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Stochastic Differential Equations Driven by $G$-Brownian Motion with Reflecti...
International audience -
Brownian motion in the quadrant with oblique repulsion from the sides
We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works... -
Stochastic differential equations with non-lipschitz coefficients: I. Pathwis...
A short version will be published in C. R. Acad. Paris. -
On Weak Solutions of Stochastic Differential Equations II
International audience -
A Note on BSDEs with singular coefficients
To appear in "Arbitrage, Credit and Informational Risks", Proceedings of the Sino-French Research Program in Financial Mathematics Conference, Beijing June 2013
