Adrien Richou

Statistics

Publications

Citations

399

H-Index

Active since

2009

Affiliations

Institut de Mathématiques de Bordeaux(Current)

Institut de recherche mathématique de Rennes

Université de Bordeaux

Centre National de la Recherche Scientifique

University of Milano-Bicocca

Adrien Richou is an author at Institut de Mathématiques de Bordeaux specializing in stochastic processes, mathematics, and stochastic differential equations.

ORCID

Publications per year

2009–2017

Publications

Numerical simulation of quadratic BSDEs

Jean-François Chassagneux, Adrien Richou · The Annals of Applied Probability · 2016 · 61 citations · Full text

Engineering, Mathematics, Dynamical Systems +16

Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition

Adrien Richou · Stochastic Processes and their Applications · 2012 · 60 citations · Full text

Engineering, Mathematics, Dynamical Systems +5

Numerical simulation of BSDEs with drivers of quadratic growth

Adrien Richou · The Annals of Applied Probability · 2011 · 48 citations · Full text

Engineering, Computational Engineering, Mathematics +17

A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension

Ying Hu, Pierre-Yves Madec, Adrien Richou · SIAM Journal on Control and Optimization · 2015 · 38 citations · Full text

Natural Sciences, Mathematics, Differential Equations +10

Ergodic BSDEs and related PDEs with Neumann boundary conditions

Adrien Richou · Stochastic Processes and their Applications · 2009 · 33 citations · Full text

Natural Sciences, Mathematics, Physics +13

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