6 citations · 10 across the 3 of their papers we have counts for
3 papers
math.PR2008★ 6 cited
Lp-Solutions for Reected Backward Stochastic Differential Equations
Said Hamadene, Alexandre Popier
This paper deals with the problem of existence and uniqueness of a solution for a backward stochastic differential equation (BSDE for short) with one reflecting barrier in the case…
math.PR2008★ 4 cited
Stochastic Impulse Control of Non-Markovian Processes
Boualem Djehiche, Said Hamadene, Ibtissam Hdhiri
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of…
math.PR2008
The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach
Brahim El Asri, Said Hamadene
In this paper we show existence and uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the dete…