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Sabbagh, Wissal

  1. 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
  2. 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)
  3. 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)