Backward stochastic differential equations in finance, Math. Finance, vol.7, issue.1, pp.1-71, 1997. ,
Stochastic calculus of variations and hypoelliptic operators, Proc. Inter. Symp. on Stoch. Diff. Equations, pp.195-263, 1978. ,
Normal approximations with Malliavin calculus. From Stein's method to universality, Cambridge Tracts in Mathematics, vol.192, 2012. ,
URL : https://hal.archives-ouvertes.fr/hal-01314406
An introduction to continuity, extrema, and related topics for general gaussian processes, Institute of Mathematical Statistics, p.12, 1990. ,
Stochastic calculus with respect to Gausssian processes, Ann. Probab, vol.29, pp.766-801, 2001. ,
Existence and uniqueness of multidimensional bsdes and of systems of degenerate pdes with superlinear generator, SIAM J. Math. Anal, vol.47, pp.4251-4288, 2015. ,
URL : https://hal.archives-ouvertes.fr/hal-01297352
Explicit solutions of a class of linear fractional BSDEs, Syst. Control Letters, vol.54, pp.671-680, 2005. ,
Backward SDE's driven by gaussian processes, Stoch. Process. Appl, vol.124, pp.2892-2916, 2014. ,
A general non-existence result for linear BSDEs driven by a Gaussian process, Stochastic Process. Appl, vol.127, pp.1204-1233, 2017. ,
Local time and Tanaka formula for a Volterra-type multifractional Gaussian process, Bernoulli, vol.16, pp.1294-1311, 2010. ,
URL : https://hal.archives-ouvertes.fr/hal-00389740
Lectures on BSDEs, stochastic control and stochastic differential games with financial applications, 2016. ,
Stochastic evolution equations with Volterra noise, Stochastic Processes and their Applications, vol.127, pp.877-900, 2017. ,
Financial modeling, a backward stochastic differential equations perspective, 2013. ,
Backward stochastic differential equations with rough drivers, Ann. Probab, vol.40, pp.1715-1758, 2014. ,
Régularité des trajectoires des fonctions aléatoires gaussiennes, 1975. ,
Martingales and stochastic integrals in the theory of continous trading, Stoch. Proc. Appl, vol.11, pp.215-260, 1981. ,
Integral transformations and anticipative calculus for fractional Brownian motions, Mem. Amer. Math. Soc, 2005. ,
Some results on backward stochastic differential equations driven by frcational brownian motions. Stochastic Analysis and Applications to Finance, Interdiscip. Math. Sci, vol.13, pp.225-242, 2012. ,
Backward stochastic differential equation driven by fractional brownian motion, SIAM J. Control Optim, vol.48, pp.1675-1700, 2009. ,
Generalized BSDEs driven by fractional brownian motion, Stat. Probab. Lett, vol.83, pp.805-811, 2013. ,
Partial differential equations associated to the non-linear backward stochastic differential equations with Gaussian Volterra processes ,
Linear Backward Stochastic Differential Equations with Gaussian Volterra processes ,
URL : https://hal.archives-ouvertes.fr/hal-02384407
Backward stochastic differential equations and partial differential equations with quadratic growth, Ann. Prob, vol.28, pp.558-602, 2000. ,
Density analysis of non-markovian BSDEs and applications to biology and finance, vol.128, pp.897-938, 2018. ,
URL : https://hal.archives-ouvertes.fr/hal-01275679
Fractional backward stochastic differential equations and fractional backward variational inequalities, J. Theor. Probab, vol.28, pp.337-395, 2015. ,
The Malliavin calculus and related topics, 2006. ,
Stochastic differential equations, backward SDEs, partial differential equations, 2014. ,
URL : https://hal.archives-ouvertes.fr/hal-01108223
Adapted solution of a backward stochastic differential equation, Syst. Control Lett, vol.14, pp.55-61, 1990. ,
Backward stochastic differential equations and applications to optimal control, Applied Mathematics and Optimization, vol.27, issue.2, pp.125-144, 1993. ,
Continous-time stochastic control and optimization with financial applications, 2009. ,
Stochastic analysis of gaussian processes via fredholm representation, Intern. J.Stoch. Anal, 2016. ,
Fractional anticipated BSDEs with stochastic lipschitz coefficients, Random Oper. Stoch. Eq, vol.26, pp.143-161, 2018. ,
Optimal stochastic control, stochastic target problems and backward SDE, 2012. ,
Anticipative backward stochastic differential equations driven by fractional brownian motion, Stat. Probab. Lett, vol.122, pp.118-127, 2017. ,
Properties of solutions of fractional backward stochastic differential equations, Appl. Math. Comp, vol.228, pp.446-453, 2014. ,
Backward Stochastic differential equations, probability theory and stochastic modelling, 2017. ,