W. Sabbagh

activity

20132026

most citedLarge Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

2 citations · 3 across the 7 of their papers we have counts for

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math.PR2017★ 2 cited

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi, Wissal Sabbagh, Tusheng Zhang

In this paper, we present a sufficient condition for the large deviation criteria of Budhiraja, Dupuis and Maroulas for functionals of Brownian motions. We then establish a large d…

math.OC2017

A new Mertens decomposition of $Y^{g, ξ}$ -submartingale systems. Application to BSDEs with weak constraints at stopping times

Roxana Dumitrescu, Romuald Elie, Wissal Sabbagh +1

We first introduce the concept of $Y^{g, ξ}$ -submartingale systems, where the nonlinear operator $Y^{g, ξ}$ corresponds to the first component of the solution of…

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

A new Mertens decomposition of Yg,ξ-submartingale systems. Application to BSDEs with weak constraints at stopping times

A new Mertens decomposition of $Y^{g, ξ}$ -submartingale systems. Application to BSDEs with weak constraints at stopping times