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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

Laboratoire de Modélisation et Combinatoire

Établissement

Faculté Polydisciplinaire de SAFI

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

Communications (8 au total)

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

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