Edit Profile (opens in new tab) Buckdahn, Rainer Compute Distance To: Compute Author ID: buckdahn.rainer Published as: Buckdahn, Rainer; Buckdahn, R. External Links: MGP Documents Indexed: 85 Publications since 1984, including 1 Book 1 Contribution as Editor Reviewing Activity: 233 Reviews Co-Authors: 42 Co-Authors with 74 Joint Publications 1,247 Co-Co-Authors all top 5 Co-Authors 12 single-authored 20 Quincampoix, Marc 17 Li, Juan 10 Ma, Jin 9 Rainer, Catherine 8 Peng, Shige 7 Engelbert, Hans Jürgen 7 Hu, Ying 7 Rascanu, Aurel 3 Cardaliaguet, Pierre 3 Nualart, David 3 Pardoux, Etienne 2 Bedini, Matteo Ludovico 2 Djehiche, Boualem 2 Goreac, Dan 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 Huang, Jianhui 1 Ichihara, Naoyuki 1 Keller, Christian 1 Labed, Boubakeur 1 Malliavin, Paul 1 Maticiuc, Lucian 1 Nie, Tianyang 1 Ouknine, Youssef 1 Shiryaev, Al’bert Nikolaevich 1 Tamer, L. 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 3 Journal of Differential Equations 3 Stochastics and Stochastics Reports 3 NoDEA. Nonlinear Differential Equations and Applications 2 International Journal of Game Theory 2 Mathematische Nachrichten 2 The Annals of Applied Probability 2 Bulletin des Sciences Mathématiques 2 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 2 Science China. Mathematics 2 Probability, Uncertainty and Quantitative Risk 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 Dynamic Games and Applications 1 Mathematical Control and Related Fields 1 Nonlinear Analysis. Theory, Methods & Applications all top 5 Fields 74 Probability theory and stochastic processes (60-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 29 Systems theory; control (93-XX) 19 Partial differential equations (35-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Operations research, mathematical programming (90-XX) 5 Ordinary differential equations (34-XX) 1 General and overarching topics; collections (00-XX) 1 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 79 Publications have been cited 1,428 times in 929 Documents Cited by ▼ Year ▼ Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne 209 1997 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 119 2009 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 111 2009 Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040Buckdahn, Rainer; Li, Juan 102 2008 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 102 2011 Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine 64 2017 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065Buckdahn, Rainer; Ma, Jin 47 2001 Some recent aspects of differential game theory. Zbl 1214.91013Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 38 2011 Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine 36 2004 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066Buckdahn, Rainer; Ma, Jin 33 2001 Existence of stochastic control under state constraints. Zbl 1036.49026Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine 26 1998 Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel 25 2000 Stochastic optimal control and linear programming approach. Zbl 1226.93137Buckdahn, R.; Goreac, D.; Quincampoix, M. 23 2011 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528Buckdahn, Rainer; Li, Juan; Ma, Jin 18 2016 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002Buckdahn, Rainer; Hu, Ying 17 1998 Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061Buckdahn, R.; Pardoux, E. 17 1990 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061Buckdahn, Rainer; Ma, Jin 16 2002 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009Buckdahn, Rainer; Hu, Ying 15 1998 On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041Buckdahn, R.; Ouknine, Y.; Quincampoix, M. 15 2009 Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L. 15 2010 A representation formula for the mean curvature motion. Zbl 1074.93037Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 14 2001 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031Buckdahn, Rainer; Ma, Jin 14 2007 Anticipative Girsanov transformations. Zbl 0722.60059Buckdahn, Rainer 14 1991 On weak solutions of backward stochastic differential equations. Zbl 1095.60019Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 14 2004 A mean-field stochastic control problem with partial observations. Zbl 1380.93282Buckdahn, Rainer; Li, Juan; Ma, Jin 14 2017 A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 13 2006 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011Buckdahn, Rainer; Hu, Ying; Li, Juan 13 2011 Linear Skorohod stochastic differential equations. Zbl 0735.60057Buckdahn, Rainer 13 1991 On representation formulas for