M'hamed Eddahbi

Available identifiers

zbMath Open eddahbi.mhamedMaRDI QIDQ367199

List of research outcomes

Publication	Date of Publication	Type
Stochastic modeling for describing crystallization droplets in water emulsion	2023-08-14	Paper
Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process	2023-02-10	Paper
Quadratic BSDEs with jumps and related PIDEs	2022-07-08	Paper
Reflected BSDEs with jumps in time-dependent convex càdlàg domains	2021-02-18	Paper
A balance sheet optimal multi-modes switching problem	2020-03-25	Paper
Mean-field optimal multi-modes switching problem: A balance sheet	2019-08-13	Paper
Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics	2018-11-30	Paper
Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model	2018-10-22	Paper
Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes	2018-09-06	Paper
Characterization of submartingales of a new class (Σr)	2018-05-03	Paper
Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results	2017-10-05	Paper
\(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration	2017-04-18	Paper
Martingale property for the Scott correlated stochastic volatility model	2016-06-11	Paper
https://portal.mardi4nfdi.de/entity/Q3195634	2015-10-20	Paper
Quadratic BSDEs with rough drivers and $L^2$--terminal condition	2014-03-12	Paper
Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula	2014-02-26	Paper
Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233]	2013-09-26	Paper
Solvability of some quadratic BSDEs without exponential moments	2013-06-24	Paper
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density	2010-04-14	Paper
Stability and genericity for SPDE's driven by spatially correlated noise	2009-07-10	Paper
Renormalization Of The Local Time For The d-Dimensional Fractional Brownian Motion With N Parameters	2007-10-22	Paper
A Stroock formula for a certain class of Lévy processes and applications to finance	2006-08-28	Paper
Regularity of the Local Time for the d-dimensional Fractional Brownian Motion with N-parameters	2005-05-23	Paper
Quasi-linear parabolic SPDEs with continuous coefficients	2005-03-21	Paper
Chaotic expansion and smoothness of some functionals of the fractional Brownian motion	2004-12-29	Paper
Strassen's local law for diffusion processes under strong topologies	2004-02-20	Paper
BSDE associated with Lévy processes and application to PDIE	2004-01-03	Paper
https://portal.mardi4nfdi.de/entity/Q4787896	2003-06-26	Paper
Limit theorems for BSDE with local time applications to non-linear PDE	2003-06-02	Paper
Hedging options in market models modulated by the fractional Brownian motion	2001-12-06	Paper
Multivalued SPDEs driven by additive space—time white noise and additive white noise	2001-09-16	Paper
Large deviation estimates and functional law for diffusions in modulus spaces	2001-07-11	Paper
Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications	2001-06-13	Paper
Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space	2001-01-17	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients	1999-09-02	Paper
Grandes deviations des diffusions sur les espaces de besov-orlicz et application	1999-06-15	Paper
Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection	1999-06-01	Paper
https://portal.mardi4nfdi.de/entity/Q4355089	1998-10-01	Paper
Large deviations for solutions of hyperbolic SPDE's in the Hölder norm	1998-08-31	Paper
On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients	1998-08-24	Paper
https://portal.mardi4nfdi.de/entity/Q4380612	1998-05-04	Paper
Large deviations of diffusions on Besov-Orlicz spaces	1998-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q3122813	1998-01-07	Paper

Research outcomes over time

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