Perron's method Hypothesis testing Stopping time Inhomogeneous Poisson processes Reflected backward stochastic differential equation Likelihood ratio test Consistency Estimation paramétrique Equations différentielles doublement stochastiques rétrogrades Bifurcation diagrams Maximum likelihood estimator Asymptotic normality Stochastic flow Jumps Maximum likelihood estimation Doubly reflected BSDE with jumps Estimation non-paramétrique Obstacle problem Hypothesis test Backward stochastic differential equations Bellman-Isaacs equation Optimal stochastic control Backward Doubly Stochastic Differential Equations Euler scheme Backward Volterra integral equation Infinite dimensional analysis Simulation Volatility uncertainty Stochastic partial differential equations Efficiency Continuation method Singularity Lévy process Categorical explanatory variables Generalized linear models Parameter estimation Poisson process Estimateur du maximum de vraisemblance Composite alternatives Fractional Diffusion Brass instruments Tests d'ajustement Forward utilities Backward doubly stochastic differential equations Inhomogeneous Poisson process Change-point Impulse control Ease of playing Backward stochastic differential equation Calculus via regularization Bayesian estimator Asymptotic theory General filtration Feynman-Kac representation Bifurcation analysis Cramér-von Mises test Hypotheses testing Density of hitting time Ageing Optimal switching Functional stochastic calculus Fault Variational inequalities Green's function Singular terminal condition Equations différentielles stochastiques rétrogrades Bilateral interconnected obstacles Hamilton-Jacobi-Bellman-Isaacs equation Diffusion process Explicit estimators Autoregressive model Ergodic diffusion process Asymptotic approach First order theory Stochastic control One-step procedure GLM Second order backward stochastic differential equation Dynamic utilities Fractional Gaussian noise Viscosity solution of PDEs Comparison theorem Extreme value distribution Bifurcation Analysis Parametric estimation Fractional diffusion Backward SDE B-value Goodness-of-fit tests Integro-partial differential equations Itô formula Average frequency Cyclically ordered groups Fault-surface roughness Asymptotic properties Continuity problem Snell envelope Viscosity solution Dynamical systems Fractional Brownian motion