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Citation: Jiao, Ying et al., Optimal investment under multiple defaults risk: A BSDE-decomposition approach, Annals of applied probability , 23(2), 2013, pp. 455-491

Authors: Chassagneux, Jean-Francois Elie, Romuald Kharroubi, Idris

Citation: Chassagneux, Jean-francois et al., Discrete-time approximation of multidimensional BSDEs with oblique reflections, Annals of applied probability , 22(3), 2012, pp. 971-1007

Authors: Kharroubi, Idris Pham, Huyên

Citation: Kharroubi, Idris et Pham, Huyên, Feynman.Kac representation for Hamilton.Jacobi.Bellman IPDE, Annals of probability (Online) , 43(5), 2015, pp. 1823-1865

Authors: Kharroubi, Idris Pham, Huyên

Citation: Kharroubi, Idris et Pham, Huyên, Feynman.Kac representation for Hamilton.Jacobi.Bellman IPDE, Annals of probability , 43(4), 2015, pp. 1823-1865

Authors: Kharroubi, Idris Langrené, Nicolas Pham, Huyên

Citation: Kharroubi, Idris et al., Discrete time approximation of fully nonlinear HJB equations via BSDEs with nonpositive jumps, Annals of applied probability , 25(4), 2015, pp. 2301-2338