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Cited article:

Continuity problem for BSDE and IPDE with singular terminal condition

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Journal of Mathematical Analysis and Applications 543 (1) 128845 (2025)
https://doi.org/10.1016/j.jmaa.2024.128845

Optimal liquidation with conditions on minimum price

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ESAIM: Control, Optimisation and Calculus of Variations 31 19 (2025)
https://doi.org/10.1051/cocv/2025009

Growth condition on the generator of BSDE with singular terminal value ensuring continuity up to terminal time

Dorian Cacitti-Holland, Laurent Denis and Alexandre Popier
Stochastic Processes and their Applications 183 104588 (2025)
https://doi.org/10.1016/j.spa.2025.104588

Continuity problem for singular BSDE with random terminal time

Sharoy Augustine Samuel, Alexandre Popier and Ali Devin Sezer
Latin American Journal of Probability and Mathematical Statistics 19 (2) 1185 (2022)
https://doi.org/10.30757/ALEA.v19-49

Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration

Mahdi Ahmadi, Alexandre Popier and Ali Devin Sezer
Electronic Journal of Probability 26 (none) (2021)
https://doi.org/10.1214/21-EJP619

Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting

Dmytro Marushkevych and Alexandre Popier
Probability, Uncertainty and Quantitative Risk 5 (1) (2020)
https://doi.org/10.1186/s41546-020-0043-5

Second-order BSDE under monotonicity condition and liquidation problem under uncertainty

Alexandre Popier and Chao Zhou
The Annals of Applied Probability 29 (3) (2019)
https://doi.org/10.1214/18-AAP1435

Backward stochastic differential equations with non-Markovian singular terminal values

Ali Devin Sezer, Thomas Kruse and Alexandre Popier
Stochastics and Dynamics 19 (02) 1950006 (2019)
https://doi.org/10.1142/S0219493719500060

Linear Quadratic Stochastic Control Problems with Stochastic Terminal Constraint

Peter Bank and Moritz Voß
SIAM Journal on Control and Optimization 56 (2) 672 (2018)
https://doi.org/10.1137/16M1104597