https://data.archives-ouvertes.fr/author/745074

https://data.archives-ouvertes.fr/author/745074

http://xmlns.com/foaf/0.1/topic_interest 60H20
http://xmlns.com/foaf/0.1/topic_interest Backward Stochastic Partial Differential Equations
http://xmlns.com/foaf/0.1/topic_interest BMO martingale
http://xmlns.com/foaf/0.1/topic_interest Markov processes
http://xmlns.com/foaf/0.1/topic_interest First-Best
http://xmlns.com/foaf/0.1/topic_interest Cyber insurance derivatives
http://xmlns.com/foaf/0.1/topic_interest Normal approximation
http://xmlns.com/foaf/0.1/topic_interest Non-central limit theorem
http://xmlns.com/foaf/0.1/topic_interest Borch rule
http://xmlns.com/foaf/0.1/topic_interest Forward-backward stochastic differential equation driven by continuous martingale
http://xmlns.com/foaf/0.1/topic_interest Backward stochastic differential equation
http://xmlns.com/foaf/0.1/topic_interest AMS Mathematics Subject Classification 2010 60H07
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/math.math-fa
http://xmlns.com/foaf/0.1/topic_interest Risk-Sharing
http://xmlns.com/foaf/0.1/topic_interest Hermite sheet
http://xmlns.com/foaf/0.1/topic_interest Processus à deux paramètres
http://xmlns.com/foaf/0.1/topic_interest Backward stochastic differential equations
http://xmlns.com/foaf/0.1/topic_interest Path regularity
http://xmlns.com/foaf/0.1/topic_interest Stochastic regularization
http://xmlns.com/foaf/0.1/topic_interest Nonparametric drift estimation
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/math.math-ap
http://xmlns.com/foaf/0.1/topic_interest Intensity estimation
http://xmlns.com/foaf/0.1/topic_interest Quadratic BSDEs
http://xmlns.com/foaf/0.1/topic_interest Fractional processes and fractional fields
http://xmlns.com/foaf/0.1/topic_interest Conditional mean estimation
http://xmlns.com/foaf/0.1/topic_interest Estimation de Stein
http://xmlns.com/foaf/0.1/topic_interest 60G22
http://xmlns.com/foaf/0.1/topic_interest Estimation
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.rm
http://xmlns.com/foaf/0.1/topic_interest Delta hedge
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/math.math-oc
http://xmlns.com/foaf/0.1/topic_interest BSPDE
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/math.math-pr
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/qfin.cp
http://xmlns.com/foaf/0.1/topic_interest Pricing formulae
http://xmlns.com/foaf/0.1/topic_interest Calcul de Malliavin
http://xmlns.com/foaf/0.1/topic_interest Malliavin's calculus
http://xmlns.com/foaf/0.1/topic_interest CRRA preferences
http://xmlns.com/foaf/0.1/topic_interest 93E20
http://xmlns.com/foaf/0.1/topic_interest BSDE
http://xmlns.com/foaf/0.1/topic_interest Extended De Bruijn identities
http://xmlns.com/foaf/0.1/name Anthony Réveillac
http://xmlns.com/foaf/0.1/topic_interest Convex risk measures for processes
http://xmlns.com/foaf/0.1/topic_interest Hawkes process
http://xmlns.com/foaf/0.1/topic_interest Distortion
http://xmlns.com/foaf/0.1/topic_interest Hardy-Littlewood-Sobolev inequality
http://xmlns.com/foaf/0.1/topic_interest Markov property
http://xmlns.com/foaf/0.1/topic_interest Credit risk AMS 2010 subject classification Primary 60H10
http://xmlns.com/foaf/0.1/topic_interest Central limit theorem
http://xmlns.com/foaf/0.1/topic_interest Quartic process
http://xmlns.com/foaf/0.1/topic_interest PDEs
http://xmlns.com/foaf/0.1/topic_interest Processus et champs fractionnaires
http://xmlns.com/foaf/0.1/topic_interest Wasserstein distance
http://xmlns.com/foaf/0.1/topic_interest Hermite variations
http://xmlns.com/foaf/0.1/topic_interest Optimal Contracting Theory
http://xmlns.com/foaf/0.1/topic_interest Limit theorems
http://xmlns.com/foaf/0.1/familyName Réveillac
http://xmlns.com/foaf/0.1/topic_interest Model ambiguity
http://xmlns.com/foaf/0.1/topic_interest Discounting ambiguity
http://xmlns.com/foaf/0.1/topic_interest Density analysis
http://xmlns.com/foaf/0.1/topic_interest 91G40
