Imade Fakhouri

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles Evolution Equations and Control Theory	2025-01-07	Paper
\( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration Random Operators and Stochastic Equations	2023-07-07	Paper
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains Stochastics	2022-06-30	Paper
Stochastic optimal switching and systems of variational inequalities with interconnected obstacles	2021-12-20	Paper
Reflected BSDEs with jumps in time-dependent convex càdlàg domains Stochastic Processes and their Applications	2021-02-18	Paper
A balance sheet optimal multi-modes switching problem Afrika Matematika	2020-03-25	Paper
\(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method S\(\vec{\text{e}}\)MA Journal	2019-08-28	Paper
Mean-field optimal multi-modes switching problem: a balance sheet Stochastics and Dynamics	2019-08-13	Paper
Viscosity solutions for a system of PDEs and optimal switching IMA Journal of Mathematical Control and Information	2019-07-02	Paper
Viscosity solutions for a system of PDEs and optimal switching IMA Journal of Mathematical Control and Information	2019-07-02	Paper
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections Statistics & Probability Letters	2018-06-14	Paper
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration Modern Stochastics. Theory and Applications	2017-04-18	Paper
Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time Bulletin des Sciences Mathématiques	2013-12-19	Paper

Research outcomes over time

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