long run averaging optimal control problem. Zbl 1326.49067Buckdahn, R.; Quincampoix, M.; Renault, J. 11 2015 Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026Buckdahn, Rainer; Li, Juan 11 2009 Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055Buckdahn, Rainer; Ichihara, Naoyuki 11 2005 Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083Buckdahn, Rainer; Goreac, Dan; Quincampoix, Marc 11 2014 Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. Zbl 1292.93144Buckdahn, Rainer; Li, Juan; Peng, Shige 10 2014 Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 10 2014 Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035Buckdahn, Rainer; Nie, Tianyang 10 2016 Linear stochastic differential equations and Wick products. Zbl 0801.60045Buckdahn, R.; Nualart, D. 10 1994 Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060Buckdahn, Rainer; Peng, Shige 10 1999 Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 10 2013 Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong 9 2016 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Viability of moving sets for stochastic differential equation. Zbl 1037.60055Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 8 2002 Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123Buckdahn, Rainer; Huang, Jianhui; Li, Juan 8 2012 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053Buckdahn, Rainer 7 1994 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026Buckdahn, Rainer; Hu, Ying 7 1998 Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118Buckdahn, Rainer; Li, Juan 7 2011 Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062Buckdahn, Rainer 6 1989 On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057Buckdahn, Rainer; Răşcanu, Aurel 6 2003 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036Buckdahn, Rainer; Hu, Ying 6 2010 Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 5 2004 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066Buckdahn, Rainer; Jing, Shuai 5 2017 Stochastic variational inequalities on non-convex domains. Zbl 1341.60050Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel 4 2015 Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045Buckdahn, Rainer; Nualart, David 4 1993 Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048Buckdahn, Rainer 4 1992 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Ergodic backward SDE and associated PDE. Zbl 0937.60062Buckdahn, Rainer; Peng, Shige 3 1999 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038Buckdahn, Rainer; Föllmer, Hans 3 1993 Brownian bridges on random intervals. Zbl 1358.91105Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 3 2017 A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060Buckdahn, R. 3 1990 Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion. Zbl 1305.93205Buckdahn, Rainer; Jing, Shuai 3 2014 Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162Buckdahn, Rainer; Cannarsa, Piermarco; Quincampoix, Marc 3 2010 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 3 2018 Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme 3 2020 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035Buckdahn, R.; Engelbert, H. J. 2 1984 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032Buckdahn, R.; Engelbert, H.-J. 2 2008 A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035Buckdahn, Rainer; Guatteri, Giuseppina 2 2006 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 0906.34040Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel 2 1997 Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 2 2008 Anticipating linear stochastic differential equations. Zbl 0691.60046Buckdahn, Rainer 1 1989 Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044Buckdahn, Rainer 1 1995 A backward stochastic differential equation without strong solution. Zbl 1090.60051Buckdahn, R.; Engelbert, H.-J. 1 2006 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056Buckdahn, Rainer 1 1992 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 Inf-convolution of \(G\)-expectations. Zbl 1217.60058Bai, Xuepeng; Buckdahn, Rainer 1 2010 Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275Buckdahn, Rainer; Chen, Yajie; Li, Juan 1 2021 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 1 2020 On the compensator of the default process in an information-based model. Zbl 1444.60034Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 Viability of an open set for stochastic control systems. Zbl 1479.49033Buckdahn, R.; Frankowska, H.; Quincampoix, M. 1 2019 Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275Buckdahn, Rainer; Chen, Yajie; Li, Juan 1 2021 Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme 