J. P. Lepeltier

Backward stochastic differential equations with continuous coefficient

J. P. Lepeltier · Statistics & Probability Letters · 1997 · 346 citations

Engineering, Mathematics, Differential Equations +10

Zero-sum stochastic differential games and backward equations

Saïd Hamadène, J. P. Lepeltier · Systems & Control Letters · 1995 · 241 citations

Engineering, Mathematics, Differential Equations +13

Backward equations, stochastic control and zero-sum stochastic differential games

Saïd Hamadène, J. P. Lepeltier · Stochastics and stochastics reports · 1995 · 156 citations

Engineering, Mathematics, Dynamical Systems +16

Reflected BSDEs and mixed game problem

Saïd Hamadène, J. P. Lepeltier · Stochastic Processes and their Applications · 2000 · 137 citations

Social Sciences, Mathematics, Distributed Systems +11

On the Existence of Optimal Controls

J. P. Lepeltier · SIAM Journal on Control and Optimization · 1990 · 131 citations

Natural Sciences, Mathematics, Dynamical Systems +12