Khadija Akdim

From MaRDI portal



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!

PublicationDate of PublicationType
Backward stochastic differential equations driven by optional semimartingales with conditional reflecting and regulated barrier
Random Operators and Stochastic Equations
2026-06-08Paper
Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by optional semimartingales
Random Operators and Stochastic Equations
2026-03-04Paper
Stochastic analysis of an economic growth model incorporating Itô-Lévy driven investment, optimal control and numerical simulation
Physica A
2025-10-15Paper
Stochastic viral infection model with lytic and nonlytic immune responses driven by Lévy noise
Physica A
2022-08-18Paper
Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
Stochastics
2022-07-05Paper
A stochastic vaccinated epidemic model incorporating Lévy processes with a general awareness-induced incidence
International Journal of Biomathematics
2021-11-12Paper
Reflected backward SDEs in a convex polyhedron
Applied and Numerical Harmonic Analysis
2021-06-10Paper
BSDENMs: enlargement of filtration and insider trading2020-01-20Paper
Characterization of submartingales of a new class (^r)
Stochastic Analysis and Applications
2018-05-03Paper
Martingale property for the Scott correlated stochastic volatility model2016-06-11Paper
Studying anticipation on financial markets via BSDEs with random terminal time
Random Operators and Stochastic Equations
2009-08-08Paper
Studying anticipation on financial markets by BSDE
Random Operators and Stochastic Equations
2007-05-29Paper
Infinite Horizon Reflected Backward SDEs with Jumps and RCLL Obstacle
Stochastic Analysis and Applications
2007-02-15Paper
Variational Inequalities for Combined Control and Stopping Game
Stochastic Analysis and Applications
2007-02-15Paper


Research outcomes over time


This page was built for person: Khadija Akdim