Adrien Richou

Finance · 2009–2013

A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

• Finance — 50 citations into it; #2,119 of 10,518 by trust here, #5,014 by citations
• Applied Mathematics — 16 citations into it; #5,935 of 7,620 by trust here, #4,234 by citations
• Demography — 16 citations into it; #517 of 4,236 by trust here, #2,507 by citations
• Computational Theory and Mathematics — 15 citations into it
• Economics and Econometrics — 12 citations into it
• Management Science and Operations Research — 7 citations into it; #5,997 of 11,946 by trust here, #10,893 by citations
• Control and Systems Engineering — 6 citations into it

Whom Adrien Richou trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianfeng Zhang
2. P. Briand
3. Ying Hu
4. Peter Imkeller
5. Bruno Bouchard
6. Franccois Delarue
7. Emmanuel Gobet
8. M. Kobylanski
9. Nizar Touzi
10. Gonçalo dos Reis

Who trusts Adrien Richou overall

1. Christian Bender
2. Jessica Steiner
3. P. Briand
4. W. E
5. Patrick Cheridito
6. Arnulf Jentzen
7. Jean-François Chassagneux
8. Martin Hutzenthaler
9. Christian Beck
10. X. Mao

Papers from Adrien Richou's perspective

Ordered by how strongly the researchers Adrien Richou trusts endorse each paper. Same corpus, a different order for every researcher.

1. Backward stochastic differential equations and partial differential equations with quadratic growth
2. A numerical scheme for BSDEs
3. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
4. Utility maximization in incomplete markets
5. Forward-Backward Stochastic Differential Equations and their Applications
6. A regression-based Monte Carlo method to solve backward stochastic differential equations
7. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
8. DONSKER-TYPE THEOREM FOR BSDES
9. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case
10. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Their papers

• Numerical simulation of quadratic BSDEs (2013) — 65 citations
• Markovian quadratic and superquadratic BSDEs with an unbounded terminal condition (2011) — 66 citations
• Numerical simulation of BSDEs with drivers of quadratic growth (2010) — 52 citations
• On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (2009) — 110 citations