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math.PR2024
Set-valued stochastic integrals in UMD spaces and applications
E. H. Essaky, M. Hassani, C. E. Rhazlane
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martin…
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…