Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Philippe Briand"'
Publikováno v:
Annals of Applied Probability
Annals of Applied Probability, 2020, 30 (4), pp.1884-1909
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (4), pp.1884-1909
Ann. Appl. Probab. 30, no. 4 (2020), 1884-1909
Annals of Applied Probability, 2020, 30 (4), pp.1884-1909
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2020, 30 (4), pp.1884-1909
Ann. Appl. Probab. 30, no. 4 (2020), 1884-1909
This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on its law. These reflected equations have been introduced recently in a backward form by Briand, Elie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ca78723f39af69808e57139a8fa0e254
https://doi.org/10.1214/19-aap1546
https://doi.org/10.1214/19-aap1546
Publikováno v:
Advances in Applied Probability
Advances in Applied Probability, Applied Probability Trust, 2020, 52 (2), pp.523-562
Advances in Applied Probability, Applied Probability Trust, 2020, 52 (2), pp.523-562
This paper is devoted to the study of reflected Stochastic Differential Equations with jumps when the constraint is not on the paths of the solution but acts on the law of the solution. This type of reflected equations have been introduced recently b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2eb5bf51a58a1657a5284825ef1407e3
http://hal.univ-smb.fr/hal-01742164v2/document
http://hal.univ-smb.fr/hal-01742164v2/document
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, 2020, 130 (12), pp.7021-7097. ⟨10.1016/j.spa.2020.07.007⟩
Stochastic Processes and their Applications, Elsevier, 2020, 130 (12), pp.7021-7097. ⟨10.1016/j.spa.2020.07.007⟩
Stochastic Processes and their Applications, 2020, 130 (12), pp.7021-7097. ⟨10.1016/j.spa.2020.07.007⟩
Stochastic Processes and their Applications, Elsevier, 2020, 130 (12), pp.7021-7097. ⟨10.1016/j.spa.2020.07.007⟩
International audience; In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set and which is reflected along the corresponding
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d016ed7f7ea03c77f68874a45df8ad14
https://hal.science/hal-03848633
https://hal.science/hal-03848633
Autor:
Adrien Richou, Philippe Briand
Publikováno v:
Frontiers in stochastic analysis-BSDEs, SPDEs and their applications
Frontiers in stochastic analysis-BSDEs, SPDEs and their applications, 289, Springer, pp.89--107, 2019, Springer Proc. Math. Stat., ⟨10.1007/978-3-030-22285-7_3⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783030222840
Frontiers in stochastic analysis-BSDEs, SPDEs and their applications, 289, Springer, pp.89--107, 2019, Springer Proc. Math. Stat., ⟨10.1007/978-3-030-22285-7_3⟩
Springer Proceedings in Mathematics & Statistics ISBN: 9783030222840
International audience; In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2fb3b9b36d01ab91954f6f80d9f991a7
https://hal.archives-ouvertes.fr/hal-01673587/document
https://hal.archives-ouvertes.fr/hal-01673587/document
In this paper, we study in the Markovian case the rate of convergence in Wasserstein distance when the solution to a BSDE is approximated by a solution to a BSDE driven by a scaled random walk as introduced in Briand, Delyon and Mémin (Electron. Com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a80a0a44bc26b2efa3894bbbfb1dd026
https://hal.archives-ouvertes.fr/hal-02165750
https://hal.archives-ouvertes.fr/hal-02165750
Généralement appréhendés comme objets de sciences distincts, la langue et le droit sont pourtant deux phénomènes socioculturels qui ne s'indiffèrent pas mutuellement. Les rapports qu'ils entretiennent constituent un terrain fertile à la réfl
Autor:
Philippe Briand, Hélène Hibon
Publikováno v:
Stochastic Processes and their Applications
Stochastic Processes and their Applications, Elsevier, 2021, 131, pp.253-275. ⟨10.1016/j.spa.2020.09.010⟩
Stochastic Processes and their Applications, 2021, 131, pp.253-275. ⟨10.1016/j.spa.2020.09.010⟩
Stochastic Processes and their Applications, Elsevier, 2021, 131, pp.253-275. ⟨10.1016/j.spa.2020.09.010⟩
Stochastic Processes and their Applications, 2021, 131, pp.253-275. ⟨10.1016/j.spa.2020.09.010⟩
In this paper, we study Reflected Backward Stochastic Differential Equations for which the constraint is not on the paths of the solution but on its law as introduced by Briand, Elie and Hu in Briand et al. (2018). We extend the recent work Briand et
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9c9702c5f7401647d8a0c303224ac1f1
http://hal.univ-smb.fr/hal-01666474
http://hal.univ-smb.fr/hal-01666474
Publikováno v:
Annals of Applied Probability
Annals of Applied Probability, 2018, 28 (1), pp.482-510. ⟨10.1214/17-AAP1310⟩
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2018, 28 (1), pp.482-510. ⟨10.1214/17-AAP1310⟩
The Annals of Applied Probability : an official journal of the institute of mathematical statistics
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2018, 28 (1), pp.482-510. 〈10.1214/17-AAP1310〉
Ann. Appl. Probab. 28, no. 1 (2018), 482-510
Annals of Applied Probability, 2018, 28 (1), pp.482-510. ⟨10.1214/17-AAP1310⟩
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2018, 28 (1), pp.482-510. ⟨10.1214/17-AAP1310⟩
The Annals of Applied Probability : an official journal of the institute of mathematical statistics
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2018, 28 (1), pp.482-510. 〈10.1214/17-AAP1310〉
Ann. Appl. Probab. 28, no. 1 (2018), 482-510
International audience; In this paper, we study a new type of BSDE, where the distribution of the Y-component of the solution is required to satisfy an additional constraint, written in terms of the expectation of a loss function. This constraint is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e45bdc5a7b5f66170da6549409b324bf
Autor:
Katherine Desjardins, Véronique Gingras, Philippe Briand, Jean-Marie Ekoé, Rémi Rabasa-Lhoret, Hortensia Mircescu, Catherine Leroux, Anne-Sophie Brazeau, Corinne Suppère
Publikováno v:
Applied physiology, nutrition, and metabolism = Physiologie appliquee, nutrition et metabolisme. 39(4)
Physical inactivity is highly common in adults with type 1 diabetes (T1D) as specific barriers (i.e., hypoglycemia) may prevent them from being active. The objective of this study was to examine the efficacy of the Physical Exercise Promotion program
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cbd8c979847d115d74dfb14574730ece
https://pubmed.ncbi.nlm.nih.gov/24669988
https://pubmed.ncbi.nlm.nih.gov/24669988
Autor:
Philippe Briand
Publikováno v:
Stochastics and Stochastic Reports. 64:1-32
In this paper, we study the existence and uniqueness of solutions of systems of semilinear PDE's by a probabilistic method based upon the nonlinear Feynman-Kac formula, introduced by E. Pardoux and S. Peng in [13]. Our contribution to this topic is t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::47af8410242b0acdac5a42065d630468
https://doi.org/10.1080/17442509808834155
https://doi.org/10.1080/17442509808834155