Publications
Publications
Preprints:
J. Claisse, J. Kang and X. Tan
On the McKean-Vlasov SDE with branching.
B. Bouchard and X. Tan
On the regularity of solutions of some linear parabolic path-dependent PDEs.
X. He, X. Tan and J. Zou
A mean-field version of Bank-El Karoui's representation of stochastic processes.
N. El Karoui and X. Tan,
Capacities, Measurable Selection and Dynamic Programming Part I: Abstract Framework.
N. El Karoui and X. Tan,
Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems.
Accepted papers:
Thesis:
PHD Thesis, 12th december 2011
Stochastic control methods for optimal transportation and probabilistic numerical schemes for PDEs.
HDR Thesis, 1st december 2017,
Martingale Optimal Transport, Non Markovian Stochastic Control and Branching Diffusion Processes.