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Rainer Buckdahn

Identifiers

  • name variant Rainer Buckdahn 0.60 · backfill

Papers (24)

  1. A Mean-field Stochastic Control Problem with Partial Observations math.PR · 2017 · author #1
  2. Unexpected Default in an Information Based Model math.PR · 2016 · author #2
  3. Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem math.OC · 2016 · author #1
  4. Peng's Maximum Principle for a Stochastic Control Problem Driven by a Fractional and a Standard Brownian Motion math.OC · 2016 · author #1
  5. Brownian Bridges on Random Intervals math.PR · 2016 · author #2
  6. Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions math.PR · 2015 · author #1
  7. Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary and stochastic exit time optimal control problem math.PR · 2014 · author #1
  8. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition math.PR · 2014 · author #1
  9. Stochastic Variational Inequalities on Non-Convex Domains math.DS · 2014 · author #1
  10. Mean-field stochastic differential equations and associated PDEs math.PR · 2014 · author #1
  11. Pathwise Taylor Expansions for Random Fields on Multiple Dimensional Paths math.PR · 2013 · author #1
  12. Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents math.PR · 2013 · author #1
  13. Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies math.OC · 2012 · author #1
  14. Regularity properties for general HJB equations. A BSDE method math.PR · 2012 · author #1
  15. Pathwise Taylor Expansions for It\^o Random Fields math.PR · 2010 · author #1
  16. Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps math.OC · 2010 · author #1
  17. Inf-convolution of G-expectations q-fin.RM · 2009 · author #2
  18. Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers math.OC · 2008 · author #1
  19. Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations math.PR · 2007 · author #1
  20. Mean-field backward stochastic differential equations: A limit approach math.PR · 2007 · author #1
  21. Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems math.OC · 2007 · author #1
  22. Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations math.PR · 2007 · author #1
  23. Stochastic control problems for systems driven by normal martingales math.PR · 2007 · author #1
  24. Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations math.PR · 2007 · author #1

Mentions

  • 1501.06978 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1412.0730 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1407.7326 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1407.1876 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1407.1215 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1310.0517 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1308.5057 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1202.1443 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1202.1432 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1008.3221 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 1004.2752 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0910.5398 #2 · backfill · confidence 0.70 Rainer Buckdahn
  • 0804.0311 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0711.2167 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0711.2162 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0707.2353 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0707.1133 #1 · backfill · confidence 0.70 Rainer Buckdahn
  • 0706.4018 #1 · backfill · confidence 0.70 Rainer Buckdahn

Frequent Coauthors