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Uniqueness of solution to scalar BSDEs with $L\exp{\left (\mu \sqrt {2\log {(1+L)}}\,\right )} $-integrable terminal values

Buckdahn, Rainer, Hu, Ying, and Tang, Shanjian
Electronic Communications in Probability Volume 23, (2018).

Journal article

A mean-field stochastic control problem with partial observations

Buckdahn, Rainer, Li, Juan, and Ma, Jin
The Annals of Applied Probability Volume 27, Number 5 (October 2017), 3201-3245.

Journal article

Mean-field stochastic differential equations and associated PDEs

Buckdahn, Rainer, Li, Juan, Peng, Shige, and Rainer, Catherine
The Annals of Probability Volume 45, Number 2 (March 2017), 824-878.

Journal article

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

Buckdahn, Rainer, Li, Juan, and Quincampoix, Marc
The Annals of Probability Volume 42, Number 4 (July 2014), 1724-1768.

Journal article

Mean-field backward stochastic differential equations: A limit approach

Buckdahn, Rainer, Djehiche, Boualem, Li, Juan, and Peng, Shige
The Annals of Probability Volume 37, Number 4 (July 2009), 1524-1565.

Journal article

Stochastic control problems for systems driven by normal martingales

Buckdahn, Rainer, Ma, Jin, and Rainer, Catherine
The Annals of Applied Probability Volume 18, Number 2 (April 2008), 632-663.

Journal article

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

Buckdahn, Rainer and Ma, Jin
The Annals of Probability Volume 30, Number 3 (July 2002), 1131-1171.

Journal article

Viability of moving sets for stochastic differential equation

Buckdahn, Rainer, Quincampoix, Marc, Rainer, Catherine, and Răşcanu, Aurel
Advances in Differential Equations Volume 7, Number 9 (2002), 1045-1072.

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