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Théorie probabiliste du contrôle des diffusions
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  • 2002Representation theorems for backward stochastic differential equations137 cited
  • 2007Well-posedness and regularity of backward stochastic Volterra integral equations107 cited
  • 1977Sur un problème de dynkin101 cited
  • 1997Adapted solution of a degenerate backward spde, with applications90 cited
  • 2005Martingale methods in stochastic control60 cited
  • 2014Forward–backward systems for expected utility maximization50 cited
  • 2004Skorohod integration and stochastic calculus beyond the fractional Brownian scale50 cited
  • 1995Backward Stochastic Differential Equations and Applications47 cited
  • 2006Existence of optimal markovian controls for degenerate diffusions41 cited
  • 1989A topology for Markov controls36 cited
  • 2013Backward stochastic dynamics on a filtered probability space27 cited
  • 2017Reflected BSDEs when the obstacle is not right-continuous in a general filtration26 cited
  • 2000Forward–backward stochastic differential equations with nonsmooth coefficients26 cited
  • 1987Singular stochastic control and optimal stopping25 cited
  • 2011Backward stochastic dynamics on a filtered probability space

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23 cited
  • 2014Robust Portfolio Choice and Indifference Valuation22 cited