4 citations · 4 across the 2 of their papers we have counts for
2 papers
math.PR2015
On the -variation of the divergence integral with respect to fractional Brownian motion with Hurst parameter
El Hassan Essaky, David Nualart
In this paper, we study the -variation of stochastic divergence integrals with respect to a fractional Brownian motion with Hurst paramet…
math.PR2010★ 4 cited
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
K. Bahlali, E. H. Essaky, M. Hassani
We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and unique…