Philippe Briand

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Publications

Citations

1.7K

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Active since

1998

Affiliations

Institut de recherche mathématique de Rennes(Current)

Laboratoire de Mathématiques Blaise Pascal

Université Savoie Mont Blanc

Laboratoire d’Analyse et de Mathématiques Appliquées

Université de Rennes

Philippe Briand is an author at Institut de recherche mathématique de Rennes specializing in stochastic processes, mathematics, and stochastic differential equations.

ORCID

Publications per year

1998–2020

Publications

Lp solutions of backward stochastic differential equations

Philippe Briand, Bernard Delyon, Ying Hu et al. · Stochastic Processes and their Applications · 2003 · 394 citations

Engineering, Mathematics, Differential Equations +12

Quadratic BSDEs with convex generators and unbounded terminal conditions

Philippe Briand, Ying Hu · HAL (Le Centre pour la Communication Scientifique Directe) · 2008 · 212 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +11

A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation

Philippe Briand, François Coquet, Ying Hu et al. · Electronic Communications in Probability · 2000 · 170 citations · Full text

Engineering, Mathematics, Decision Theory +6

Donsker-Type Theorem for BSDEs

Philippe Briand, Bernard Delyon, Jean Mémin · Electronic Communications in Probability · 2001 · 112 citations · Full text

Engineering, Mathematics, Probability Theory +11

Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs

Philippe Briand, Ying Hu · Journal of Functional Analysis · 1998 · 107 citations

Natural Sciences, Mathematics, Physics +12

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