vix.ing · top · new · best · stats · spec

Hamadene, Said

  1. Viscosity Solutions of Systems of Variational Inequalities with\n Interconnected Bilateral Obstacles
    2012/11/21 by Boualem Djehiche, Said Hamad egrave ne, Djehiche, Boualem +3 · 3 citations
    Mathematics · #Nonlinear Partial Differential Equations #Nonlinear Differential Equations Analysis #Geometric Analysis and Curvature Flows
  2. A Finite Horizon Optimal Multiple Switching Problem
    2007/07/18 by Djehiche, Boualem, Hamadene, Said, Popier, Alexandre · 1 citation
    #60G40 #62P20 #91B99 #93E20 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  3. The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach
    2008/05/09 by Asri, Brahim El, Hamadene, Said · 1 citation
    #35B37 #49L25. #60G40 #62P20 #91B28 #91B99 #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
  4. The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options
    2008/10/31 by Hamadene, Said, Zhang, Jianfeng · 1 citation
    #60G40 #91A10 #91A15 #91A30 #91A60 #FOS: Economics and business #FOS: Mathematics #Pricing of Securities (q-fin.PR) #Probability (math.PR)
  5. Mean-Field Doubly Reflected Backward Stochastic Differential Equations
    2020/07/09 by Chen, Yinggu, Hamadene, Said, Mu, Tingshu · 1 citation
    #49N80 #91A16 #91G66 #FOS: Mathematics #Probability (math.PR)