## Briand, Philippe

Compute Distance To:
 Author ID: briand.philippe Published as: Briand, Philippe; Briand, Ph.
 Documents Indexed: 23 Publications since 1994 Co-Authors: 18 Co-Authors with 19 Joint Publications 567 Co-Co-Authors
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### Co-Authors

 4 single-authored 8 Hu, Ying 3 Confortola, Fulvia 3 Delyon, Bernard 3 Labart, Céline 3 Mémin, Jean 2 Chaudru De Raynal, Paul-Eric 2 Elie, Romuald 1 Cardaliaguet, Pierre 1 Carmona, René A. 1 Coquet, François 1 Geiss, Christel 1 Geiss, Stefan 1 Guillin, Arnaud 1 Lepeltier, Jean-Pierre 1 Pardoux, Etienne 1 Peng, Shige 1 San Martín, Jaime 1 Stoica, Lucreţiu
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### Serials

 5 Stochastic Processes and their Applications 3 The Annals of Applied Probability 2 Probability Theory and Related Fields 2 Séminaire d’Analyse. Université Blaise Pascal. Clermont II 2 Electronic Communications in Probability 2 Bernoulli 1 Applied Mathematics and Optimization 1 Journal of Functional Analysis 1 Journal of Applied Mathematics and Stochastic Analysis 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Stochastics and Stochastics Reports 1 Electronic Journal of Probability 1 Nonlinear Analysis. Theory, Methods & Applications

### Fields

 22 Probability theory and stochastic processes (60-XX) 7 Partial differential equations (35-XX) 2 Numerical analysis (65-XX) 2 Systems theory; control (93-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX)

### Citations contained in zbMATH Open

18 Publications have been cited 799 times in 515 Documents Cited by Year
$$L^p$$ solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
2003
BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052
Briand, Philippe; Hu, Ying
2006
Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
Briand, Philippe; Hu, Ying
2008
A converse comparison theorem for BSDEs and related properties of $$g$$-expectation. Zbl 0966.60054
Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
2000
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2001
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces. Zbl 1136.60337
Briand, Philippe; Confortola, Fulvia
2008
Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. Zbl 0912.60081
Briand, Philippe; Hu, Ying
1998
BSDEs with polynomial growth generators. Zbl 0979.60046
Briand, Philippe; Carmona, René
2000
On the robustness of backward stochastic differential equations. Zbl 1058.60041
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2002
A simple constructive approach to quadratic BSDEs with or without delay. Zbl 1294.60092
Briand, Philippe; Elie, Romuald
2013
Simulation of BSDEs by Wiener chaos expansion. Zbl 1311.60077
Briand, Philippe; Labart, Céline
2014
One-dimensional backward stochastic differential equations whose coefficient is monotonic in $$y$$ and non-Lipschitz in $$z$$. Zbl 1129.60057
Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime
2007
BSDEs with mean reflection. Zbl 1391.60133
Briand, Philippe; Elie, Romuald; Hu, Ying
2018
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. Zbl 1191.60071
Confortola, Fulvia; Briand, Philippe
2008
Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs. Zbl 0922.60055
Briand, Philippe; Hu, Ying
1999
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators. Zbl 1147.60318
Briand, Philippe; Confortola, Fulvia
2008
Particles systems and numerical schemes for mean reflected stochastic differential equations. Zbl 1472.60093
Briand, Philippe; de Raynal, Paul-Éric Chaudru; Guillin, Arnaud; Labart, Céline
2020
Forward and backward stochastic differential equations with normal constraints in law. Zbl 1454.60075
Briand, Philippe; Cardaliaguet, Pierre; Chaudru de Raynal, Paul-Éric; Hu, Ying
2020
Particles systems and numerical schemes for mean reflected stochastic differential equations. Zbl 1472.60093
Briand, Philippe; de Raynal, Paul-Éric Chaudru; Guillin, Arnaud; Labart, Céline
2020
Forward and backward stochastic differential equations with normal constraints in law. Zbl 1454.60075
Briand, Philippe; Cardaliaguet, Pierre; Chaudru de Raynal, Paul-Éric; Hu, Ying
2020
BSDEs with mean reflection. Zbl 1391.60133
Briand, Philippe; Elie, Romuald; Hu, Ying
2018
Simulation of BSDEs by Wiener chaos expansion. Zbl 1311.60077
Briand, Philippe; Labart, Céline
2014
A simple constructive approach to quadratic BSDEs with or without delay. Zbl 1294.60092
Briand, Philippe; Elie, Romuald
2013
Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037
Briand, Philippe; Hu, Ying
2008
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces. Zbl 1136.60337
Briand, Philippe; Confortola, Fulvia
2008
Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension. Zbl 1191.60071
Confortola, Fulvia; Briand, Philippe
2008
Differentiability of backward stochastic differential equations in Hilbert spaces with monotone generators. Zbl 1147.60318
Briand, Philippe; Confortola, Fulvia
2008
One-dimensional backward stochastic differential equations whose coefficient is monotonic in $$y$$ and non-Lipschitz in $$z$$. Zbl 1129.60057
Briand, Philippe; Lepeltier, Jean-Pierre; San Martín, Jaime
2007
BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052
Briand, Philippe; Hu, Ying
2006
$$L^p$$ solutions of backward stochastic differential equations. Zbl 1075.65503
Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L.
2003
On the robustness of backward stochastic differential equations. Zbl 1058.60041
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2002
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2001
A converse comparison theorem for BSDEs and related properties of $$g$$-expectation. Zbl 0966.60054
Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige
2000
BSDEs with polynomial growth generators. Zbl 0979.60046
Briand, Philippe; Carmona, René
2000
Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs. Zbl 0922.60055
Briand, Philippe; Hu, Ying
1999
Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. Zbl 0912.60081
Briand, Philippe; Hu, Ying
1998
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### Cited by 467 Authors

