Rainer Buckdahn

发表

Pricing of American Contingent Claims with Jump Stock Price and Constrained Portfolios

Ying Hu, Rainer Buckdahn, 1998, Math. Oper. Res..

Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games

Catherine Rainer, Pierre Cardaliaguet, Rainer Buckdahn, 2004, SIAM J. Control. Optim..

Controlled Stochastic Differential Equations under Constraints in Infinite Dimensional Spaces

Marc Quincampoix, Gianmario Tessitore, Rainer Buckdahn, 2008, SIAM J. Control. Optim..

Mean-Field SDE Driven by a Fractional Brownian Motion and Related Stochastic Control Problem

Rainer Buckdahn, Shuai Jing, R. Buckdahn, 2016, SIAM J. Control. Optim..

Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations

Juan Li, Rainer Buckdahn, 2008, SIAM J. Control. Optim..

Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents

Juan Li, Shige Peng, Rainer Buckdahn, 2013, SIAM J. Control. Optim..

Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls

Marc Quincampoix, Jérôme Renault, Rainer Buckdahn, 2020, SIAM J. Control. Optim..

Some Recent Aspects of Differential Game Theory

Marc Quincampoix, Pierre Cardaliaguet, Rainer Buckdahn, 2011, Dyn. Games Appl..

Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies

Marc Quincampoix, Rainer Buckdahn, Juan Li, 2013, Int. J. Game Theory.

Pathwise Stochastic Control Problems and Stochastic HJB Equations

Jin Ma, Rainer Buckdahn, 2007, SIAM J. Control. Optim..

A Representation Formula for the Mean Curvature Motion

Marc Quincampoix, Pierre Cardaliaguet, Rainer Buckdahn, 2001, SIAM J. Math. Anal..

Differential games with asymmetric information and without Isaacs’ condition

Marc Quincampoix, Catherine Rainer, Rainer Buckdahn, 2016, Int. J. Game Theory.

Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method

Juan Li, Jianhui Huang, Rainer Buckdahn, 2012, SIAM J. Control. Optim..

Generalized Hamilton-Jacobi-Bellman Equations with Dirichlet Boundary Condition and Stochastic Exit Time Optimal Control Problem

Rainer Buckdahn, Tianyang Nie, Tianyang Nie, 2014, SIAM J. Control. Optim..

A General Conditional McKean-Vlasov Stochastic Differential Equation

Rainer Buckdahn, Juan Li, Jin Ma, 2021 .

Mean-field BDSDEs and associated nonlocal semi-linear backward stochastic partial differential equations

Rainer Buckdahn, Juan Li, Chuanzhi Xing, 2021 .

Partial derivative with respect to the measure and its application to general controlled mean-field systems

Rainer Buckdahn, Yajie Chen, Juan Li, 2021 .

Representation of limit values for nonexpansive stochastic differential games

Rainer Buckdahn, Juan Li, Nana Zhao, 2021 .

Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations

Rainer Buckdahn, Naoyuki Ichihara, Naoyuki Ichihara, 2005 .

Stochastic differential games with reflection and related obstacle problems for Isaacs equations

Rainer Buckdahn, Juan Li, Juan Li, 2007, 0707.1133.

Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures

Ying Hu, Rainer Buckdahn, Ying Hu, 1998 .

Anticipative Girsanov transformations and Skorohod stochastic differential equations

Rainer Buckdahn, 1994 .

A characterization of approximately controllable linear stochastic differential equations

Marc Quincampoix, Gianmario Tessitore, Rainer Buckdahn, 2006 .

Mean-Field Backward Stochastic Differential Equations . A Limit Approach ∗

Boualem Djehiche, Shige Peng, Rainer Buckdahn, 2007 .

Stochastic representation for solutions of Isaacs’ type integral–partial differential equations

Ying Hu, Rainer Buckdahn, Juan Li, 2011 .

On limiting values of stochastic differential equations with small noise intensity tending to zero

Marc Quincampoix, Rainer Buckdahn, Y. Ouknine, 2009 .

Stationary backward stochastic differential equations and associated partial differential equations

Shige Peng, Rainer Buckdahn, S. Peng, 1999 .

Peng’s maximum principle for a stochastic control problem driven by a fractional and a standard Brownian motion

Rainer Buckdahn, Shuai Jing, 2014 .

Stochastic viscositysolutions for nonlinear stochastic partial di#erential equations. Part II

Rainer Buckdahn, Jin Ma, Jin Ma, 2001 .

A mean-field stochastic control problem with partial observations

Jin Ma, Rainer Buckdahn, Juan Li, 2017, 1702.05921.

Viability property for a backward stochastic differential equation and applications to partial differential equations

Marc Quincampoix, Rainer Buckdahn, Aurel Răşcanu, 2000 .

Monotonicity Methods for White Noise Driven Quasi-Linear SPDEs

Rainer Buckdahn, Etienne Pardoux, É. Pardoux, 1990 .

A General Stochastic Maximum Principle for SDEs of Mean-field Type

Boualem Djehiche, Rainer Buckdahn, Juan Li, 2011 .

A Stochastic Maximum Principle for General Mean-Field Systems

Jin Ma, Rainer Buckdahn, Juan Li, 2016 .

Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

Ying Hu, Shige Peng, Rainer Buckdahn, 1999 .

Lipschitz continuity and semiconcavity properties of the value function of a stochastic control problem

Marc Quincampoix, Piermarco Cannarsa, Rainer Buckdahn, 2010 .

Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional

Catherine Rainer, Rainer Buckdahn, Boubakeur Labed, 2009 .

Skorohod stochastic differential equations of diffusion type

Rainer Buckdahn, 1992 .

Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers

Rainer Buckdahn, Juan Li, Juan Li, 2008 .

Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition

Marc Quincampoix, Rainer Buckdahn, Juan Li, 2014, 1407.7326.

Existence of stochastic control under state constraints

Marc Quincampoix, Catherine Rainer, Shige Peng, 1998 .

Linear stochastic differential equations and Wick products

Rainer Buckdahn, D. Nualart, 1994 .

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps

Ying Hu, Rainer Buckdahn, Juan Li, 2010, 1004.2752.

Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

Rainer Buckdahn, Jin Ma, Jin Ma, 2002 .