START HFRI Project

This is the webpage of the H.F.R.I. project "Stability and Numerics for BSDEs under Uncertainty and Applications (START)" (S.A.5, Proposal No: 235), hosted by the School of Applied Mathematical and Physical Sciences of National Technical University of Athens (NTUA).

Members

Alexandros Saplouras (National Technical University of Athens)

Preprints

A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Existence, uniqueness and propagation of chaos for general McKean-Vlasov and mean-field BSDEs, arXiv.
A. Saplaouras, A general and sharp regularity condition for integro-differential equations with non-dominated measures, arXiv.
C. Liu, A. Papapantoleon, A. Saplaouras, Convergence rates for Backward SDEs driven by Lévy processes, arXiv.

Working papers

D. Possamaï, A. Saplaouras, M. Rodrigues, Second-Order BSDEs
A. Papapantoleon, A. Saplaouras, S. Theodorakopoulos, Stability of backward propagation of chaos
A. Saplaouras, S. Theodorakopoulos, Stochastic integrals with respect to G-Lévy processes
A. Saplaouras, A note on the Stability of Martingale Representations: Dropping the WPR property.
A. Saplaouras, Construction of a smooth Young function of moderate growth.

Open positions (in Greek)

School and One-day Workshop