 33 Fan, Shengjun 27 Hu, Ying 27 Jiang, Long 17 Klimsiak, Tomasz 16 Tang, Shanjian 11 Briand, Philippe 11 Hu, Feng 11 Peng, Shige 11 Popier, Alexandre 11 Yong, Jiongmin 10 Hu, Mingshang 10 Possamaï, Dylan 10 Richou, Adrien 9 Gobet, Emmanuel 9 Wang, Falei 8 Chen, Zengjing 8 dos Reis, Gonçalo 8 Jia, Guangyan 8 Labart, Céline 8 Yao, Song 7 Imkeller, Peter 7 Jentzen, Arnulf 7 Kruse, Thomas 7 Liang, Gechun 7 Zong, Zhaojun 6 Bahlali, Khaled 6 Confortola, Fulvia 6 Essaky, El Hassan 6 Frei, Christoph 6 Geiss, Christel 6 Rozkosz, Andrzej 6 Tian, Dejian 6 Wu, Zhen 5 Cheridito, Patrick 5 Delbaen, Freddy 5 E, Weinan 5 Kim, Mun Chŏl 5 Luo, Peng 5 Matoussi, Anis 5 O, Hun 5 Ouknine, Youssef 5 Pardoux, Etienne 5 Słomiński, Leszek 5 Stadje, Mitja 5 Touzi, Nizar 5 Wang, Tianxiao 5 Xu, Mingyu 5 Zhou, Chao 4 Aman, Auguste 4 Chassagneux, Jean-François 4 Geiss, Stefan 4 Hassani, Mohammed 4 Hutzenthaler, Martin 4 Ji, Shaolin 4 Lin, Qian 4 Lin, Yiqing 4 Masiero, Federica 4 Morlais, Marie-Amelie 4 Nie, Tianyang 4 Rosazza Gianin, Emanuela 4 Russo, Francesco 4 Tangpi, Ludovic 4 Turkedjiev, Plamen 4 Xiao, Lishun 4 Xing, Hao 4 Zheng, Shiqiu 3 Ankirchner, Stefan 3 Bayraktar, Erhan 3 Chaudru De Raynal, Paul-Eric 3 Chen, Shaokuan 3 Cohen, Samuel N. 3 Crisan, Dan O. 3 Davison, Matt 3 El Otmani, Mohamed 3 Elliott, Robert James 3 Heyne, Gregor 3 Horst, Ulrich 3 Kharroubi, Idris 3 Kupper, Michael 3 Li, Juan 3 Li, Shoumei 3 Lim, Thomas 3 Lionnet, Arnaud 3 Ma, Jin 3 Mastrolia, Thibaut 3 Mémin, Jean 3 Nam, Kihun 3 Oosterlee, Cornelis Willebrordus 3 Pham, Huyên 3 Qian, Zhongmin M. 3 Qiu, Jinniao 3 Réveillac, Anthony 3 Warin, Xavier 3 Wei, Jiaqin 3 Wu, Helin 3 Yang, Shuzhen 3 Zhang, Jianfeng 3 Zhang, Na 3 Zhang, Qi 3 Zhou, Jianjun ...and 367 more Authors
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### Cited in 109 Serials

