Omar Kebiri

Available identifiers

Publication	Date of Publication	Type
Fractional Stochastic Differential Equations Driven By G-Brownian Motion with Delays	2024-02-12	Paper
Relaxed Optimal Control Problem for a Finite Horizon G-SDE with Delay and Its Application in Economics	2023-03-30	Paper
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	2023-02-01	Paper
Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion	2022-07-13	Paper
Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient	2022-07-05	Paper
$\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs	2022-02-22	Paper
The relaxed maximum principle for G-stochastic control systems with controlled jumps	2021-11-02	Paper
Model reduction and uncertainty quantification of multiscale diffusions with parameter uncertainties using nonlinear expectations	2021-02-09	Paper
Adaptive importance sampling with forward-backward stochastic differential equations	2020-05-19	Paper
Variational approach to rare event simulation using least-squares regression	2019-08-06	Paper
One dimensional BSDEs with logarithmic growth application to PDEs	2018-09-04	Paper
Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems	2018-02-14	Paper
Existence of an optimal control for a system driven by a degenerate coupled forward-backward stochastic differential equations	2017-01-10	Paper

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