UMA Home page for Adrien Barrasso
Publications
Papers in peer-reviewed journals
2022
- Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations.
and
Journal of Stochastic Analysis (JOSA)., vol. 3, Nr. 1, mar, 2022 [
] 
- Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes
and
Stochastics and Dynamics, vol. 22, pp. 2250007, jan, 2022 [ ]
2021
- Backward Stochastic Differential Equations with no driving martingale, Markov processes and associated Pseudo Partial Differential Equations. Part II: Decoupled mild solutions and Examples.
and
Journal of Theoretical Probabililty., vol. 34, pp. 1110-1148, may, 2021 [ ] - Martingale driven BSDEs, PDEs and other related deterministic problems
and
Stochastic Processes and their Applications, vol. 133, 193-228, feb, 2021 [ ]
2020
- Decoupled mild solutions of path-dependent PDEs and Integro PDEs represented by BSDEs driven by cadlag martingales
and
Potential Analysis., vol. 53, pp. 449-481, jul, 2020 [ ]
2019
- Path-dependent Martingale Problems and Additive Functionals
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Stochastics and Dynamics, vol. 19 (4), pp. 1950027 (39 pages), apr, 2019 [ ]
2017
- A note on time-dependent additive functionals
and
Communications on Stochastic Analysis, vol. 11 no 3, pp. 313-334, sep, 2017 [ ]