3 2020 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 1 2020 Viability of an open set for stochastic control systems. Zbl 1479.49033Buckdahn, R.; Frankowska, H.; Quincampoix, M. 1 2019 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 3 2018 Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine 64 2017 A mean-field stochastic control problem with partial observations. Zbl 1380.93282Buckdahn, Rainer; Li, Juan; Ma, Jin 14 2017 Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066Buckdahn, Rainer; Jing, Shuai 5 2017 Brownian bridges on random intervals. Zbl 1358.91105Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 3 2017 On the compensator of the default process in an information-based model. Zbl 1444.60034Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528Buckdahn, Rainer; Li, Juan; Ma, Jin 18 2016 Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035Buckdahn, Rainer; Nie, Tianyang 10 2016 Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong 9 2016 On representation formulas for long run averaging optimal control problem. Zbl 1326.49067Buckdahn, R.; Quincampoix, M.; Renault, J. 11 2015 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Stochastic variational inequalities on non-convex domains. Zbl 1341.60050Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel 4 2015 Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083Buckdahn, Rainer; Goreac, Dan; Quincampoix, Marc 11 2014 Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. Zbl 1292.93144Buckdahn, Rainer; Li, Juan; Peng, Shige 10 2014 Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 10 2014 Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion. Zbl 1305.93205Buckdahn, Rainer; Jing, Shuai 3 2014 Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015Buckdahn, Rainer; Li, Juan; Quincampoix, Marc 10 2013 Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123Buckdahn, Rainer; Huang, Jianhui; Li, Juan 8 2012 A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036Buckdahn, Rainer; Djehiche, Boualem; Li, Juan 102 2011 Some recent aspects of differential game theory. Zbl 1214.91013Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 38 2011 Stochastic optimal control and linear programming approach. Zbl 1226.93137Buckdahn, R.; Goreac, D.; Quincampoix, M. 23 2011 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011Buckdahn, Rainer; Hu, Ying; Li, Juan 13 2011 Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118Buckdahn, Rainer; Li, Juan 7 2011 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L. 15 2010 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036Buckdahn, Rainer; Hu, Ying 6 2010 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162Buckdahn, Rainer; Cannarsa, Piermarco; Quincampoix, Marc 3 2010 Inf-convolution of \(G\)-expectations. Zbl 1217.60058Bai, Xuepeng; Buckdahn, Rainer 1 2010 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 119 2009 Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige 111 2009 On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041Buckdahn, R.; Ouknine, Y.; Quincampoix, M. 15 2009 Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026Buckdahn, Rainer; Li, Juan 11 2009 Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040Buckdahn, Rainer; Li, Juan 102 2008 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032Buckdahn, R.; Engelbert, H.-J. 2 2008 Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 2 2008 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031Buckdahn, Rainer; Ma, Jin 14 2007 A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario 13 2006 A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035Buckdahn, Rainer; Guatteri, Giuseppina 2 2006 A backward stochastic differential equation without strong solution. Zbl 1090.60051Buckdahn, R.; Engelbert, H.-J. 1 2006 Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055Buckdahn, Rainer; Ichihara, Naoyuki 11 2005 Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine 36 2004 On weak solutions of backward stochastic differential equations. Zbl 1095.60019Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 14 2004 Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 5 2004 On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057Buckdahn, Rainer; Răşcanu, Aurel 6 2003 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061Buckdahn, Rainer; Ma, Jin 16 2002 Viability of moving sets for stochastic differential equation. Zbl 1037.60055Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel 8 2002 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065Buckdahn, Rainer; Ma, Jin 47 2001 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066Buckdahn, Rainer; Ma, Jin 33 2001 A representation formula for the mean curvature motion. Zbl 1074.93037Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M. 14 2001 Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel 25 2000 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060Buckdahn, Rainer; Peng, Shige 10 1999 Ergodic backward SDE and associated PDE. Zbl 0937.60062Buckdahn, Rainer; Peng, Shige 3 1999 Existence of stochastic control under state constraints. Zbl 1036.49026Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine 26 1998 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002Buckdahn, Rainer; Hu, Ying 17 1998 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009Buckdahn, Rainer; Hu, Ying 15 1998 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026Buckdahn, Rainer; Hu, Ying 7 1998 Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne 209 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 0906.34040Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel 2 1997 Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044Buckdahn, Rainer 1 1995 Linear stochastic differential equations and Wick products. Zbl 0801.60045Buckdahn, R.; Nualart, D. 10 1994 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053Buckdahn, Rainer 7 1994 Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045Buckdahn, Rainer; Nualart, David 4 1993 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038Buckdahn, Rainer; Föllmer, Hans 3 1993 Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048Buckdahn, Rainer 4 1992 Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056Buckdahn, Rainer 1 1992 Anticipative Girsanov transformations. Zbl 0722.60059Buckdahn, Rainer 14 1991 Linear Skorohod stochastic differential equations. Zbl 0735.60057Buckdahn, Rainer 13 1991 Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061Buckdahn, R.; Pardoux, E. 17 1990 A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060Buckdahn, R. 3 1990 Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062Buckdahn, Rainer 6 1989 Anticipating linear stochastic differential equations. Zbl 0691.60046Buckdahn, Rainer 1 1989 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035Buckdahn, R.; Engelbert, H. J. 2 1984 all cited Publications top 5 cited Publications all top 5 Cited by 927 Authors 37 Buckdahn, Rainer 25 Li, Juan 25 Quincampoix, Marc 24 Goreac, Dan 21 Wu, Zhen 17 Hu, Ying 14 Pham, Huyên 12 Bahlali, Khaled 12 Djehiche, Boualem 12 Hamadene, Saïd 12 Ouknine, Youssef 12 Wang, Falei 12 Yong, Jiongmin 11 Hu, Mingshang 11 Ma, Jin 11 Rainer, Catherine 10 Yu, Zhiyong 10 Zhang, Jianfeng 10 Zhao, Weidong 9 Averboukh, Yuriĭ Vladimirovich 9 Cardaliaguet, Pierre 9 Gaitsgory, Vladimir G. 9 Huang, Jianhui 9 Ji, Shaolin 9 Matoussi, Anis 9 Mezerdi, Brahim 9 Øksendal, Bernt Karsten 9 Pardoux, Etienne 9 Peng, Shige 9 Serea, Oana-Silvia 9 Yam, Sheung Chi Phillip 8 Bensoussan, Alain 8 Cosso, Andrea 8 Kharroubi, Idris 8 Li, Xun 8 Nie, Tianyang 8 Possamaï, Dylan 8 Shi, Jingtao 8 Sun, Yabing 8 Tang, Shanjian 8 Tembine, Hamidou 7 Confortola, Fulvia 7 Hafayed, Mokhtar 7 Russo, Francesco 7 Sulem, Agnès 7 Wei, Qingmeng 6 Agram, Nacira 6 Cohen, Samuel N. 6 El Otmani, Mohamed 6 Essaky, El Hassan 6 Hao, Tao 6 Huang, Minyi 6 Jakobsen, Espen Robstad 6 Nualart, David 6 Rascanu, Aurel 6 Świȩch, Andrzej 6 Touzi, Nizar 5 Bandini, Elena 5 Bouchard, Bruno 5 Briand, Philippe 5 Dumitrescu, Roxana 5 Elie, Romuald 5 Elliott, Robert James 5 Fan, Shengjun 5 Friz, Peter Karl 5 Fuhrman, Marco 5 Guatteri, Giuseppina 5 Jing, Shuai 5 Ma, Heping 5 Maticiuc, Lucian 5 Meng, Qingxin 5 Popier, Alexandre 5 Proske, Frank Norbert 5 Ren, Yong 5 Shi, Yufeng 5 Shvartsman, Ilya A. 5 Simpson, David John Warwick 5 Wang, Guangchen 5 Zhang, Liangquan 5 Zhu, Xuehong 4 Aman, Auguste 4 Barreiro-Gomez, Julián 4 Bogachev, Vladimir Igorevich 4 Chala, Adel 4 Choutri, Salah Eddine 4 Delarue, François 4 Duncan, Tyrone E. 4 Jimenez, Chloé 4 Karlsen, Kenneth Hvistendahl 4 Li, Ruijing 4 Li, Wenqiang 4 Lin, Qian 4 Ma, Limin 4 Moon, Jun-Hee 4 Mou, Chenchen 4 Oberhauser, Harald 4 Quenez, Marie-Claire 4 Renault, Jérôme 4 Rotenstein, Eduard-Paul 4 Sabbagh, Wissal ...and 827 more Authors all top 5 Cited in 182 Serials 83 Stochastic Processes and their Applications 46 SIAM Journal on Control and Optimization 42 Applied Mathematics and Optimization 28 Journal of Mathematical Analysis and Applications 27 Journal of Differential Equations 25 Stochastics and Dynamics 22 The Annals of Applied Probability 21 Automatica 20 Probability Theory and Related Fields 20 Dynamic Games and Applications 19 The Annals of Probability 19 Systems & Control Letters 19 Stochastic Analysis and Applications 19 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 18 Mathematical Control and Related Fields 16 International Journal of Control 14 Journal of Optimization Theory and Applications 14 Statistics & Probability Letters 13 NoDEA. Nonlinear Differential Equations and Applications 12 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 11 Bulletin des Sciences Mathématiques 11 Journal of Systems Science and Complexity 10 Journal of Theoretical Probability 10 Stochastics 10 Probability, Uncertainty and Quantitative Risk 9 Comptes Rendus. Mathématique. Académie des Sciences, Paris 8 Mathematics of Operations Research 8 Discrete and Continuous Dynamical Systems 8 Advances in Difference Equations 7 Acta Mathematicae Applicatae Sinica. English Series 7 Random Operators and Stochastic Equations 7 Bernoulli 7 Abstract and Applied Analysis 7 Acta Mathematica Sinica. English Series 6 Transactions of the American Mathematical Society 6 SIAM Journal on Mathematical Analysis 6 European Journal of Control 6 Science China. Mathematics 5 International Journal of Game Theory 5 Journal of Functional Analysis 5 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 5 MCSS. Mathematics of Control, Signals, and Systems 5 Potential Analysis 5 Journal of Mathematical Sciences (New York) 5 Electronic Journal of Probability 5 Mathematical Problems in Engineering 5 Finance and Stochastics 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Discrete and Continuous Dynamical Systems. Series B 5 Mathematics and Financial Economics 5 Asian Journal of Control 5 Journal of Dynamics and Games 4 Advances in Applied Probability 4 Journal of the Franklin Institute 4 Applied Mathematics and Computation 4 Communications in Partial Differential Equations 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Journal of Inequalities and Applications 4 Set-Valued and Variational Analysis 4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 3 Proceedings of the American Mathematical Society 3 Chinese Annals of Mathematics. Series B 3 Acta Applicandae Mathematicae 3 Numerical Algorithms 3 Stochastics and Stochastics Reports 3 Journal of Dynamics and Differential Equations 3 Mathematical Finance 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Journal of Evolution Equations 3 Stochastic Models 3 Communications on Pure and Applied Analysis 3 Boundary Value Problems 3 SIAM Journal on Financial Mathematics 3 International Journal of Stochastic Analysis 3 Games 3 Afrika Matematika 2 Communications on Pure and Applied Mathematics 2 Theory of Probability and its Applications 2 Journal of Computational and Applied Mathematics 2 Mathematische Annalen 2 Memoirs of the American Mathematical Society 2 Optimal Control Applications & Methods 2 Bulletin of the Iranian Mathematical Society 2 Science in China. Series A 2 Japan Journal of Industrial and Applied Mathematics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Annales Mathématiques Blaise Pascal 2 Electronic Communications in Probability 2 International Journal of Theoretical and Applied Finance 2 Journal of Applied Mathematics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Advances in Applied Mathematics and Mechanics 2 Communications in Mathematics and Statistics 2 Evolution Equations and Control Theory 2 East Asian Journal on Applied Mathematics 2 SIAM/ASA Journal on Uncertainty Quantification 2 Nonlinear Analysis. Theory, Methods & Applications 2 Research in the Mathematical Sciences 2 AIMS Mathematics 1 Applicable Analysis ...and 82 more Serials all top 5 Cited in 29 Fields 677 Probability theory and stochastic processes (60-XX) 343 Systems theory; control (93-XX) 300 Calculus of variations and optimal control; optimization (49-XX) 252 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 215 Partial differential equations (35-XX) 61 Operations research, mathematical programming (90-XX) 54 Ordinary differential equations (34-XX) 53 Numerical analysis (65-XX) 21 Integral equations (45-XX) 19 Operator theory (47-XX) 15 Dynamical systems and ergodic theory (37-XX) 11 Statistics (62-XX) 11 Biology and other natural sciences (92-XX) 8 Measure and integration (28-XX) 8 Functional analysis (46-XX) 6 Differential geometry (53-XX) 6 Global analysis, analysis on manifolds (58-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Real functions (26-XX) 4 Fluid mechanics (76-XX) 3 Difference and functional equations (39-XX) 3 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 2 Computer science (68-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Abstract harmonic analysis (43-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) Citations by Year