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Briand, Philippe

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 Author ID: briand.philippe Published as: Briand, Ph.; Briand, Philippe
 Documents Indexed: 20 Publications since 1994
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Co-Authors

 4 single-authored 7 Hu, Ying 3 Confortola, Fulvia 3 Delyon, Bernard 3 Mémin, Jean 2 Elie, Romuald 1 Carmona, René A. 1 Coquet, François 1 Labart, Céline 1 Lepeltier, Jean-Pierre 1 Pardoux, Etienne 1 Peng, Shige 1 San Martín, Jaime 1 Stoica, Lucreţiu
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Serials

 4 Stochastic Processes and their Applications 2 Probability Theory and Related Fields 2 The Annals of Applied Probability 2 Séminaire d’Analyse. Université Blaise Pascal. Clermont II 2 Electronic Communications in Probability 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 Bernoulli 1 Nonlinear Analysis. Theory, Methods & Applications

Fields

 19 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

16 Publications have been cited 697 times in 453 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
Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. Zbl 0912.60081
Briand, Philippe; Hu, Ying
1998
Donsker-type theorem for BSDEs. Zbl 0977.60067
Briand, Philippe; Delyon, Bernard; Mémin, Jean
2001
BSDEs with polynomial growth generators. Zbl 0979.60046
Briand, Philippe; Carmona, René
2000
Besides with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces. Zbl 1136.60337
Briand, Philippe; Confortola, Fulvia
2008
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
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
BSDEs with mean reflection. Zbl 1391.60133
Briand, Philippe; Elie, Romuald; Hu, Ying
2018
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 414 Authors

 33 Fan, Shengjun 27 Jiang, Long 25 Hu, Ying 15 Klimsiak, Tomasz 14 Tang, Shanjian 11 Peng, Shige 10 Richou, Adrien 9 Gobet, Emmanuel 9 Hu, Feng 9 Hu, Mingshang 9 Jia, Guangyan 9 Popier, Alexandre 9 Possamaï, Dylan 9 Yong, Jiongmin 8 Briand, Philippe 8 Chen, Zengjing 8 Yao, Song 7 dos Reis, Gonçalo 7 Imkeller, Peter 7 Liang, Gechun 7 Wang, Falei 6 Bahlali, Khaled 6 Confortola, Fulvia 6 Essaky, El Hassan 6 Frei, Christoph 6 Wu, Zhen 5 Cheridito, Patrick 5 Delbaen, Freddy 5 Kruse, Thomas 5 Luo, Peng 5 Matoussi, Anis 5 Ouknine, Youssef 5 Pardoux, Etienne 5 Rozkosz, Andrzej 5 Stadje, Mitja 5 Touzi, Nizar 5 Wang, Tianxiao 5 Xu, Mingyu 5 Zong, Zhaojun 4 Aman, Auguste 4 Chassagneux, Jean-François 4 Geiss, Christel 4 Hassani, Mohammed 4 Jentzen, Arnulf 4 Ji, Shaolin 4 Labart, Céline 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 Tian, Dejian 4 Turkedjiev, Plamen 4 Xiao, Lishun 4 Xing, Hao 4 Zhou, Chao 3 Ankirchner, Stefan 3 Bayraktar, Erhan 3 Chen, Shaokuan 3 Cohen, Samuel N. 3 Crisan, Dan O. 3 Davison, Matt 3 E, Weinan 3 El Otmani, Mohamed 3 Elliott, Robert James 3 Geiss, Stefan 3 Heyne, Gregor 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 Pham, Huyên 3 Qian, Zhongmin M. 3 Qiu, Jinniao 3 Réveillac, Anthony 3 Słomiński, Leszek 3 Warin, Xavier 3 Wu, Helin 3 Yang, Shuzhen 3 Zhang, Jianfeng 3 Zhang, Na 3 Zhang, Qi 3 Zheng, Shiqiu 3 Zhou, Jianjun 2 Al-Hussein, Abdulrahman 2 Bender, Christian 2 Blache, Fabrice 2 Bouchard, Bruno 2 Buckdahn, Rainer 2 Campi, Luciano 2 Ceci, Claudia 2 Chen, Tao ...and 314 more Authors
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Cited in 99 Serials

 77 Stochastic Processes and their Applications 26 Statistics & Probability Letters 16 The Annals of Applied Probability 15 Journal of Mathematical Analysis and Applications 14 Comptes Rendus. Mathématique. Académie des Sciences, Paris 14 Stochastics and Dynamics 14 Stochastics 13 Acta Mathematicae Applicatae Sinica. English Series 11 SIAM Journal on Control and Optimization 11 Acta Mathematica Sinica. English Series 10 Stochastic Analysis and Applications 10 Finance and Stochastics 9 Probability Theory and Related Fields 9 Journal of Theoretical Probability 8 The Annals of Probability 8 Applied Mathematics and Optimization 8 Electronic Journal of Probability 7 Journal of Functional Analysis 7 Insurance Mathematics & Economics 6 Bernoulli 6 SIAM Journal on Financial Mathematics 6 Mathematical Control and Related Fields 5 Potential Analysis 5 Bulletin des Sciences Mathématiques 5 Mathematics and Financial Economics 5 Science China. Mathematics 5 Probability, Uncertainty and Quantitative Risk 4 Random Operators and Stochastic Equations 4 Electronic Communications in Probability 4 Mathematical Finance 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 International Journal of Theoretical and Applied Finance 3 Journal of Differential Equations 3 Journal of Applied Mathematics and Stochastic Analysis 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 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 Advances in Applied Probability 2 International Journal of Control 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 Chinese Annals of Mathematics. Series B 2 Optimization 2 SIAM Journal on Scientific Computing 2 NoDEA. Nonlinear Differential Equations and Applications 2 Monte Carlo Methods and Applications 2 Applied Mathematical Finance 2 Discrete and Continuous Dynamical Systems 2 Journal of Inequalities and Applications 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Applicable Analysis 1 Journal of the Franklin Institute 1 Studia Mathematica 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 Numerical Functional Analysis and Optimization 1 Bulletin of the Korean Mathematical Society 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Applied Numerical Mathematics 1 MCSS. Mathematics of Control, Signals, and Systems 1 Journal of Scientific Computing 1 Forum Mathematicum 1 Science in China. Series A 1 SIAM Journal on Mathematical Analysis 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Journal of Nonlinear Science 1 Applied Mathematics. Series B (English Edition) 1 Mathematical Methods of Operations Research 1 Discrete Dynamics in Nature and Society 1 Communications of the Korean Mathematical 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 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Frontiers of Mathematics in China 1 International Journal of Stochastic Analysis 1 Arabian Journal of Mathematics 1 Communications in Mathematics and Statistics 1 Nonlinear Analysis. Theory, Methods & Applications 1 Modern Stochastics. Theory and Applications 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
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Cited in 25 Fields

 424 Probability theory and stochastic processes (60-XX) 111 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 79 Systems theory; control (93-XX) 75 Partial differential equations (35-XX) 51 Numerical analysis (65-XX) 41 Calculus of variations and optimal control; optimization (49-XX) 20 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 6 Operations research, mathematical programming (90-XX) 5 Dynamical systems and ergodic theory (37-XX) 5 Global analysis, analysis on manifolds (58-XX) 3 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Fluid mechanics (76-XX) 1 Topological groups, Lie groups (22-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Biology and other natural sciences (92-XX)