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All issues ESAIM: PS, 18 (2014) 233-250 Article references

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Cited article:

Mean-field reflected backward stochastic differential equations

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The Annals of Applied Probability 33 (4) (2023)
https://doi.org/10.1214/20-AAP1657

Optimal switching problems with an infinite set of modes: An approach by randomization and constrained backward SDEs

Marco Fuhrman and Marie-Amélie Morlais
Stochastic Processes and their Applications 130 (5) 3120 (2020)
https://doi.org/10.1016/j.spa.2019.09.008

𝕃p solutions of reflected backward stochastic differential equations with jumps

Song Yao
ESAIM: Probability and Statistics 24 935 (2020)
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Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem

Elena Bandini, Andrea Cosso, Marco Fuhrman and Huyên Pham
Stochastic Processes and their Applications 129 (2) 674 (2019)
https://doi.org/10.1016/j.spa.2018.03.014

A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time

S. Hamadène, R. Martyr and J. Moriarty
Advances in Applied Probability 51 (2) 425 (2019)
https://doi.org/10.1017/apr.2019.19

Backward SDEs and infinite horizon stochastic optimal control

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ESAIM: Control, Optimisation and Calculus of Variations 25 31 (2019)
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Improved error bounds for quantization based numerical schemes for BSDE and nonlinear filtering

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Stochastic Processes and their Applications 128 (3) 847 (2018)
https://doi.org/10.1016/j.spa.2017.05.009

On a Class of Path-Dependent Singular Stochastic Control Problems

Romuald Elie, Ludovic Moreau and Dylan Possamaï
SIAM Journal on Control and Optimization 56 (5) 3260 (2018)
https://doi.org/10.1137/17M1114235

Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach

Elena Bandini, Andrea Cosso, Marco Fuhrman and Huyên Pham
The Annals of Applied Probability 28 (3) (2018)
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Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes

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Stochastic Processes and their Applications 127 (5) 1441 (2017)
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Representation of non-Markovian optimal stopping problems by constrained BSDEs with a single jump

Marco Fuhrman, Huyên Pham and Federica Zeni
Electronic Communications in Probability 21 (none) (2016)
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Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles

Boualem Djehiche, Said Hamadène and Marie-Amelie Morlais
Funkcialaj Ekvacioj 58 (1) 135 (2015)
https://doi.org/10.1619/fesi.58.135

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection

Tianyang Nie and Marek Rutkowski
Stochastic Processes and their Applications 124 (8) 2672 (2014)
https://doi.org/10.1016/j.spa.2014.03.009