Adrien Richou

Identifiers

• name variant Adrien Richou 0.60 · backfill

Papers (9)

1. Obliquely Reflected BSDEs math.PR · 2017 · author #2
2. A stability approach for solving multidimensional quadratic BSDEs math.PR · 2016 · author #2
3. Large deviations and concentration inequalities for the Ornstein-Uhlenbeck process without tears math.ST · 2016 · author #2
4. Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems math.PR · 2016 · author #2
5. Numerical stability analysis of the Euler scheme for BSDEs math.PR · 2014 · author #2
6. A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension math.PR · 2014 · author #3
7. HJB equations in infinite dimension with locally Lipschitz Hamiltonian and unbounded terminal condition math.PR · 2013 · author #2
8. Large deviations for the Ornstein-Uhlenbeck process with shift math.PR · 2013 · author #2
9. Numerical simulation of quadratic BSDEs math.PR · 2013 · author #2

Mentions

• 1307.5741 #2 · arxiv_oai · confidence 0.70 Adrien Richou
• 1407.0887 #2 · backfill · confidence 0.70 Adrien Richou
• 1406.5993 #3 · backfill · confidence 0.70 Adrien Richou
• 1312.0811 #2 · backfill · confidence 0.70 Adrien Richou
• 1311.7039 #2 · backfill · confidence 0.70 Adrien Richou
• 1307.5741 #2 · backfill · confidence 0.70 Adrien Richou

Frequent Coauthors

• Jean-Fran\c{c}ois Chassagneux 4 shared papers
• Bernard Bercu 2 shared papers
• Federica Masiero 1 shared papers
• Jonathan Harter 1 shared papers
• Pierre-Yves Madec (IRMAR) 1 shared papers
• Ying Hu (IRMAR) 1 shared papers