgio
4 Grün, Christine
4 Janković, Svetlana
4 Karatzas, Ioannis
4 Kifer, Yuri
4 N’Zi, Modeste
4 Owo, Jean-Marc
4 Rozkosz, Andrzej
4 Rutkowski, Marek
4 Tan, Xiaolu
4 Tian, Dejian
4 Yao, Song
4 Zhang, Qi
4 Zhao, Weidong
4 Zhou, Chao
4 Zong, Zhaojun
3 Bass, Richard F.
3 Bennett, Jonathan
3 Chen, Zengjing
3 Crepey, Stephane
3 Dufour, François
3 Exarchos, Ioannis
3 Hu, Mingshang
3 Ji, Shaolin
3 Kim, Mun Chŏl
3 Kobylanski, Magdalena
3 Li, Hanwu
3 Liang, Gechun
3 Lü, Wen
3 Lv, Siyu
3 Nie, Tianyang
3 O, Hun
3 Pardoux, Etienne
3 Popier, Alexandre
3 Quenez, Marie-Claire
3 Quincampoix, Marc
3 Rzymowski, Maurycy
3 San Martín, Jaime
3 Sow, Ahmadou Bamba
3 Sun, Yabing
3 Theodorou, Evangelos A.
3 Wen, Jiaqiang
3 Wu, Jianglun
3 Xia, Ningmao
3 Xiao, Lishun
3 Yin, Juliang
3 Zhao, Huaizhong
3 Zheng, Shiqiu
3 Zhou, Qing
2 Ankirchner, Stefan
2 Antonelli, Fabio
...and 479 more Authors
all top 5

Cited in 140 Serials

67 Stochastic Processes and their Applications
45 Statistics & Probability Letters
23 The Annals of Applied Probability
19 Stochastics
18 Journal of Mathematical Analysis and Applications
18 SIAM Journal on Control and Optimization
17 Stochastic Analysis and Applications
14 Applied Mathematics and Optimization
13 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
9 Stochastics and Dynamics
8 Journal of Computational and Applied Mathematics
8 Acta Mathematicae Applicatae Sinica. English Series
8 Random Operators and Stochastic Equations
8 Acta Mathematica Sinica. English Series
6 Journal of Differential Equations
6 Electronic Journal of Probability
5 Stochastics
5 Applied Mathematics and Computation
5 Automatica
5 Journal of Applied Probability
5 Journal of Optimization Theory and Applications
5 Transactions of the American Mathematical Society
5 Systems & Control Letters
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Finance and Stochastics
5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
5 Frontiers of Mathematics in China
5 Dynamic Games and Applications
4 Lithuanian Mathematical Journal
4 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
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 Advances in Difference Equations
4 Mathematical Control and Related Fields
3 Applicable Analysis
3 Mathematics of Operations Research
3 Stochastics and Stochastics Reports
3 Potential Analysis
3 Electronic Communications in Probability
3 Abstract and Applied Analysis
3 Mathematical Methods of Operations Research
3 Journal of Applied Mathematics and Computing
3 Science China. Mathematics
3 Afrika Matematika
2 Osaka Journal of Mathematics
2 Tohoku Mathematical Journal. Second Series
2 Optimal Control Applications & Methods
2 Optimization
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 Journal of Systems Science and Complexity
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
2 Probability, Uncertainty and Quantitative Risk
1 Advances in Applied Probability
1 International Journal of Control
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 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
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Journal of Scientific Computing
1 Applied Mathematical Modelling
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 Communications in Statistics. Theory and Methods
1 European Journal of Operational Research
...and 40 more Serials

Citations by Year