Sabbagh, Wissal
- Probabilistic interpretation for solutions of fully Nonlinear Stochastic\n PDEs
2014/12/17 by Anis Matoussi, Dylan Possamaï, Matoussi, Anis +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #35H60 #60G46 #60H15 #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs
2017/12/06 by Matoussi, Anis, Sabbagh, Wissal, Zhang, Tusheng · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Deep learning scheme for forward utilities using ergodic BSDEs
2024/03/22 by Broux-Quemerais, Guillaume, Kaakaï, Sarah, Matoussi, Anis +1 · 1 citation
#FOS: Mathematics #Probability (math.PR)