Higher order homogenization for random non-autonomous parabolic operators von Kleptsyna, Marina, Piatnitski, Andrey, Popier, Alexandre

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A Finite Horizon Optimal Multiple Switching Problem von Djehiche, Boualem, Hamadène, Said, Popier, Alexandre

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Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting von Marushkevych, Dmytro, Popier, Alexandre

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Backward stochastic Volterra integral equations with jumps in a general filtration von Popier, Alexandre

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Integro-partial differential equations with singular terminal condition von Popier, Alexandre

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SECOND-ORDER BSDE UNDER MONOTONICITY CONDITION AND LIQUIDATION PROBLEM UNDER UNCERTAINTY von Popier, Alexandre, Zhou, Chao

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Continuity problem for BSDE and IPDE with singular terminal condition von Cacitti-Holland, Dorian, Denis, Laurent, Popier, Alexandre

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Asymptotic approach for backward stochastic differential equation with singular terminal condition von Graewe, Paulwin, Popier, Alexandre

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Minimal supersolutions for BSDEs with singular terminal condition and application to optimal position targeting von Kruse, T., Popier, A.

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A Mean Field Game of Optimal Portfolio Liquidation von Fu, Guanxing, Graewe, Paulwin, Horst, Ulrich, Popier, Alexandre

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Backward stochastic differential equations with non-Markovian singular terminal conditions for general driver and filtration von Ahmadi, Mahdi, Popier, Alexandre, Sezer, Ali Devin

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OPTIMAL POSITION TARGETING VIA DECOUPLING FIELDS von Ankirchner, Stefan, Fromm, Alexander, Kruse, Thomas, Popier, Alexandre

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Stochastic partial differential equations with singular terminal condition von Matoussi, A., Piozin, L., Popier, A.

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Continuity problem for singular BSDE with random terminal time von Samuel, Sharoy Augustine, Popier, Alexandre, Sezer, Ali Devin

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Homogenization of random parabolic operators. Diffusion approximation von Kleptsyna, M., Piatnitski, A., Popier, A.

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Backward stochastic differential equations with singular terminal condition von Popier, A.

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Backward Stochastic Differential Equations with Random Stopping Time and Singular Final Condition von Popier, A.

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Backward stochastic Volterra integral equations with jumps in a general filtration von Popier, Alexandre

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Design for estimation of the drift parameter in fractional diffusion systems von Brouste, Alexandre, Kleptsyna, Marina, Popier, Alexandre

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On measure solutions of backward stochastic differential equations von Ankirchner, Stefan, Imkeller, Peter, Popier, Alexandre

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