Publications (27)
Generalized Hamilton-Jacobi-Bellman equations with Dirichlet boundary and stochastic exit time optimal control problem
Rainer Buckdahn, Tianyang Nie
Inf-convolution of G-expectations
Xuepeng Bai, Rainer Buckdahn
Pathwise Taylor Expansions for Random Fields on Multiple Dimensional Paths
Rainer Buckdahn, Jin Ma, Jianfeng Zhang
Uniqueness of solution to scalar BSDEs with $L\exp{\left(μ\sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values
Rainer Buckdahn, Ying Hu, Shanjian Tang
Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional
Rainer Buckdahn, Boubakeur Labed, Catherine Rainer +1
Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
Rainer Buckdahn, Christian Keller, Jin Ma +1
Mean-field backward stochastic differential equations: A limit approach
Rainer Buckdahn, Boualem Djehiche, Juan Li +1
Brownian Bridges on Random Intervals
Matteo Ludovico Bedini, Rainer Buckdahn, Hans-Jürgen Engelbert
Stochastic Variational Inequalities on Non-Convex Domains
Rainer Buckdahn, Lucian Maticiuc, Etienne Pardoux +1
Unexpected Default in an Information Based Model
Matteo Ludovico Bedini, Rainer Buckdahn, Hans-Jürgen Engelbert
Pathwise Taylor Expansions for Itô Random Fields
Rainer Buckdahn, Ingo Bulla, Jin Ma
Mean-field stochastic differential equations and associated PDEs
Rainer Buckdahn, Juan Li, Shige Peng +1
Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
Rainer Buckdahn, Juan Li, Shige Peng
Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn, Jin Ma, Catherine Rainer
A Mean-field Stochastic Control Problem with Partial Observations
Rainer Buckdahn, Juan Li, Jin Ma
Stochastic Differential Games and Viscosity Solutions of Hamilton-Jacobi-Bellman-Isaacs Equations
Rainer Buckdahn, Juan Li
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps
Rainer Buckdahn, Ying Hu, Juan Li
Value Function of Differential Games without Isaacs Conditions. An Approach with Non-Anticipative Mixed Strategies
Rainer Buckdahn, Juan Li, Marc Quincampoix
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition
Rainer Buckdahn, Juan Li, Marc Quincampoix
Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers
Rainer Buckdahn, Juan Li
Peng's Maximum Principle for a Stochastic Control Problem Driven by a Fractional and a Standard Brownian Motion
Rainer Buckdahn, Shuai Jing
Differential games with asymmetric information and without Isaacs condition
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
Regularity properties for general HJB equations. A BSDE method
Rainer Buckdahn, Jianhui Huang, Juan Li
Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem
Rainer Buckdahn, Shuai Jing
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
Rainer Buckdahn, Juan Li
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
Rainer Buckdahn, Juan Li, Shige Peng