El Hassan Es-Saky

Available identifiers

zbMath Open essaky.el-hassanMaRDI QIDQ1612752

List of research outcomes

Publication	Date of Publication	Type
Backward stochastic evolution inclusions in UMD Banach spaces	2024-01-15	Paper
Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles	2023-08-14	Paper
A new approach for computing the distance and the diameter in circulant graphs	2022-10-20	Paper
Diameter formulas for a class of undirected multi-loop networks	2022-09-26	Paper
Diameter of generalized Petersen graphs	2021-02-20	Paper
BSDE Approach for Dynkin Game and American Game Option	2018-11-30	Paper
Mixed stochastic differential equations: existence and uniqueness result	2018-08-16	Paper
Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator	2015-11-18	Paper
On backward stochastic differential equations driven by a family of It\^o's processes	2015-10-31	Paper
On the \(\frac{1}{H}\)-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter \(H < \frac{1}{2}\)	2015-08-24	Paper
Stochastic quadratic BSDE with two RCLL obstacles	2015-04-28	Paper
Generalized Snell envelope as a minimal solution of BSDE with lower barriers	2013-12-19	Paper
Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth	2013-01-18	Paper
General existence results for reflected BSDE and BSDE	2011-07-29	Paper
Multidimensional BSDE with super-linear growth coefficient: application to degenerate systems of semilinear PDEs	2010-07-20	Paper
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities	2010-07-14	Paper
Canonical Representation for Gaussian Processes	2009-12-18	Paper
Reflected backward stochastic differential equation with jumps and RCLL obstacle	2009-01-13	Paper
Large deviation principle for a backward stochastic differential equation with subdifferential operator	2008-02-26	Paper
https://portal.mardi4nfdi.de/entity/Q3420668	2007-02-02	Paper
Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients	2006-09-22	Paper
Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps	2005-10-18	Paper
Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient	2004-11-11	Paper
Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations	2004-02-15	Paper
BSDE associated with Lévy processes and application to PDIE	2004-01-03	Paper
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient	2003-05-27	Paper
Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain	2003-03-27	Paper
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient	2002-11-21	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: El Hassan Es-Saky