P. Briand

Finance · 2000–2016

A researcher in the Science corpus: 11 papers; trusts 21 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #1,315 of 10,518 by trust here, #1,444 by citations
• Applied Mathematics — 12 citations into it; #1,146 of 7,620 by trust here, #874 by citations
• Computational Theory and Mathematics — 9 citations into it; #2,707 of 12,182 by trust here, #3,117 by citations
• Management Science and Operations Research — 9 citations into it
• Control and Systems Engineering — 7 citations into it; #4,413 of 8,257 by trust here, #5,490 by citations
• Modeling and Simulation — 7 citations into it; #466 of 2,105 by trust here, #1,179 by citations
• Demography — 5 citations into it; #2,206 of 4,236 by trust here, #1,391 by citations

Whom P. Briand trusts overall

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

1. M. Kobylanski
2. Ying Hu
3. Revaz Tevzadze
4. Peter Imkeller
5. Marco Fuhrman
6. Shige Peng
7. Gianmario Tessitore
8. Lukasz Delong
9. H. M. Soner
10. Freddy Delbaen

Who trusts P. Briand overall

1. Adrien Richou
2. Freddy Delbaen
3. Shige Peng
4. Ying Hu
5. Patrick Cheridito
6. Bruno Bouchard
7. Marie-Amélie Morlais
8. Jianfeng Zhang
9. Romuald Elie
10. Tomasz Klimsiak

Papers from P. Briand's perspective

Ordered by how strongly the researchers P. Briand 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. Forward-Backward Stochastic Differential Equations and their Applications
3. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
4. Stochastic equations in infinite dimensions
5. Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
6. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
7. Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
8. Utility maximization in incomplete markets
9. Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
10. Wellposedness of second order backward SDEs

Their papers

• BSDE with quadratic growth and unbounded terminal value (2005) — 380 citations
• BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces (2007) — 118 citations
• A simple constructive approach to quadratic BSDEs with or without delay (2013) — 97 citations
• BSDEs with polynomial growth generators (2000) — 96 citations
• BSDEs with mean reflection (2016) — 56 citations
• Quadratic BSDEs with convex generators and unbounded terminal conditions (2007) — 357 citations
• One-dimensional backward stochastic differential equations whose coefficient is monotonic in y and non-Lipschitz in z (2007) — 51 citations
• Lp solutions of backward stochastic differential equations (2003) — 350 citations
• On the robustness of backward stochastic differential equations (2002) — 78 citations
• DONSKER-TYPE THEOREM FOR BSDES (2001) — 120 citations
• A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation (2000) — 172 citations