Wissal Sabbagh

Available identifiers

Publication	Date of Publication	Type
Deep learning scheme for forward utilities using ergodic BSDEs	2024-08-13	Paper
A new Mertens decomposition of \(\mathscr{Y}^{g , \xi} \)-submartingale systems. Application to BSDEs with weak constraints at stopping times	2023-09-15	Paper
Large deviation principles of obstacle problems for quasilinear stochastic PDEs	2021-04-23	Paper
When Capital Is a Funding Source: The Anticipated Backward Stochastic Differential Equations of X-Value Adjustments	2020-05-29	Paper
Probabilistic interpretation for solutions of fully nonlinear stochastic pdes	2019-05-23	Paper
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain	2017-09-07	Paper
Numerical computation for backward doubly SDEs with random terminal time	2016-09-06	Paper
Systems of reflected quasilinear stochastic PDEs in a convex domain	2016-03-28	Paper
The obstacle problem for semilinear parabolic partial integro-differential equations	2015-01-30	Paper
Deep learning scheme for forward utilities using ergodic BSDEs	N/A	Paper

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