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Buckdahn, R.
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1

Markov Processes and Control Theory 

Mathematical Research ; 54, Mathematische Forschung
Buckdahn, R. ; Casteren, J. van ; Dietz, H.-M.... - Reprint 2022 . , [2022]
Link: https://doi.org/10.1515/..
 
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2

In Memoriam: Doctor Hans-Jürgen Engelbert:

Buckdahn, R. ; Tella, P. Di ; Shiryaev, W. Schmidt
Theory of Probability & Its Applications.  67 (2022)  1 - p. 161-162 , 2022
Link: https://doi.org/10.1137/..
 
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3

Viability of an open set for stochastic control systems:

Buckdahn, R. ; Frankowska, H. ; Quincampoix, M.
Stochastic Processes and their Applications.  129 (2019)  10 - p. 4108-4118 , 2019
Link: https://doi.org/10.1016/..
 
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4

Brownian Bridges on Random Intervals:

Bedini, M. L. ; Buckdahn, R. ; Engelbert, H.-J.
Theory of Probability & Its Applications.  61 (2017)  1 - p. 15-39 , 2017
Link: https://doi.org/10.1137/..
 
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5

On representation formulas for long run averaging optimal c..:

Buckdahn, R. ; Quincampoix, M. ; Renault, J.
Journal of Differential Equations.  259 (2015)  11 - p. 5554-5581 , 2015
Link: https://doi.org/10.1016/..
 
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6

Existence of an optimal control for stochastic control syst..:

Buckdahn, R. ; Labed, B. ; Rainer, C..
Stochastics.  82 (2010)  3 - p. 241-256 , 2010
Link: https://doi.org/10.1080/..
 
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7

Stochastic Optimal Control and Linear Programming Approach:

Buckdahn, R. ; Goreac, D. ; Quincampoix, M.
Applied Mathematics & Optimization.  63 (2010)  2 - p. 257-276 , 2010
Link: https://doi.org/10.1007/..
 
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8

On limiting values of stochastic differential equations wit..:

Buckdahn, R. ; Ouknine, Y. ; Quincampoix, M.
Bulletin des Sciences Mathématiques.  133 (2009)  3 - p. 229-237 , 2009
Link: https://doi.org/10.1016/..
 
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9

On the Continuity of Weak Solutions of Backward Stochastic ..:

Buckdahn, R. ; Engelbert, H.-J.
Theory of Probability & Its Applications.  52 (2008)  1 - p. 152-160 , 2008
Link: https://doi.org/10.1137/..
 
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10

A Backward Stochastic Differential Equation without Strong ..:

Buckdahn, R. ; Engelbert, H. J.
Theory of Probability & Its Applications.  50 (2006)  2 - p. 284-289 , 2006
Link: https://doi.org/10.1137/..
 
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11

On Weak Solutions of Backward Stochastic Differential Equat..:

Buckdahn, R. ; Engelbert, H. J. ; Ruascanu, A.
Theory of Probability & Its Applications.  49 (2005)  1 - p. 16-50 , 2005
Link: https://doi.org/10.1137/..
 
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12

A Representation Formula for the Mean Curvature Motion:

Buckdahn, R. ; Cardaliaguet, P. ; Quincampoix, M.
SIAM Journal on Mathematical Analysis.  33 (2001)  4 - p. 827-846 , 2001
Link: https://doi.org/10.1137/..
 
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13

Multidimensional linear stochastic differential equations i..:

Buckdahn, R. ; Malliavin, P. ; Nualart, D.
Stochastics and Stochastic Reports.  62 (1997)  1-2 - p. 117-145 , 1997
Link: https://doi.org/10.1080/..
 
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14

Linear stochastic differential equations and Wick products:

Buckdahn, R. ; Nualart, D.
Probability Theory and Related Fields.  99 (1994)  4 - p. 501-526 , 1994
Link: https://doi.org/10.1007/..
 
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15

A Regularity Condition for Non‐Markovian Solutions of Stoch..:

Buckdahn, R.
Mathematische Nachrichten.  149 (1990)  1 - p. 125-132 , 1990
Link: https://doi.org/10.1002/..
 
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