{"id":"https://openalex.org/W7150856444","doi":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","title":"Backward stochastic differential equations (BSDEs) with application to stochastic control and partial differential equations (PDE)","display_name":"Backward stochastic differential equations (BSDEs) with application to stochastic control and partial differential equations (PDE)","publication_year":2022,"publication_date":"2022-11-12","ids":{"openalex":"https://openalex.org/W7150856444","doi":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158"},"language":"fr","primary_location":{"id":"doi:10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","doi":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","is_oa":false,"landing_page_url":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","pdf_url":null,"source":{"id":"https://openalex.org/S4406923047","display_name":"theses.fr (ABES)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Toulon","raw_type":"dissertation"},"volume":null,"type":"dissertation","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://theses.hal.science/tel-05093956/document","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5042390561","display_name":"Abdallah Roubi","orcid":"https://orcid.org/0000-0003-3854-193X","observed_orcids":["https://orcid.org/0000-0003-3854-193X"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Abdallah Roubi","raw_affiliation_strings":["Toulon"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Toulon","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5042390561"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10541","display_name":"Nonlinear Differential Equations Analysis","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/backward-stochastic-differential-equations","display_name":"backward stochastic differential equations","score":1.0},{"id":"https://openalex.org/keywords/forward-backward-stochastic-differential-equations","display_name":"forward-backward stochastic differential equations","score":0.8669999837875366},{"id":"https://openalex.org/keywords/infinite-horizon","display_name":"infinite horizon","score":0.6359999775886536},{"id":"https://openalex.org/keywords/pontryagin-s-maximum-principle","display_name":"Pontryagin maximum principle","score":0.9660000205039978},{"id":"https://openalex.org/keywords/mean-field-optimal-control","display_name":"mean-field optimal control","score":0.6959999799728394},{"id":"https://openalex.org/keywords/necessary-optimality-conditions","display_name":"necessary optimality conditions","score":0.8270000219345093},{"id":"https://openalex.org/keywords/reflected-bsdes","display_name":"reflected BSDEs","score":0.9449999928474426}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.5684000253677368},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.526199996471405},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.3912999927997589},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.367900013923645},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.3515999913215637},{"id":"https://openalex.org/C91575142","wikidata":"https://www.wikidata.org/wiki/Q1971426","display_name":"Optimal control","level":2,"score":0.33469998836517334},{"id":"https://openalex.org/C170131372","wikidata":"https://www.wikidata.org/wiki/Q7617811","display_name":"Stochastic control","level":3,"score":0.3239000141620636},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.30880001187324524},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.2944999933242798},{"id":"https://openalex.org/C84629840","wikidata":"https://www.wikidata.org/wiki/Q16979017","display_name":"Stochastic partial differential equation","level":3,"score":0.2709999978542328},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.27079999446868896},{"id":"https://openalex.org/C8272713","wikidata":"https://www.wikidata.org/wiki/Q176737","display_name":"Stochastic process","level":2,"score":0.26260000467300415},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.26179999113082886},{"id":"https://openalex.org/C182365436","wikidata":"https://www.wikidata.org/wiki/Q50701","display_name":"Variable (mathematics)","level":2,"score":0.25589999556541443},{"id":"https://openalex.org/C127491075","wikidata":"https://www.wikidata.org/wiki/Q7617825","display_name":"Stochastic modelling","level":2,"score":0.2508000135421753}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","doi":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","is_oa":false,"landing_page_url":"https://doi.org/10.70675/5dd64020zb834z4b84za6f4zf6e0dc6a2158","pdf_url":null,"source":{"id":"https://openalex.org/S4406923047","display_name":"theses.fr (ABES)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Toulon","raw_type":"dissertation"},{"id":"pmh:2022TOUL0011","doi":null,"is_oa":true,"landing_page_url":"http://www.theses.fr/2022TOUL0011/document","pdf_url":"https://theses.hal.science/tel-05093956/document","source":{"id":"https://openalex.org/S4406923047","display_name":"theses.fr (ABES)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Electronic Thesis or Dissertation"}],"best_oa_location":{"id":"pmh:2022TOUL0011","doi":null,"is_oa":true,"landing_page_url":"http://www.theses.fr/2022TOUL0011/document","pdf_url":"https://theses.hal.science/tel-05093956/document","source":{"id":"https://openalex.org/S4406923047","display_name":"theses.fr (ABES)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Electronic Thesis or