4 citations · 16 across the 12 of their papers we have counts for
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math.PR2015
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…
math.PR2015
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…
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…