Achref Bachouch

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
Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications Methodology and Computing in Applied Probability	2022-06-03	Paper
Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis SIAM Journal on Numerical Analysis	2021-02-23	Paper
$ L^2$-regularity result for solutions of backward doubly stochastic differential equations Stochastics and Dynamics	2020-04-01	Paper
A new approach to optimal stopping for Hunt processes	2019-08-31	Paper
Singular control optimal stopping of memory mean-field processes SIAM Journal on Mathematical Analysis	2019-02-20	Paper
Zhang $L^2$-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions	2017-09-22	Paper
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs Stochastic and Partial Differential Equations. Analysis and Computations	2016-11-04	Paper
Empirical regression method for backward doubly stochastic differential equations SIAM/ASA Journal on Uncertainty Quantification	2016-07-22	Paper
Hastings-Metropolis algorithm on Markov chains for small-probability estimation ESAIM: Proceedings and Surveys	2016-02-10	Paper

Research outcomes over time

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