 83 Stochastic Processes and their Applications 28 Statistics & Probability Letters 19 Journal of Mathematical Analysis and Applications 19 The Annals of Applied Probability 14 Comptes Rendus. Mathématique. Académie des Sciences, Paris 14 Stochastics and Dynamics 14 Stochastics 13 SIAM Journal on Control and Optimization 13 Acta Mathematicae Applicatae Sinica. English Series 12 Journal of Theoretical Probability 12 Acta Mathematica Sinica. English Series 11 Stochastic Analysis and Applications 11 Finance and Stochastics 10 Applied Mathematics and Optimization 9 The Annals of Probability 9 Probability Theory and Related Fields 9 Electronic Journal of Probability 7 Journal of Functional Analysis 7 Insurance Mathematics & Economics 7 Bulletin des Sciences Mathématiques 7 Bernoulli 7 International Journal of Theoretical and Applied Finance 6 SIAM Journal on Financial Mathematics 6 Science China. Mathematics 6 Mathematical Control and Related Fields 6 Probability, Uncertainty and Quantitative Risk 5 Chinese Annals of Mathematics. Series B 5 Potential Analysis 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 5 Mathematics and Financial Economics 4 Advances in Applied Probability 4 Random Operators and Stochastic Equations 4 Electronic Communications in Probability 4 Mathematical Finance 4 Journal of Inequalities and Applications 3 Journal of Differential Equations 3 Optimization 3 Journal of Applied Mathematics and Stochastic Analysis 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Discrete and Continuous Dynamical Systems 3 Abstract and Applied Analysis 3 Methodology and Computing in Applied Probability 3 Journal of Applied Mathematics and Computing 3 Advances in Difference Equations 2 International Journal of Control 2 Studia Mathematica 2 Mathematics of Computation 2 Applied Mathematics and Computation 2 Archiv der Mathematik 2 Automatica 2 Journal of Computational and Applied Mathematics 2 Journal of Optimization Theory and Applications 2 SIAM Journal on Numerical Analysis 2 Transactions of the American Mathematical Society 2 Applied Numerical Mathematics 2 SIAM Journal on Mathematical Analysis 2 SIAM Journal on Scientific Computing 2 NoDEA. Nonlinear Differential Equations and Applications 2 Monte Carlo Methods and Applications 2 Applied Mathematical Finance 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Communications of the Korean Mathematical Society 1 Applicable Analysis 1 Journal of the Franklin Institute 1 Nonlinearity 1 Ukrainian Mathematical Journal 1 Prikladnaya Matematika i Mekhanika 1 Acta Mathematica Vietnamica 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Journal of Applied Probability 1 Journal of Statistical Planning and Inference 1 Mathematics and Computers in Simulation 1 Memoirs of the American Mathematical Society 1 Numerical Functional Analysis and Optimization 1 Systems & Control Letters 1 Bulletin of the Korean Mathematical Society 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Scientific Computing 1 Forum Mathematicum 1 Science in China. Series A 1 Communications in Statistics. Theory and Methods 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Journal of Nonlinear Science 1 Applied Mathematics. Series B (English Edition) 1 Filomat 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 Journal of Dynamical and Control Systems 1 Brazilian Journal of Probability and Statistics 1 Journal of Evolution Equations 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 Communications on Pure and Applied Analysis 1 African Diaspora Journal of Mathematics 1 Journal of Industrial and Management Optimization 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Frontiers of Mathematics in China ...and 9 more Serials
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### Cited in 24 Fields

 478 Probability theory and stochastic processes (60-XX) 129 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 87 Systems theory; control (93-XX) 84 Partial differential equations (35-XX) 60 Numerical analysis (65-XX) 48 Calculus of variations and optimal control; optimization (49-XX) 20 Ordinary differential equations (34-XX) 8 Statistics (62-XX) 7 Operations research, mathematical programming (90-XX) 6 Integral equations (45-XX) 6 Global analysis, analysis on manifolds (58-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Real functions (26-XX) 3 Functional analysis (46-XX) 3 Operator theory (47-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Computer science (68-XX) 2 Fluid mechanics (76-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)