23 citations · 35 across the 7 of their papers we have counts for
7 papers
Limit theorem and LIL for some additive functionals associated to fBm and Riemann-Liouiville process
Mohamed Ait Ouahra, Abderrahim Aslimani, Mhamed Eddahbi +1
In this paper, we first establish a strong approximation version for the first order limit theorem of some additive functionals related to two non-Markovian Gaussian processes: the…
-solutions of generalized BSDEs with jumps and monotone generator in a general filtration
M'hamed Eddahbi, Imade Fakhouri, Youssef Ouknine
In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random mea…
Martingale property for the Scott correlated stochastic volatility model
Khadija Akdim, M'hamed Eddahbi, Mouna Haddadi
In this paper, we study the martingale property for a Scott correlated stochastic volatility model, when the correlation coefficient between the Brownian motion driving the volatil…
Quadratic BSDEs with rough drivers and --terminal condition
M'hamed Eddahbi, Abou Sène
In this paper, we study the existence and uniqueness of solutions to quadratic Backward Stochastic Differential Equations (QBSDEs for short) with rough driver and square integrable…
Quadratic BSDEs with --terminal data Existence results, Krylov's estimate and Itô--Krylov's formula
Khaled Bahlali, M'hamed Eddahbi, Youssef Ouknine
In a first step, we establish the existence (and sometimes the uniqueness) of solutions for a large class of quadratic backward stochastic differential equations (QBSDEs) with cont…
Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density
Lahcen Boulanba, M'hamed Eddahbi, Mohamed Mellouk
In this paper we study a class of stochastic partial differential equations in the whole space , with arbitrary dimension , driven by a Gaussian noise whit…