A Pseudo-Markov Property for Controlled Diffusion Processes. - Julien Claisse; Denis Talay; Xiaolu Tan (SIAM J. Control. Optim., 2016)

Some Results on Skorokhod Embedding and Robust Hedging with Local Time. - Julien Claisse; Gaoyue Guo; Pierre Henry-Labordère (J. Optim. Theory Appl., 2018)