The following pages link to M'hamed Eddahbi (Q367199):
Displayed 45 items.
- Corrigendum to ``Solvability of some quadratic BSDEs without exponential moments'' [C. R. Acad. Sci. Paris, Ser. I 351 (5-6) (2013) 229-233] (Q367200) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density (Q964011) (← links)
- Stability and genericity for SPDE's driven by spatially correlated noise (Q1029296) (← links)
- Item:Q367199 (redirect page) (← links)
- Parabolic stochastic partial differential equations with non-Lipschitz coefficients with reflection (Q1283588) (← links)
- Large deviations for solutions of hyperbolic SPDE's in the Hölder norm (Q1366415) (← links)
- Item:Q367199 (redirect page) (← links)
- Large deviations of diffusions on Besov-Orlicz spaces (Q1376550) (← links)
- Large deviations for a stochastic Volterra-type equation in the Besov-Orlicz space (Q1593625) (← links)
- Quasi-linear parabolic SPDEs with continuous coefficients (Q1769299) (← links)
- BSDE associated with Lévy processes and application to PDIE (Q1812265) (← links)
- Strassen's local law for diffusion processes under strong topologies (Q1873622) (← links)
- Chaotic expansion and smoothness of some functionals of the fractional Brownian motion (Q1890282) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Solvability of some quadratic BSDEs without exponential moments (Q2376627) (← links)
- Quadratic BSDE with \(\mathbb{L}^{2}\)-terminal data: Krylov's estimate, Itô-Krylov's formula and existence results (Q2406565) (← links)
- A Stroock formula for a certain class of Lévy processes and applications to finance (Q2498178) (← links)
- Large deviation estimates and functional law for diffusions in modulus spaces (Q2722269) (← links)
- Multivalued SPDEs driven by additive space—time white noise and additive white noise (Q2739926) (← links)
- Hedging options in market models modulated by the fractional Brownian motion (Q2758167) (← links)
- (Q3122813) (← links)
- Limit theorems for BSDE with local time applications to non-linear PDE (Q3148778) (← links)
- (Q3195634) (← links)
- On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients (Q3843098) (← links)
- Grandes deviations des diffusions sur les espaces de besov-orlicz et application (Q4238144) (← links)
- On Quasi-linear parabolic SPDEs with non-Lipschitz coefficients (Q4261522) (← links)
- (Q4355089) (← links)
- (Q4380612) (← links)
- Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications (Q4518324) (← links)
- Sensitivity Analysis for Time-Inhomogeneous Lévy Process: A Malliavin Calculus Approach and Numerics (Q4558889) (← links)
- Computation of Greeks in LIBOR models driven by time–inhomogeneous Lévy processes (Q4585676) (← links)
- Characterization of submartingales of a new class <font>(Σ<sup><i>r</i></sup>)</font> (Q4639184) (← links)
- Regularity of the Local Time for the <i>d</i>-dimensional Fractional Brownian Motion with <i>N</i>-parameters (Q4678740) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)
- (Q4787896) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← links)
- Renormalization Of The Local Time For The <i>d</i>-Dimensional Fractional Brownian Motion With <i>N</i> Parameters (Q5421088) (← links)
- Stochastic modeling for describing crystallization droplets in water emulsion (Q6171651) (← links)
- Quadratic BSDEs with $\mathbb{L}^2$--terminal data Existence results, Krylov's estimate and It\^o--Krylov's formula (Q6249355) (← links)
- Quadratic BSDEs with rough drivers and $L^2$--terminal condition (Q6249746) (← links)
- Martingale property for the Scott correlated stochastic volatility model (Q6274524) (← links)
- Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process (Q6426022) (← links)