## Lepeltier, Jean-Pierre

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 Author ID: 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
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### 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
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### 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)

### 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.
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
1995
Reflected BSDEs and mixed game problem. Zbl 0999.91005
2000
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
1998
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
1995
Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029
Lepeltier, J.-P.; Marchal, B.
1976
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
2005
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
1997
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
1984
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
1990
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
2005
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
2004
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
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
2007
Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065
El Karoui, Nicole; Lepeltier, Jean-Pierre
1977
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
2002
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
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
1999
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
1992
Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012
Lepeltier, J. P.; Marchal, B.
1979
On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051
Lepeltier, Jean-Pierre; San Martín, Jaime
2002
Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040
Cattiaux, P.; Lepeltier, J. P.
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
2009
Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041
Lepeltier, J.-P.; Marchal, B.
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
1985
Arc length associated to a Markov process. Zbl 0492.60068
Lepeltier, J.-P.; Marchal, B.
1981
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
2010
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
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
1975
Optimal stopping of controlled Markov processes. Zbl 0495.93063
El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard
1982
Reflected forward-backward stochastic differential equations with continuous monotone coefficients. Zbl 1202.60087
Huang, Zongyuan; Lepeltier, Jean-Pierre; Wu, Zhen
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
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
2007
Reflected backward stochastic differential equations with two RCLL barriers. Zbl 1171.60352
Lepeltier, Jean-Pierre; Xu, Mingyu
2007
Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier. Zbl 1082.60059
Lepeltier, J.-P.; Xu, M.
2005
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions. Zbl 1086.60035
Lepeltier, J.-P.; Matoussi, A.; Xu, M.
2005
Backward SDEs with two barriers and continuous coefficient: an existence result. Zbl 1051.60066
Lepeltier, Jean-Pierre; San Martín, Jaime
2004
Reflected BSDE with superlinear quadratic coefficient. Zbl 1013.60036
Kobylanski, M.; Lepeltier, J. P.; Quenez, M. C.; Torres, S.
2002
On the existence or non-existence of solutions for certain backward stochastic differential equations. Zbl 1007.60051
Lepeltier, Jean-Pierre; San Martín, Jaime
2002
Reflected BSDEs and mixed game problem. Zbl 0999.91005
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
1999
Existence for BSDE with superlinear-quadratic coefficient. Zbl 0910.60046
Lepeltier, J.-P.; San Martín, J.
1998
Backward stochastic differential equations with continuous coefficient. Zbl 0904.60042
Lepeltier, J. P.; San Martin, J.
1997
BSDEs with continuous coefficients and stochastic differential games. Zbl 0892.60062
Hamadene, S.; Lepeltier, J.-P.; Peng, S.
1997
Double barrier backward SDEs with continuous coefficient. Zbl 0887.60065
Hamadene, S.; Lepeltier, J.-P.; Matoussi, A.
1997
Zero-sum stochastic differential games and backward equations. Zbl 0877.93125
1995
Backward equations, stochastic control and zero-sum stochastic differential games. Zbl 0858.60056
1995
A probabilistic approach to the reduite in optimal stopping. Zbl 0777.60034
El Karoui, N.; Lepeltier, J.-P.; Millet, A.
1992
On the existence of optimal controls. Zbl 0712.49013
Haussmann, U. G.; Lepeltier, J. P.
1990
Existence of a quasi-Markov Nash equilibrium for non-zero sum Markov stopping games. Zbl 0704.60040
Cattiaux, P.; Lepeltier, J. P.
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
1985
Le jeu de Dynkin en theorie generale sans l’hypothèse de Mokobodski. Zbl 0541.60041
Lepeltier, J. P.; Maingueneau, M. A.
1984
Nisio semi-group associated to the control of Markov processes. Zbl 0503.93072
El Karoui, N.; Lepeltier, J. P.; Marchal, B.
1982
Optimal stopping of controlled Markov processes. Zbl 0495.93063
El Karoui, Nicole; Lepeltier, Jean-Pierre; Marchal, Bernard
1982
Arc length associated to a Markov process. Zbl 0492.60068
Lepeltier, J.-P.; Marchal, B.
1981
Techniques probabilistes dans le contrôle impulsionnel. Zbl 0404.49012
Lepeltier, J. P.; Marchal, B.
1979
Représentation des processus ponctuels multivaries à l’aide d’un processus de Poisson. Zbl 0359.60065
El Karoui, Nicole; Lepeltier, Jean-Pierre
1977
Sur l’existence de politiques optimales dans le contrôle intégrodifferentiel. Zbl 0355.93041
Lepeltier, J.-P.; Marchal, B.
1977
Problème des martingales et équations différentielles stochastiques associees à un opérateur intégro-différentiel. Zbl 0345.60029
Lepeltier, J.-P.; Marchal, B.
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
1975
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### 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
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### 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
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### Cited in 27 Fields

 509 Probability theory and stochastic processes (60-XX) 173 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Systems theory; control (93-XX) 86 Calculus of variations and optimal control; optimization (49-XX) 61 Partial differential equations (35-XX) 38 Numerical analysis (65-XX) 22 Ordinary differential equations (34-XX) 22 Operations research, mathematical programming (90-XX) 16 Statistics (62-XX) 8 Operator theory (47-XX) 7 Integral equations (45-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Global analysis, analysis on manifolds (58-XX) 3 Potential theory (31-XX) 2 Real functions (26-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 2 Differential geometry (53-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Mathematical logic and foundations (03-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Convex and discrete geometry (52-XX) 1 Manifolds and cell complexes (57-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX)