Authors: Possamaï, Dylan Tan, Xiaolu Zhou, Chao

Citation: Possamaï, Dylan et al., Stochastic control for a class of nonlinear kernels and applications, Annals of probability (Online) , 46(1), 2018, pp. 551-603

Authors: Källblad, Sigrid Tan, Xiaolu Touzi, Nizar

Citation: Källblad, Sigrid et al., Optimal skorokhod embedding given full marginals and azéma-yor peacocks, Annals of applied probability , 27(2), 2017, pp. 686-719

Authors: Tan, Xiaolu

Citation: Tan, Xiaolu, Discrete-time probabilistic approximation of path-dependent stochastic control problems, Annals of applied probability , 24(5), 2014, pp. 1803-1834

Authors: Possamaï, Dylan Tan, Xiaolu

Citation: Possamaï, Dylan et Tan, Xiaolu, Weak approximation of second-order BSDEs, Annals of applied probability , 25(5), 2015, pp. 2535-2562

Authors: Tan, Xiaolu Touzi, Nizar

Citation: Tan, Xiaolu et Touzi, Nizar, Optimal transportation under controlled stochastic dynamics, Annals of probability , 41(5), 2013, pp. 3201-3240

Authors: Henry-Labordère, Pierre Tan, Xiaolu Touzi, Nizar

Citation: Henry-labordère, Pierre et al., Unbiased simulation of stochastic differential equations, Annals of applied probability , 27(6), 2017, pp. 3305-3341