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researcher / Rainer Buckdahn

Rainer Buckdahn

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Disciplines:

Mathematics

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Directed Thesis:

Information on a default time : Brownian bridges on a stochastic intervals and enlargement of filtrations

Stochastic differential equations with constraints on the state : backward stochastic differential equations, variational inequalities and fractional viability

Some applications of BSDE theory : fractional BDSDEs and regularity properties of Integro-PDEs

Backward stochastic differential equations, G-expectations and related topics