The following pages link to Siham Bouhadou (Q2116472):
Displayed 14 items.
- (Q388123) (redirect page) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- Doubly reflected backward stochastic differential equations in the predictable setting (Q2116473) (← links)
- RBSDEs with optional barriers: monotone approximation (Q2165734) (← links)
- On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps (Q4558895) (← links)
- Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120) (← links)
- STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS (Q5414167) (← links)
- MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS (Q5414168) (← links)
- Optimal stopping in predictable setting (Q6149348) (← links)
- On semimartingale local time inequalities and applications in SDE's (Q6227210) (← links)
- Non linear optimal stopping problem and Reflected BSDEs in the predictable setting (Q6309121) (← links)
- Optimal Stopping in General Predictable Framework (Q6310726) (← links)
- Reflected backward stochastic differential equations with optional barriers: monotone approximation (Q6371772) (← links)