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El Hassan Essaky
El Hassan Essaky
University Cadi ayyad
Verified email at uca.ac.ma
Title
Cited by
Cited by
Year
Reflected backward stochastic differential equation with jumps and RCLL obstacle
EH Essaky
Bulletin des sciences mathematiques 132 (8), 690-710, 2008
1022008
BSDE associated with Lévy processes and application to PDIE
K Bahlali, M Eddahbi, E Essaky
International Journal of Stochastic Analysis 16, 1-17, 2003
942003
Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
K Bahlali, EH Essaky, M Hassani, E Pardoux
Comptes Rendus. Mathématique 335 (9), 757-762, 2002
532002
Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth
EH Essaky, M Hassani
Journal of Differential Equations 254 (3), 1500-1528, 2013
402013
Multidimensional BSDEs with super-linear growth coefficient: Application to degenerate systems of semilinear PDEs
K Bahlali, E Essaky, M Hassani
Comptes Rendus. Mathématique 348 (11-12), 677-682, 2010
352010
Backward stochastic differential equation with two reflecting barriers and jumps
EH Essaky, Y Ouknine, N Harraj
Stochastic Analysis and Applications 23 (5), 921-938, 2005
302005
General existence results for reflected BSDE and BSDE
EH Essaky, M Hassani
Bulletin des Sciences Mathématiques 135 (5), 442-466, 2011
292011
Reflected backward stochastic differential equation with locally monotone coefficient
K Bahlali, EH Essaky, Y Ouknine
Stochastic analysis and applications 22 (4), 939-970, 2004
242004
Mixed stochastic differential equations: Existence and uniqueness result
JL da Silva, M Erraoui, EH Essaky
Journal of Theoretical Probability 31, 1119-1141, 2018
232018
Reflected backward stochastic differential equation with jumps and locally Lipschitz coefficient
K BAHLALI, EH ESSAKY, Y Ouknine
Walter de Gruyter, Berlin/New York 10 (4), 335-350, 2002
232002
Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
K Bahlali, E Essaky, M Hassani
SIAM Journal on Mathematical Analysis 47 (6), 4251-4288, 2015
222015
Canonical representation for Gaussian processes
M Erraoui, EH Essaky
Séminaire de Probabilités XLII, 365-381, 2009
142009
Large deviation principle for a backward stochastic differential equation with subdifferential operator
EH Essaky
Comptes Rendus. Mathématique 346 (1-2), 75-78, 2008
112008
Averaging of backward stochastic differential equations and homogenization of partial differential equations with periodic coefficients
EH Essaky, Y Ouknine
Stochastic analysis and applications 24 (2), 277-301, 2006
92006
On the 1H-variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter H< 12
EH Essaky, D Nualart
Stochastic Processes and their Applications 125 (11), 4117-4141, 2015
82015
Stochastic quadratic BSDE with two RCLL obstacles
EH Essaky, M Hassani, Y Ouknine
Stochastic Processes and their Applications 125 (6), 2147-2189, 2015
62015
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
K Bahlali, EH Essaky, M Hassani
arXiv preprint arXiv:1007.2388, 2010
62010
Reflected Backward Stochastic Differential Equation with Super-Linear Growth
K Bahlali, EH Essaky, B Labed
Proceedings of the International Conference on Stochastic Analysis and …, 2004
62004
Generalized Snell envelope as a minimal solution of BSDE with lower barriers
EH Essaky, M Hassani, Y Ouknine
Bulletin des Sciences Mathématiques 137 (4), 498-508, 2013
52013
Homogenization of multivalued partial differential equations via reflected backward stochastic differential equations
EH Essaky, Y Ouknine
Stochastic analysis and applications 22 (1), 81-98, 2004
52004
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