4 citations · 16 across the 12 of their papers we have counts for
10 papers · 1 filter
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…
Backward Stochastic Evolution Inclusions in UMD Banach Spaces
E. H. Essaky, M. Hassani, C. E. Rhazlane
In this paper, we prove the existence of a mild -solution for the backward stochastic evolution inclusion (BSEI for short) of the form \begin{align*}%\label{BSDI3} \begin{case…
On backward stochastic differential equations driven by a family of Itô's processes
Abdelkarem Berkaoui, El Hassan Essaky
We propose to study a new type of Backward stochastic differential equations driven by a family of Itô's processes. We prove existence and uniqueness of the solution, and investiga…
Mixed stochastic differential equations: Existence and uniqueness result
José Luís da Silva, Mohamed Erraoui, El Hassan Essaky
In this paper we shall establish an existence and uniqueness result for solutions of multidimensional, time dependent, stochastic differential equations driven simultaneously by a…
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…
Generalized Snell Envelope as a Minimal Solution of BSDE With Lower Barriers
E. H. Essaky, M. Hassani, Y. Ouknine
The aim of this paper is to characterize the Snell envelope of a given P-measurable process l as the minimal solution of some backward stochastic differential equation with lower g…