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)

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

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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)

General existence results for reflected BSDE and BSDE

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

Canonical Representation for Gaussian Processes

Reflected backward stochastic differential equation with jumps and RCLL obstacle

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

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

Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps

Reflected Backward Stochastic Differential Equation with Super-Linear Growth

Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient

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