http://xmlns.com/foaf/0.1/topic_interest Weak convergence
http://xmlns.com/foaf/0.1/topic_interest Calculus of variations
http://xmlns.com/foaf/0.1/firstName Anthony
http://xmlns.com/foaf/0.1/topic_interest Fractional Brownian sheet
http://xmlns.com/foaf/0.1/topic_interest Functional limit theorems
http://xmlns.com/foaf/0.1/topic_interest Uniqueness
http://xmlns.com/foaf/0.1/topic_interest Stochastic Partial Dierential Equations
http://xmlns.com/foaf/0.1/topic_interest Continuous Markov martingale
http://xmlns.com/foaf/0.1/topic_interest 91G60
http://xmlns.com/foaf/0.1/topic_interest Forward-Backward Stochastic Differential Equations
http://xmlns.com/foaf/0.1/topic_interest Change of variable formula
http://xmlns.com/foaf/0.1/topic_interest Harmonic analysis
http://xmlns.com/foaf/0.1/topic_interest Berry-Esséen bounds
http://xmlns.com/foaf/0.1/topic_interest 35A02 Sec- ondary
http://xmlns.com/foaf/0.1/topic_interest Decomposition of optional measures
http://xmlns.com/foaf/0.1/topic_interest BSDES
http://xmlns.com/foaf/0.1/topic_interest Delay
http://xmlns.com/foaf/0.1/topic_interest BSDEs
http://xmlns.com/foaf/0.1/topic_interest Poisson process
http://xmlns.com/foaf/0.1/topic_interest Lp-solutions
http://www.openarchives.org/ore/terms/isAggregatedBy https://data.archives-ouvertes.fr/author/anthony-reveillac
http://xmlns.com/foaf/0.1/topic_interest Nonlinear Schrödinger equation
http://xmlns.com/foaf/0.1/topic_interest Malliavin calculus
http://xmlns.com/foaf/0.1/topic_interest Numerical scheme
http://xmlns.com/foaf/0.1/topic_interest Fractional Brownian motion
http://xmlns.com/foaf/0.1/topic_interest Breuer-Major CLT
http://www.w3.org/1999/02/22-rdf-syntax-ns#type http://xmlns.com/foaf/0.1/Person
http://xmlns.com/foaf/0.1/topic_interest Power variation
http://xmlns.com/foaf/0.1/topic_interest Denoising
http://xmlns.com/foaf/0.1/topic_interest Abstract Wiener space
http://xmlns.com/foaf/0.1/topic_interest Non-linear Schrödinger equation
http://xmlns.com/foaf/0.1/topic_interest Stein's method
http://xmlns.com/foaf/0.1/topic_interest Multiple stochastic integrals
http://xmlns.com/foaf/0.1/topic_interest Quadratic growth BSDEs
http://xmlns.com/foaf/0.1/topic_interest Quadratic growth
http://xmlns.com/foaf/0.1/topic_interest Enlargement of filtration
http://xmlns.com/foaf/0.1/topic_interest Nourdin-Viens' Formula
http://xmlns.com/foaf/0.1/topic_interest Optimal control
http://xmlns.com/foaf/0.1/topic_interest Mutual information
http://xmlns.com/foaf/0.1/topic_interest Reverse Hölder inequality
http://xmlns.com/foaf/0.1/topic_interest Martingale representation
http://xmlns.com/foaf/0.1/mbox_sha1sum faadc29a921d24c500f8c149ce681a4c
http://xmlns.com/foaf/0.1/topic_interest Stochastic target
http://xmlns.com/foaf/0.1/interest https://data.archives-ouvertes.fr/subject/shs.eco
http://xmlns.com/foaf/0.1/topic_interest Correspondences
http://xmlns.com/foaf/0.1/topic_interest Logarithmic transformation
http://xmlns.com/foaf/0.1/topic_interest Principal Agent problem
http://xmlns.com/foaf/0.1/topic_interest Gaussian space
http://xmlns.com/foaf/0.1/topic_interest Existence of quadratic BSDEs
http://xmlns.com/foaf/0.1/topic_interest Martingale representation property
http://xmlns.com/foaf/0.1/topic_interest Credit risk
http://xmlns.com/foaf/0.1/topic_interest Differentiability of BSDEs
http://xmlns.com/foaf/0.1/topic_interest Existence
http://xmlns.com/foaf/0.1/topic_interest Functional analysis
http://xmlns.com/foaf/0.1/topic_interest Théorèmes limites
http://xmlns.com/foaf/0.1/topic_interest Differentiability
http://xmlns.com/foaf/0.1/topic_interest Stein estimation
http://xmlns.com/foaf/0.1/topic_interest Constrained utility maximization
http://xmlns.com/foaf/0.1/topic_interest Gaussian processes
http://xmlns.com/foaf/0.1/topic_interest 60H10 Primary
http://xmlns.com/foaf/0.1/topic_interest Cash subadditivity
https://aurehal.archives-ouvertes.fr/author/745074

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