Essaky, E. H.
- General Existence Results for Reflected BSDE and BSDE
2008/09/08 by Essaky, E. H., Hassani, M. · 2 citations
#60H10 #60H20 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
- p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
2010/07/14 by Khaled Bahlali, El Hassan Essaky, Bahlali, K. +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Nonlinear Differential Equations Analysis #Differential Equations and Numerical Methods
- Generalized Snell Envelope as a Minimal Solution of BSDE With Lower Barriers
2012/10/22 by Essaky, E. H., Hassani, M., Ouknine, Y. · 1 citation
#60H10 #60H20 #FOS: Mathematics #Probability (math.PR)