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Informations du chercheur

Nom complet

Essaky El Hassan

Grade

PES

Spécialité

Analyse Stochastique

Thématique de recherche

Backward SDE and applications

Laboratoire

Laboraoire de Modélisation et Combinatoire

Établissement

Faculté Polydisciplinaire de SAFI

Publications (21 au total)

General existence results for reflected BSDE and BSDE

Auteur: E.H. Essaky, M. Hassani

Revue: Bulletin des Sciences Mathématiques

Année: 2011

DOI: 10.1016/j.bulsci.2011.04.003

Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs

Auteur: K. Bahlali, E. Essaky, M. Hassani

Revue: Comptes Rendus Mathematique

Année: 2010

DOI: 10.1016/j.crma.2010.03.006

Canonical Representation for Gaussian Processes

Auteur: M. Erraoui, E. H. Essaky

Revue: Lecture Notes in Mathematics

Année: 2009

DOI: 10.1007/978-3-642-01763-6_13

Reflected backward stochastic differential equation with jumps and RCLL obstacle

Auteur: E.H. Essaky

Revue: Bulletin des Sciences Mathématiques

Année: 2008

DOI: 10.1016/j.bulsci.2008.03.005

Large deviation principle for a backward stochastic differential equation with subdifferential operator

Auteur: El Hassan Essaky

Revue: Comptes Rendus Mathematique

Année: 2008

DOI: 10.1016/j.crma.2007.10.044

Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Auteur: El Hassan Essaky, Youssef Ouknine

Revue: Stochastic Analysis and Applications

Année: 2006

DOI: 10.1080/07362990500522197

Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps

Auteur: El Hassan Essaky, Youssef Ouknine, Najoua Harraj

Revue: Stochastic Analysis and Applications

Année: 2005

DOI: 10.1080/sap-200050114

Reflected Backward Stochastic Differential Equation with Super-Linear Growth

Auteur: Khaled Bahlali, El Hassan Essaky, Boubakeur Labed

Revue: Proceedings of the International Conference on Stochastic Analysis and Applications

Année: 2004

DOI: 10.1007/978-1-4020-2468-9_13

Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

Auteur: K. Bahlali, E. H. Essaky, Y. Ouknine

Revue: Stochastic Analysis and Applications

Année: 2004

DOI: 10.1081/sap-120037626

Communications (12 au total)

Quadratic BSDEs Constrained by Non-Regular Obstacles

Manifestation: LUCIA Workshop on Fractional Calculus and Processes

Date: 2025-12-09

Organisation: Linnaeus University, Växjö, Sweden

Generalized DRBSDEs under Stochastic Quadratic Growth and Nonregular Obstacles

Manifestation: Stochastics in Mathematical Finance and Physics Conference

Date: 2025-10-20

Organisation: Hammamet, Tunisia

Generalized doubly RBSDE with ”irregular” barriers and stochastic quadratic growth

Manifestation: The 10th International Symposium on Backward Stochastic Differential Equations

Date: 2025-06-29

Organisation: Shandong University, Qingdao, China

BSDEs with Stochastic Quadratic Growth: Theory and Developments

Manifestation: The Linnaeus Workshop of Stochastic Analysis and Applications

Date: 2025-05-16

Organisation: Linnaeus University, Växjö, Sweden.

BSDEs with two ”predictable” obstacles and stochastic quadratic growth

Manifestation: Linnaeus Workshop on Stochastic Analysis andApplications 2024 in honor of Yuri Kondratiev

Date: 2024-07-01

Organisation: Linnaeus University, Växjö, Sweden

Introduction to Backward Stochastic Differential Equations

Manifestation: ABS CIMPA School 2021 for Finance & Operation Research

Date: 2021-11-03

Organisation: Benguerir, Morocco

BSDE with Stochastic quadratic growth: around the predictable obstacles

Manifestation: International Conference on Control, Games and Stochastic Analysis

Date: 2018-11-01

Organisation: Hammamet, Tunisia

BSDE and application to finance

Manifestation: Journée stochastique

Date: 2018-09-13

Organisation: UM6P, Bengeurir, Maroc

Generalized BSDE with genral obstacles and stochastic quadratic growth

Manifestation: International Conference on Stochastic Analysis, Stochastic Control and Applications

Date: 2017-10-25

Organisation: Hammamet, Tunisia