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