A. Matoussi

activity

20082026

most citedReflected and doubly reflected BSDEs with jumps: a priori estimates and comparison

89 citations · 212 across the 27 of their papers we have counts for

collaborators

Showing 2017 · math.PRShow all

3 papers · 2 filters

math.PR2017★ 2 cited

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi, Wissal Sabbagh, Tusheng Zhang

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large d…

math.PR2017

Zhang $L^{2}$ -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Achref Bachouch, Anis Matoussi

We prove an $L^{2}$ -regularity result for the solutions of Forward Backward Doubly Stochastic Differentiel Equations (FBDSDEs in short) under globally Lipschitz continuous assumption…

math.PR2017

Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"

Anis Matoussi, Dylan Possamaï, Chao Zhou

The aim of this short note is to fill in a gap in our earlier paper [16] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [15].…

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Zhang L2-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"

Zhang $L^{2}$ -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions