×
Compute Distance To:
Author ID: buckdahn.rainer Recent zbMATH articles by "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

Publications by Year

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 0878.60036
Barles, Guy; Buckdahn, Rainer; Pardoux, Etienne
209
1997
Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022
Buckdahn, Rainer; Li, Juan; Peng, Shige
119
2009
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
111
2009
Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040
Buckdahn, Rainer; Li, Juan
102
2008
A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan
102
2011
Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070
Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine
64
2017
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065
Buckdahn, Rainer; Ma, Jin
47
2001
Some recent aspects of differential game theory. Zbl 1214.91013
Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M.
38
2011
Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010
Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine
36
2004
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066
Buckdahn, Rainer; Ma, Jin
33
2001
Existence of stochastic control under state constraints. Zbl 1036.49026
Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine
26
1998
Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061
Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel
25
2000
Stochastic optimal control and linear programming approach. Zbl 1226.93137
Buckdahn, R.; Goreac, D.; Quincampoix, M.
23
2011
Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017
Buckdahn, Rainer; Hu, Ying; Peng, Shige
19
1999
A stochastic maximum principle for general mean-field systems. Zbl 1359.93528
Buckdahn, Rainer; Li, Juan; Ma, Jin
18
2016
Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002
Buckdahn, Rainer; Hu, Ying
17
1998
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
17
1990
Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061
Buckdahn, Rainer; Ma, Jin
16
2002
Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009
Buckdahn, Rainer; Hu, Ying
15
1998
On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041
Buckdahn, R.; Ouknine, Y.; Quincampoix, M.
15
2009
Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137
Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L.
15
2010
A representation formula for the mean curvature motion. Zbl 1074.93037
Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M.
14
2001
Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031
Buckdahn, Rainer; Ma, Jin
14
2007
Anticipative Girsanov transformations. Zbl 0722.60059
Buckdahn, Rainer
14
1991
On weak solutions of backward stochastic differential equations. Zbl 1095.60019
Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A.
14
2004
A mean-field stochastic control problem with partial observations. Zbl 1380.93282
Buckdahn, Rainer; Li, Juan; Ma, Jin
14
2017
A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061
Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario
13
2006
Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011
Buckdahn, Rainer; Hu, Ying; Li, Juan
13
2011
Linear Skorohod stochastic differential equations. Zbl 0735.60057
Buckdahn, Rainer
13
1991
On representation formulas for long run averaging optimal control problem. Zbl 1326.49067
Buckdahn, R.; Quincampoix, M.; Renault, J.
11
2015
Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026
Buckdahn, Rainer; Li, Juan
11
2009
Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055
Buckdahn, Rainer; Ichihara, Naoyuki
11
2005
Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083
Buckdahn, 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 1292.93144
Buckdahn, Rainer; Li, Juan; Peng, Shige
10
2014
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc
10
2014
Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035
Buckdahn, Rainer; Nie, Tianyang
10
2016
Linear stochastic differential equations and Wick products. Zbl 0801.60045
Buckdahn, R.; Nualart, D.
10
1994
Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060
Buckdahn, Rainer; Peng, Shige
10
1999
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc
10
2013
Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong
9
2016
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
9
2015
Viability of moving sets for stochastic differential equation. Zbl 1037.60055
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel
8
2002
Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123
Buckdahn, Rainer; Huang, Jianhui; Li, Juan
8
2012
Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053
Buckdahn, Rainer
7
1994
Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026
Buckdahn, Rainer; Hu, Ying
7
1998
Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118
Buckdahn, Rainer; Li, Juan
7
2011
Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062
Buckdahn, Rainer
6
1989
On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057
Buckdahn, Rainer; Răşcanu, Aurel
6
2003
Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036
Buckdahn, Rainer; Hu, Ying
6
2010
Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133
Buckdahn, 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 1186.93067
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef
5
2010
Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066
Buckdahn, Rainer; Jing, Shuai
5
2017
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
4
2015
Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045
Buckdahn, Rainer; Nualart, David
4
1993
Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048
Buckdahn, Rainer
4
1992
Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087
Buckdahn, Rainer; Bulla, Ingo; Ma, Jin
4
2011
Ergodic backward SDE and associated PDE. Zbl 0937.60062
Buckdahn, Rainer; Peng, Shige
3
1999
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
3
2017
A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060
Buckdahn, R.
3
1990
Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion. Zbl 1305.93205
Buckdahn, Rainer; Jing, Shuai
3
2014
Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162
Buckdahn, 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 1414.60040
Buckdahn, Rainer; Hu, Ying; Tang, Shanjian
3
2018
Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme
3
2020
Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035
Buckdahn, R.; Engelbert, H. J.
2
1984
On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032
Buckdahn, R.; Engelbert, H.-J.
2
2008
A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035
Buckdahn, 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 0906.34040
Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel
2
1997
Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041
Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario
2
2008
Anticipating linear stochastic differential equations. Zbl 0691.60046
Buckdahn, Rainer
1
1989
Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044
Buckdahn, Rainer
1
1995
A backward stochastic differential equation without strong solution. Zbl 1090.60051
Buckdahn, R.; Engelbert, H.-J.
1
2006
Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056
Buckdahn, Rainer
1
1992
Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065
Buckdahn, Rainer; Ma, Jin; Rainer, Catherine
1
2008
Inf-convolution of \(G\)-expectations. Zbl 1217.60058
Bai, Xuepeng; Buckdahn, Rainer
1
2010
Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275
Buckdahn, Rainer; Chen, Yajie; Li, Juan
1
2021
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
1
2020
On the compensator of the default process in an information-based model. Zbl 1444.60034
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen
1
2017
Viability of an open set for stochastic control systems. Zbl 1479.49033
Buckdahn, R.; Frankowska, H.; Quincampoix, M.
1
2019
Partial derivative with respect to the measure and its application to general controlled mean-field systems. Zbl 1471.93275
Buckdahn, Rainer; Chen, Yajie; Li, Juan
1
2021
Representation formulas for limit values of long run stochastic optimal controls. Zbl 1467.93326
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc; Renault, Jérôme
3
2020
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
1
2020
Viability of an open set for stochastic control systems. Zbl 1479.49033
Buckdahn, 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 1414.60040
Buckdahn, Rainer; Hu, Ying; Tang, Shanjian
3
2018
Mean-field stochastic differential equations and associated PDEs. Zbl 1402.60070
Buckdahn, Rainer; Li, Juan; Peng, Shige; Rainer, Catherine
64
2017
A mean-field stochastic control problem with partial observations. Zbl 1380.93282
Buckdahn, Rainer; Li, Juan; Ma, Jin
14
2017
Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. Zbl 1361.93066
Buckdahn, Rainer; Jing, Shuai
5
2017
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
3
2017
On the compensator of the default process in an information-based model. Zbl 1444.60034
Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen
1
2017
A stochastic maximum principle for general mean-field systems. Zbl 1359.93528
Buckdahn, Rainer; Li, Juan; Ma, Jin
18
2016
Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem. Zbl 1345.49035
Buckdahn, Rainer; Nie, Tianyang
10
2016
Differential games with asymmetric information and without Isaacs’ condition. Zbl 1388.91058
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Xu, Yuhong
9
2016
On representation formulas for long run averaging optimal control problem. Zbl 1326.49067
Buckdahn, R.; Quincampoix, M.; Renault, J.
11
2015
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
9
2015
Stochastic variational inequalities on non-convex domains. Zbl 1341.60050
Buckdahn, Rainer; Maticiuc, Lucian; Pardoux, Etienne; Răşcanu, Aurel
4
2015
Existence of asymptotic values for nonexpansive stochastic control systems. Zbl 1294.93083
Buckdahn, 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 1292.93144
Buckdahn, Rainer; Li, Juan; Peng, Shige
10
2014
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Zbl 1296.49034
Buckdahn, 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 1305.93205
Buckdahn, Rainer; Jing, Shuai
3
2014
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. Zbl 1277.91015
Buckdahn, Rainer; Li, Juan; Quincampoix, Marc
10
2013
Regularity properties for general HJB equations: a backward stochastic differential equation method. Zbl 1246.93123
Buckdahn, Rainer; Huang, Jianhui; Li, Juan
8
2012
A general stochastic maximum principle for SDEs of mean-field type. Zbl 1245.49036
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan
102
2011
Some recent aspects of differential game theory. Zbl 1214.91013
Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M.
38
2011
Stochastic optimal control and linear programming approach. Zbl 1226.93137
Buckdahn, R.; Goreac, D.; Quincampoix, M.
23
2011
Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011
Buckdahn, Rainer; Hu, Ying; Li, Juan
13
2011
Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Zbl 1258.93118
Buckdahn, Rainer; Li, Juan
7
2011
Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087
Buckdahn, Rainer; Bulla, Ingo; Ma, Jin
4
2011
Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137
Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L.
15
2010
Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036
Buckdahn, Rainer; Hu, Ying
6
2010
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef
5
2010
Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem. Zbl 1205.93162
Buckdahn, Rainer; Cannarsa, Piermarco; Quincampoix, Marc
3
2010
Inf-convolution of \(G\)-expectations. Zbl 1217.60058
Bai, Xuepeng; Buckdahn, Rainer
1
2010
Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022
Buckdahn, Rainer; Li, Juan; Peng, Shige
119
2009
Mean-field backward stochastic differential equations: A limit approach. Zbl 1176.60042
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan; Peng, Shige
111
2009
On limiting values of stochastic differential equations with small noise intensity tending to zero. Zbl 1178.60041
Buckdahn, R.; Ouknine, Y.; Quincampoix, M.
15
2009
Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Zbl 1169.93026
Buckdahn, Rainer; Li, Juan
11
2009
Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. Zbl 1157.93040
Buckdahn, Rainer; Li, Juan
102
2008
On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032
Buckdahn, R.; Engelbert, H.-J.
2
2008
Controlled stochastic differential equations under constraints in infinite dimensional spaces. Zbl 1157.93041
Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario
2
2008
Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065
Buckdahn, Rainer; Ma, Jin; Rainer, Catherine
1
2008
Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031
Buckdahn, Rainer; Ma, Jin
14
2007
A characterization of approximately controllable linear stochastic differential equations. Zbl 1121.60061
Buckdahn, Rainer; Quincampoix, Marc; Tessitore, Gianmario
13
2006
A stochastic Tikhonov theorem in infinite dimensions. Zbl 1104.60035
Buckdahn, Rainer; Guatteri, Giuseppina
2
2006
A backward stochastic differential equation without strong solution. Zbl 1090.60051
Buckdahn, R.; Engelbert, H.-J.
1
2006
Limit theorem for controlled backward SDEs and homogenization of Hamilton-Jacobi-Bellman equations. Zbl 1109.60055
Buckdahn, Rainer; Ichihara, Naoyuki
11
2005
Nash equilibrium payoffs for nonzero-sum stochastic differential games. Zbl 1101.91010
Buckdahn, Rainer; Cardaliaguet, Pierre; Rainer, Catherine
36
2004
On weak solutions of backward stochastic differential equations. Zbl 1095.60019
Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A.
14
2004
Stochastic control with exit time and constraints, application to small time attainability of sets. Zbl 1059.93133
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel
5
2004
On the existence of stochastic optimal control of distributed state system. Zbl 1030.93057
Buckdahn, Rainer; Răşcanu, Aurel
6
2003
Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061
Buckdahn, Rainer; Ma, Jin
16
2002
Viability of moving sets for stochastic differential equation. Zbl 1037.60055
Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Răşcanu, Aurel
8
2002
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065
Buckdahn, Rainer; Ma, Jin
47
2001
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066
Buckdahn, Rainer; Ma, Jin
33
2001
A representation formula for the mean curvature motion. Zbl 1074.93037
Buckdahn, R.; Cardaliaguet, P.; Quincampoix, M.
14
2001
Viability property for a backward stochastic differential equation and applications to partial differential equations. Zbl 0969.60061
Buckdahn, Rainer; Quincampoix, Marc; Răşcanu, Aurel
25
2000
Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017
Buckdahn, Rainer; Hu, Ying; Peng, Shige
19
1999
Stationary backward stochastic differential equations and associated partial differential equations. Zbl 0948.60060
Buckdahn, Rainer; Peng, Shige
10
1999
Ergodic backward SDE and associated PDE. Zbl 0937.60062
Buckdahn, Rainer; Peng, Shige
3
1999
Existence of stochastic control under state constraints. Zbl 1036.49026
Buckdahn, Rainer; Peng, Shige; Quincampoix, Marc; Rainer, Catherine
26
1998
Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002
Buckdahn, Rainer; Hu, Ying
17
1998
Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009
Buckdahn, Rainer; Hu, Ying
15
1998
Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026
Buckdahn, Rainer; Hu, Ying
7
1998
Backward stochastic differential equations and integral-partial differential equations. Zbl 0878.60036
Barles, 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 0906.34040
Buckdahn, Rainer; Quincampoix, Marc; Rascanu, Aurel
2
1997
Backward stochastic differential equations. Option hedging under additional cost. Zbl 0827.60044
Buckdahn, Rainer
1
1995
Linear stochastic differential equations and Wick products. Zbl 0801.60045
Buckdahn, R.; Nualart, D.
10
1994
Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0849.60053
Buckdahn, Rainer
7
1994
Skorohod stochastic differential equations with boundary conditions. Zbl 0795.60045
Buckdahn, Rainer; Nualart, David
4
1993
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
Skorohod stochastic differential equations of diffusion type. Zbl 0767.60048
Buckdahn, Rainer
4
1992
Anticipative Girsanov transformations and Skorohod stochastic differential equations. Zbl 0754.60056
Buckdahn, Rainer
1
1992
Anticipative Girsanov transformations. Zbl 0722.60059
Buckdahn, Rainer
14
1991
Linear Skorohod stochastic differential equations. Zbl 0735.60057
Buckdahn, Rainer
13
1991
Monotonicity methods for white noise driven quasi-linear SPDEs. Zbl 0722.60061
Buckdahn, R.; Pardoux, E.
17
1990
A regularity condition for non-Markovian solutions of stochastic differential equations in the plane. Zbl 0722.60060
Buckdahn, R.
3
1990
Transformations on the Wiener space and Skorokhod-type stochastic differential equations. Zbl 0685.60062
Buckdahn, Rainer
6
1989
Anticipating linear stochastic differential equations. Zbl 0691.60046
Buckdahn, Rainer
1
1989
Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035
Buckdahn, R.; Engelbert, H. J.
2
1984
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

Citations by Year