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El Hassan Essaky
El Hassan Essaky
University Cadi ayyad
Bestätigte E-Mail-Adresse bei uca.ac.ma
Titel
Zitiert von
Zitiert von
Jahr
Reflected backward stochastic differential equation with jumps and RCLL obstacle
EH Essaky
Bulletin des sciences mathematiques 132 (8), 690-710, 2008
1022008
BSDE associated with Lévy processes and application to PDIE
K Bahlali, M Eddahbi, E Essaky
International Journal of Stochastic Analysis 16, 1-17, 2003
942003
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
K Bahlali, EH Essaky, M Hassani, E Pardoux
Comptes Rendus. Mathématique 335 (9), 757-762, 2002
532002
Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
EH Essaky, M Hassani
Journal of Differential Equations 254 (3), 1500-1528, 2013
402013
Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs
K Bahlali, E Essaky, M Hassani
Comptes Rendus. Mathématique 348 (11-12), 677-682, 2010
352010
Backward stochastic differential equation with two reflecting barriers and jumps
EH Essaky, Y Ouknine, N Harraj
Stochastic Analysis and Applications 23 (5), 921-938, 2005
302005
General existence results for reflected BSDE and BSDE
EH Essaky, M Hassani
Bulletin des Sciences Mathématiques 135 (5), 442-466, 2011
292011
Reflected backward stochastic differential equation with locally monotone coefficient
K Bahlali, EH Essaky, Y Ouknine
Stochastic analysis and applications 22 (4), 939-970, 2004
242004
Mixed stochastic differential equations: Existence and uniqueness result
JL da Silva, M Erraoui, EH Essaky
Journal of Theoretical Probability 31, 1119-1141, 2018
232018
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
K BAHLALI, EH ESSAKY, Y Ouknine
Walter de Gruyter, Berlin/New York 10 (4), 335-350, 2002
232002
Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
K Bahlali, E Essaky, M Hassani
SIAM Journal on Mathematical Analysis 47 (6), 4251-4288, 2015
222015
Canonical representation for Gaussian processes
M Erraoui, EH Essaky
Séminaire de Probabilités XLII, 365-381, 2009
142009
Large deviation principle for a backward stochastic differential equation with subdifferential operator
EH Essaky
Comptes Rendus. Mathématique 346 (1-2), 75-78, 2008
112008
Averaging of backward stochastic differential equations and homogenization of partial differential equations with periodic coefficients
EH Essaky, Y Ouknine
Stochastic analysis and applications 24 (2), 277-301, 2006
92006
On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H< 12
EH Essaky, D Nualart
Stochastic Processes and their Applications 125 (11), 4117-4141, 2015
82015
Stochastic quadratic BSDE with two RCLL obstacles
EH Essaky, M Hassani, Y Ouknine
Stochastic Processes and their Applications 125 (6), 2147-2189, 2015
62015
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
K Bahlali, EH Essaky, M Hassani
arXiv preprint arXiv:1007.2388, 2010
62010
Reflected Backward Stochastic Differential Equation with Super-Linear Growth
K Bahlali, EH Essaky, B Labed
Proceedings of the International Conference on Stochastic Analysis and …, 2004
62004
Generalized Snell envelope as a minimal solution of BSDE with lower barriers
EH Essaky, M Hassani, Y Ouknine
Bulletin des Sciences Mathématiques 137 (4), 498-508, 2013
52013
Homogenization of multivalued partial differential equations via reflected backward stochastic differential equations
EH Essaky, Y Ouknine
Stochastic analysis and applications 22 (1), 81-98, 2004
52004
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