Welcome to Research Center for Mathematics and Interdisciplinary Sciences (Frontiers Science Center for Nonlinear Expectations)!

Contact Information

Email:rainer.buckdahn@univ-brest.fr
Address:
Office: H104, Building H
Departement de Mathematiques
UFR Sciences et Techniques
Universite de Bretagne Occidentale,
Brest 6, avenue Victor Le Gorgeu,
CS 93837,
F-29238 BREST Cedex 3

Research Interests

Stochastic control; stochastic control under constraint;
Stochastic differential games; stochastic differential equations;
Backward stochastic and doubly stochastic differential equations;
Stochastic interpretation of partial differential equations and stochastic partial differential equations;
Viscosity and stochastic viscosity solutions.