Essaky El Hassan - Profil du chercheur

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

Ouvrages (3 au total)

Statistical Methods and Applications in Insurance and Finance

Auteur: EL Hassan Essaky, M'hamed Eddahbi, Josep Vives

Année: 2016

Éditeur: Springer Proceedings in Mathematics & Statistics

Springer Proceedings in Mathematics & Statistics

Auteur: EL Hassan Essaky, Mohammed Hassani

Année: 2016

Éditeur: Springer

Proceedings of the International Conference on Stochastic Analysis and Applications

Auteur: Bahlali, K., Essaky, E.H., Labed, B

Année: 2004

Éditeur: Springer

Projets (1 au total)

ANALYSE STOCHASTIQUE, EQUATIONS AUX DERIVEES PARTIELLES ET CONTRÔLE STOCHASTIQUE

Type: Non spécifié

Début: 01/01/2018

Fin: 29/12/2020

Organisme financeur:

PHC Toubkal MA/18/59, n° CAMPUS : 39065ZE

Publications (21 au total)

Backward stochastic evolution inclusions in UMD Banach spaces

Auteur: E. H. Essaky, M. Hassani, C. E. Rhazlane

Revue: Infinite Dimensional Analysis, Quantum Probability and Related Topics

Année: 2023

DOI: 10.1142/s0219025723500133

Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles

Auteur: E.H. Essaky, M. Hassani, C.E. Rhazlane

Revue: Stochastic Processes and their Applications

Année: 2023

DOI: 10.1016/j.spa.2023.06.012

Mixed Stochastic Differential Equations: Existence and Uniqueness Result

Auteur: José Luís da Silva, Mohamed Erraoui, El Hassan Essaky

Revue: Journal of Theoretical Probability

Année: 2018

DOI: 10.1007/s10959-016-0738-9

BSDE Approach for Dynkin Game and American Game Option

Auteur: El Hassan Essaky, M. Hassani

Revue: Springer Proceedings in Mathematics & Statistics

Année: 2016

DOI: 10.1007/978-3-319-30417-5_9

Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator

Auteur: EL Hassan Essaky, Khaled Bahlali, Mohammed Hassani

Revue: SIAM Journal on Mathematical Analysis

Année: 2015

DOI: 10.1137/130947933

The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes

Auteur: João M.E. Guerra, David Nualart

Revue: Stochastic Processes and their Applications

Année: 2015

DOI: 10.1016/j.spa.2004.07.008

Stochastic quadratic BSDE with two RCLL obstacles

Auteur: E.H. Essaky, M. Hassani, Y. Ouknine

Revue: Stochastic Processes and their Applications

Année: 2015

DOI: 10.1016/j.spa.2014.12.009

Generalized Snell envelope as a minimal solution of BSDE with lower barriers

Auteur: E.H. Essaky, M. Hassani, Y. Ouknine

Revue: Bulletin des Sciences Mathématiques

Année: 2013

DOI: 10.1016/j.bulsci.2012.11.004

Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth

Auteur: E.H. Essaky, M. Hassani

Revue: Journal of Differential Equations

Année: 2013

DOI: 10.1016/j.jde.2012.10.024

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Communications (12 au total)

BSDE and differential games

Manifestation: Ecole d'hiver de probablités-statistique

Date: 2017-01-23

Organisation: Biskra, Algérie

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H < 1/2 (Application)

Manifestation: Dixième Rencontre D'Analyse Mathématique et Applications

Date: 2016-02-07

Organisation: Ouargla, Algérie

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H < 1/2

Manifestation: International Conference on Stochastic Analysis and Applications

Date: 2015-10-20

Organisation: Hammamet, Tunisia

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Thèses (2 au total)

L(c1,...,Cp)-Labelling in Graphs

Auteur: Loudiki Laila

Directeur: El Hassan Essaky

Soutenance: 2024

Extension of Backward stochastic differential equations in Infinite dimensions to multivalued case

Auteur: Charaf-eddine RHAZLANE

Directeur: Hassani Mohamed & EL Hassan Essaky

Soutenance: 2024

Informations du chercheur

Nom complet

Grade

Spécialité

Thématique de recherche

Laboratoire

Établissement

Ouvrages (3 au total)

Statistical Methods and Applications in Insurance and Finance

Springer Proceedings in Mathematics &amp; Statistics

Proceedings of the International Conference on Stochastic Analysis and Applications

Projets (1 au total)

ANALYSE STOCHASTIQUE, EQUATIONS AUX DERIVEES PARTIELLES ET CONTR&Ocirc;LE STOCHASTIQUE

Publications (21 au total)

Backward stochastic evolution inclusions in UMD Banach spaces

Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles

Mixed Stochastic Differential Equations: Existence and Uniqueness Result

BSDE Approach for Dynkin Game and American Game Option

Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator

The 1/H-variation of the divergence integral with respect to the fractional Brownian motion for H>1/2 and fractional Bessel processes

Stochastic quadratic BSDE with two RCLL obstacles

Generalized Snell envelope as a minimal solution of BSDE with lower barriers

Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth

Communications (12 au total)

BSDE and differential games

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H &lt; 1/2 (Application)

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H &lt; 1/2

Thèses (2 au total)

L(c1,...,Cp)-Labelling in Graphs

Extension of Backward stochastic differential equations in Infinite dimensions to multivalued case

Springer Proceedings in Mathematics & Statistics

ANALYSE STOCHASTIQUE, EQUATIONS AUX DERIVEES PARTIELLES ET CONTRÔLE STOCHASTIQUE

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H < 1/2 (Application)

On the 1/H -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H < 1/2