The following pages link to Said Hamadène (Q334111):
Displaying 50 items.
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game (Q466184) (← links)
- (Q616309) (redirect page) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- (Q674051) (redirect page) (← links)
- Zero-sum stochastic differential games and backward equations (Q674053) (← links)
- (Q841483) (redirect page) (← links)
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484) (← links)
- The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963) (← links)
- BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game (Q850396) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- Switching problem and related system of reflected backward SDEs (Q963029) (← links)
- Stochastic impulse control of non-Markovian processes (Q989967) (← links)
- Backward stochastic differential equations: The locally Lipschitz case (Q1378147) (← links)
- Multidimensional backward stochastic differential equations with uniformly continuous coeffi\-cients (Q1433465) (← links)
- Limit theorem for the statistical solution of Burgers equation (Q1593633) (← links)
- Reflected BSDEs and mixed game problem (Q1613587) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
- Backward-forward SDE's and stochastic differential games (Q1805788) (← links)
- Reflected backward stochastic differential equation with jumps and random obstacle (Q1858672) (← links)
- On the stochastic control-stopping problem (Q2168027) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Optimal control and zero-sum stochastic differential game problems of mean-field type (Q2187335) (← links)
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- The multi-player nonzero-sum Dynkin game in discrete time (Q2454073) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients (Q2497820) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- (Q2772020) (← links)
- Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach (Q2804564) (← links)
- Reflected Backward SDEs with General Jumps (Q2811894) (← links)
- (Q3099666) (← links)
- Optimal stopping of expected profit and cost yields in an investment under uncertainty (Q3108371) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options (Q3162604) (← links)
- Mean-field backward–forward stochastic differential equations and nonzero sum stochastic differential games (Q3384670) (← links)
- Mixed Zero-Sum Stochastic Differential Game and American Game Options (Q3427778) (← links)
- Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles (Q3448365) (← links)
- A Finite Horizon Optimal Multiple Switching Problem (Q3581043) (← links)
- (Q3613981) (← links)
- (Q3652515) (← links)
- Nonzero sum linear–quadratic stochastic differential games and backward–forward equations (Q4238565) (← links)
- Backward stochastic differential equation with local time (Q4242647) (← links)
- (Q4291261) (← links)
- (Q4357505) (← links)
