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Lepeltier, Jean-Pierre

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: 38 Publications since 1975, including 1 Additional arXiv Preprint
Reviewing Activity: 88 Reviews
Co-Authors: 18 Co-Authors with 35 Joint Publications
491 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

31 Publications have been cited 1,006 times in 677 Documents Cited by Year
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
Lepeltier, J. P.; San Martin, J.
180
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
Hamadene, S.; Lepeltier, J. P.
125
1995
Reflected BSDEs and mixed game problem. Zbl 0999.91005
Hamadène, S.; Lepeltier, J.-P.
70
2000
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
59
1998
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
Hamadène, S.; Lepeltier, J. P.
58
1995
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
56
1990
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
54
2005
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
52
1997
Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029
Lepeltier, J.-P.; Marchal, B.
47
1976
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
43
1984
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
32
2005
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
29
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
28
2007
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
28
2004
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
27
2002
Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065
El Karoui, Nicole; Lepeltier, Jean-Pierre
22
1977
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
21
1999
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
17
2007
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
13
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
8
2002
Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs. Zbl 1173.91310
Lepeltier, Jean-Pierre; Wu, Zhen; Yu, Zhiyong
6
2009
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
4
1985
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
3
2010
Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041
Lepeltier, J.-P.; Marchal, B.
3
1977
Arc length associated to a Markov process. Zbl 0492.60068
Lepeltier, J.-P.; Marchal, B.
2
1981
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
2
1982
Equilibrium points in nonzero sum stochastic differential games. (Points d’équilibre dans les jeux stochastiques de somme non nulle.) Zbl 0802.90137
Hamadene, Saïd; Lepeltier, Jean-Pierre
1
1994
Optimal stopping of controlled Markov processes. Zbl 0495.93063
El 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 0339.60046
El Karoui, Nicole; Lepeltier, Jean-Pierre
1
1975
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
3
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
6
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
28
2007
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
17
2007
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
54
2005
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
32
2005
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
28
2004
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
27
2002
On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051
Lepeltier, Jean-Pierre; San Martín, Jaime
8
2002
Reflected BSDEs and mixed game problem. Zbl 0999.91005
Hamadène, S.; Lepeltier, J.-P.
70
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
21
1999
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
59
1998
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
Lepeltier, J. P.; San Martin, J.
180
1997
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
52
1997
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
29
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
Hamadene, S.; Lepeltier, J. P.
125
1995
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
Hamadène, S.; Lepeltier, J. P.
58
1995
Equilibrium points in nonzero sum stochastic differential games. (Points d’équilibre dans les jeux stochastiques de somme non nulle.) Zbl 0802.90137
Hamadene, Saïd; Lepeltier, Jean-Pierre
1
1994
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
13
1992
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
56
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
4
1985
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
43
1984
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
2
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
22
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.
47
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 673 Authors

33 Fan, Shengjun
23 Hamadene, Saïd
20 El Otmani, Mohamed
18 Jiang, Long
17 Wu, Zhen
16 Ren, Yong
14 Ouknine, Youssef
12 Hu, Ying
12 Li, Juan
11 Klimsiak, Tomasz
11 Tang, Shanjian
10 Bahlali, Khaled
10 Essaky, El Hassan
10 Marzougue, Mohamed
10 Possamaï, Dylan
9 Hassani, Mohammed
9 Lepeltier, Jean-Pierre
9 Peng, Shige
8 Ma, Jin
8 Shi, Yufeng
8 Touzi, Nizar
7 Aman, Auguste
7 Buckdahn, Rainer
7 Djehiche, Boualem
7 Đorđević, Jasmina
7 El Asri, Brahim
7 El Karoui, Nicole
7 Richou, Adrien
7 Tan, Xiaolu
7 Xu, Mingyu
7 Yu, Zhiyong
6 Amami, Rim
6 Bayraktar, Erhan
6 De Angelis, Tiziano
6 Ekström, Erik
6 Hu, Feng
6 Jia, Guangyan
6 Lacker, Daniel
6 Lin, Qian
6 Mu, Rui
6 Owo, Jean-Marc
6 Rozkosz, Andrzej
6 Tian, Dejian
6 Xu, Xiaoming
6 Zhang, Jianfeng
5 Chassagneux, Jean-François
5 Hu, Lanying
5 Imkeller, Peter
5 Karatzas, Ioannis
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 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 Ren, Zhenjie
3 Rzymowski, Maurycy
3 San Martín, Jaime
3 Saouli, Mostapha Abdelouahab
3 Shen, Xiaohui
3 Sow, Ahmadou Bamba
3 Theodorou, Evangelos A.
...and 573 more Authors
all top 5

Cited in 155 Serials

71 Stochastic Processes and their Applications
47 Statistics & Probability Letters
29 The Annals of Applied Probability
27 Stochastics
23 SIAM Journal on Control and Optimization
21 Journal of Mathematical Analysis and Applications
18 Stochastic Analysis and Applications
15 Applied Mathematics and Optimization
15 Journal of Theoretical Probability
14 Probability Theory and Related Fields
13 Comptes Rendus. Mathématique. Académie des Sciences, Paris
13 Stochastics and Dynamics
12 The Annals of Probability
12 Random Operators and Stochastic Equations
12 Bulletin des Sciences Mathématiques
9 Acta Mathematica Sinica. English Series
8 Journal of Computational and Applied Mathematics
8 Acta Mathematicae Applicatae Sinica. English Series
8 Communications in Statistics. Theory and Methods
8 Electronic Journal of Probability
7 Journal of Differential Equations
7 Mathematics of Operations Research
7 Systems & Control Letters
6 Journal of Applied Probability
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Finance and Stochastics
6 Probability, Uncertainty and Quantitative Risk
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
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 Potential Analysis
4 Bernoulli
4 Mathematical Finance
4 Mathematical Control and Related Fields
3 Stochastics and Stochastics Reports
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 Journal of Integral Equations and Applications
2 Annals of Operations Research
2 NoDEA. Nonlinear Differential Equations and Applications
2 Applied Mathematical Finance
2 Mathematical Problems in Engineering
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 International Journal of Theoretical and Applied Finance
2 Journal of the European Mathematical Society (JEMS)
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 Discrete and Continuous Dynamical Systems. Series S
2 SIAM Journal on Financial Mathematics
2 Advances in Applied Mathematics and Mechanics
2 ISRN Probability and Statistics
2 Modern Stochastics. Theory and Applications
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
...and 55 more Serials

Citations by Year