The following pages link to Imade Fakhouri (Q388137):
Displaying 11 items.
- Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time (Q388138) (← links)
- \(\mathbb{L}^p\) \((p\geq 2)\)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration (Q522550) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Viscosity solutions for a system of PDEs and optimal switching (Q4966985) (← links)
- Reflected backward stochastic differential equations with jumps in time-dependent random convex domains (Q5085836) (← links)
- Mean-field optimal multi-modes switching problem: A balance sheet (Q5228828) (← links)
- \( \mathbb{L}^2\)-solutions of multidimensional generalized BSDEs with weak monotonicity and general growth generators in a general filtration (Q6112112) (← links)
- Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)