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The smooth-fit property in an exponential Lévy model
International audience -
Reflected backward stochastic differential equations with jumps and partial i...
We study the links between reflected backward stochastic differential equations (reflected BSDEs) with jumps and partial integro-differential variational inequalities... -
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
We study the optimal stopping problem for dynamic risk measures represented by Backward Stochastic Differential Equations (BSDEs) with jumps and its relation with... -
Large Deviations Principle by viscosity solutions: The case of diffusions wit...
International audience -
Dynkin games in a general framework
We revisit the Dynkin game problem in a general framework and relax some assumptions. The payoffs and the criterion are expressed in terms of families of random... -
Study of two stochastic optimization problems : American put option in a disc...
Redaction : Novembre 2012 -
Analysis and optimization of the reliability of an opto-electronic equipment ...
As part of optimizing the reliability, Thales Optronics now includes systems that examine the state of its equipment. This function is performed by HUMS (Health &...
