Reflected backward stochastic differential equation with jumps and RCLL obstacle EH Essaky Bulletin des sciences mathematiques 132 (8), 690-710, 2008 | 103 | 2008 |
BSDE associated with Lévy processes and application to PDIE K Bahlali, M Eddahbi, E Essaky Journal of Applied Mathematics and Stochastic Analysis 16 (1), 1-17, 2003 | 94 | 2003 |
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 | 54 | 2002 |
Generalized BSDE with 2-reflecting barriers and stochastic quadratic growth EH Essaky, M Hassani Journal of Differential Equations 254 (3), 1500-1528, 2013 | 40 | 2013 |
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 | 35 | 2010 |
General existence results for reflected BSDE and BSDE EH Essaky, M Hassani Bulletin des Sciences Mathématiques 135 (5), 442-466, 2011 | 32 | 2011 |
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 | 30 | 2005 |
Reflected backward stochastic differential equation with locally monotone coefficient K Bahlali, EH Essaky, Y Ouknine Stochastic analysis and applications 22 (4), 939-970, 2004 | 24 | 2004 |
Mixed stochastic differential equations: Existence and uniqueness result JL da Silva, M Erraoui, EH Essaky Journal of Theoretical Probability 31, 1119-1141, 2018 | 23 | 2018 |
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 | 23 | 2015 |
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 | 23 | 2002 |
Canonical representation for Gaussian processes M Erraoui, EH Essaky Séminaire de Probabilités XLII, 365-381, 2009 | 14 | 2009 |
Large deviation principle for a backward stochastic differential equation with subdifferential operator EH Essaky Comptes Rendus. Mathématique 346 (1-2), 75-78, 2008 | 11 | 2008 |
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 | 9 | 2006 |
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 | 8 | 2015 |
Stochastic quadratic BSDE with two RCLL obstacles EH Essaky, M Hassani, Y Ouknine Stochastic Processes and their Applications 125 (6), 2147-2189, 2015 | 7 | 2015 |
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 | 6 | 2013 |
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 | 6 | 2010 |
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 | 6 | 2004 |
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 | 6 | 2004 |