Browsing CEREMADE (UMR CNRS 7534) by Author "Yang, Junjian"

Now showing items 1-4 of 4

Ergodicity of the underdamped mean-field Langevin dynamics

Kazeykina, Anna; Ren, Zhenjie; Tan, Xiaolu; Yang, Junjian (2020) Document de travail / Working paper
Nonlinear predictable representation and L1-solutions of second-order backward SDEs

Ren, Zhenjie; Touzi, Nizar; Yang, Junjian (2018-08) Document de travail / Working paper
Principal-agent problem with multiple principals

Hu, Kaitong; Ren, Zhenjie; Yang, Junjian (2019) Document de travail / Working paper
Second order backward SDE with random terminal time

Lin, Yiqing; Ren, Zhenjie; Touzi, Nizar; Yang, Junjian (2018-02) Document de travail / Working paper