Dissertation"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W7150856444.pdf","grobid_xml":"https://content.openalex.org/works/W7150856444.grobid-xml"},"referenced_works_count":61,"referenced_works":["https://openalex.org/W159364428","https://openalex.org/W182704713","https://openalex.org/W214694538","https://openalex.org/W1523471994","https://openalex.org/W1544199748","https://openalex.org/W1873176249","https://openalex.org/W1969717343","https://openalex.org/W1987280177","https://openalex.org/W1996204566","https://openalex.org/W1996238329","https://openalex.org/W2003793310","https://openalex.org/W2008618331","https://openalex.org/W2009905602","https://openalex.org/W2011000015","https://openalex.org/W2013630257","https://openalex.org/W2016310114","https://openalex.org/W2016375178","https://openalex.org/W2019740115","https://openalex.org/W2022384100","https://openalex.org/W2022420776","https://openalex.org/W2033534334","https://openalex.org/W2037152246","https://openalex.org/W2038109231","https://openalex.org/W2038686546","https://openalex.org/W2041505907","https://openalex.org/W2043864925","https://openalex.org/W2062231381","https://openalex.org/W2063595120","https://openalex.org/W2070504031","https://openalex.org/W2072622079","https://openalex.org/W2073078790","https://openalex.org/W2076846099","https://openalex.org/W2078895915","https://openalex.org/W2083862548","https://openalex.org/W2085681503","https://openalex.org/W2090929784","https://openalex.org/W2092709451","https://openalex.org/W2102299422","https://openalex.org/W2105863996","https://openalex.org/W2106398551","https://openalex.org/W2127510984","https://openalex.org/W2128921863","https://openalex.org/W2138642886","https://openalex.org/W2164042878","https://openalex.org/W2168600615","https://openalex.org/W2353758474","https://openalex.org/W2552466764","https://openalex.org/W2580666303","https://openalex.org/W2586922246","https://openalex.org/W2738289186","https://openalex.org/W2744048172","https://openalex.org/W2799169778","https://openalex.org/W2808292525","https://openalex.org/W2898256821","https://openalex.org/W2945086560","https://openalex.org/W2963415493","https://openalex.org/W2964202953","https://openalex.org/W3104522568","https://openalex.org/W3150142283","https://openalex.org/W4230008158","https://openalex.org/W4239802052"],"related_works":["https://openalex.org/W6903986723","https://openalex.org/W7084236836","https://openalex.org/W7148748819","https://openalex.org/W4394790492","https://openalex.org/W1620034161","https://openalex.org/W7149774157","https://openalex.org/W7147027003","https://openalex.org/W7043733480","https://openalex.org/W7149379666","https://openalex.org/W2595470240"],"abstract_inverted_index":{"\u00c9quations":[0],"diff\u00e9rentielles":[1,25,70,201],"stochastiques":[2,26,71,202],"r\u00e9trogrades":[3,27,203],"(EDSR)":[4],"avec":[5,34],"application":[6,35],"au":[7,36],"contr\u00f4le":[8,37],"stochastique":[9,38],"et":[10,39,100,140,216],"aux":[11,13,40,42,115],"\u00e9quations":[12,24,41,114,200],"d\u00e9riv\u00e9es":[14,43,116],"partielles":[15,44],"(EDP)":[16],"L\u2019objectif":[17],"de":[18,66,76,91,103,124,148,154,158,169,184,191],"cette":[19],"th\u00e8se":[20,50],"est":[21,78,95,110,132,167,208],"l\u2019\u00e9tude":[22],"des":[23,113],"(en":[28],"abr\u00e9g\u00e9":[29],"EDSR,":[30],"BSDE":[31],"en":[32,47,81,87,212],"anglais)":[33],"(EDP,":[45],"PDE":[46],"anglais).":[48],"Cette":[49],"contient":[51],"trois":[52],"articles,":[53],"dont":[54,129],"les":[55,145,189,199],"r\u00e9sultats":[56],"principaux":[57],"sont":[58],":":[59],"Le":[60,74,89],"premier":[61],"traite":[62,119],"un":[63,97,127],"probl\u00e8me":[64],"d'existence":[65],"solutions":[67],"faibles":[68],"d\u2019\u00e9quations":[69],"progressives-r\u00e9trogrades":[72],"(EDSPR).":[73],"g\u00e9n\u00e9rateur":[75,207],"l\u2019EDSPR":[77],"suppos\u00e9":[79],"continu":[80],"(y,":[82],"z)":[83],"mais":[84],"\u00e9ventuellement":[85],"discontinu":[86],"x.":[88],"drift":[90,98],"la":[92,130,149,163,182,213,217],"composante":[93],"progressive":[94],"simplement":[96],"mesurable":[99],"le":[101,120,194,206],"coefficient":[102],"diffusion":[104],"peut":[105],"\u00eatre":[106],"discontinu.":[107],"Notre":[108],"approche":[109],"bas\u00e9e":[111],"sur":[112],"partielles.Le":[117],"deuxi\u00e8me":[118],"principe":[121,185],"du":[122,152,165,186],"maximum":[123,187],"Pontryagin":[125],"pour":[126,176],"syst\u00e8me":[128],"dynamique":[131],"dirig\u00e9e":[133],"par":[134,156,188],"une":[135],"EDSR":[136],"\u00e0":[137,141,209],"champ":[138],"moyen":[139],"horizon":[142],"infini,":[143],"o\u00f9":[144],"coefficients":[146],"d\u00e9pendent":[147],"loi":[150],"marginale":[151],"processus":[153],"l\u2019\u00e9tat":[155],"l\u2019esp\u00e9rance":[157],"sa":[159],"valeur.":[160],"De":[161],"plus,":[162],"fonction":[164],"co\u00fbt":[166],"aussi":[168],"type":[170],"champ-moyen.":[171],"Les":[172],"conditions":[173],"n\u00e9cessaires":[174],"d\u2019optimalit\u00e9":[175],"ses":[177],"syst\u00e8mes":[178],"seront":[179],"\u00e9tablies":[180],"sous":[181],"forme":[183],"techniques":[190],"perturbation":[192],"convexe.Dans":[193],"troisi\u00e8me":[195],"article,":[196],"nous":[197],"\u00e9tudions":[198],"r\u00e9fl\u00e9chies":[204],"lorsque":[205],"croissance":[210],"quadratique":[211],"variable":[214],"z":[215],"condition":[218],"terminale":[219],"dans":[220],"L\u00b2.":[221]},"counts_by_year":[],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2026-04-07T00:00:00"}
