Concepedia

Guy Barles

GB

83

Publications

7.5K

Citations

41

H-Index

1985

Active since

Affiliations

Université de Tours(Current)

Laboratoire de Mathématiques et Physique Théorique

Centre National de la Recherche Scientifique

Centre de Recherche en Mathématiques de la Décision

Université Paris Dauphine-PSL

Guy Barles is an author at Université de Tours specializing in engineering, numerical analysis, and functional analysis.

Top concepts

EngineeringNumerical AnalysisFunctional AnalysisVariational InequalitiesPhysicsApproximation TheoryMathematical ProgrammingFluid DynamicsSystems EngineeringTransport Phenomena

Publications per year

1985–2018

83

Publications

83

Convergence of approximation schemes for fully nonlinear second order equations

Guy Barles, Panagiotis E. Souganidis · Asymptotic Analysis · 1991 · 1K citations

Backward stochastic differential equations and integral-partial differential equations

Guy Barles, Rainer Buckdahn, Étienne Pardoux · Stochastics and stochastics reports · 1997 · 562 citations

Viscosity Solution, Integral-partial Differential Equations, Engineering +12

Second-order elliptic integro-differential equations: viscosity solutions' theory revisited

Guy Barles, Cyril Imbert · Annales de l Institut Henri Poincaré C Analyse Non Linéaire · 2007 · 367 citations · Full text

Option pricing with transaction costs and a nonlinear Black-Scholes equation

Guy Barles, H. Meté Soner · Finance and Stochastics · 1998 · 362 citations

Option Pricing, Black-scholes Model, Dynamic Pricing +6

Front Propagation and Phase Field Theory

Guy Barles, H. Meté Soner, Panagiotis E. Souganidis · SIAM Journal on Control and Optimization · 1993 · 335 citations

Positive Mean Curvature, Phase Transitions, Geometric Partial Differential Equation +10

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