Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Naoual Mrhardy"'
Publikováno v:
Stochastics. 95:615-634
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dec1fb69c0e41aa085c742dae93d2014
https://doi.org/10.1080/17442508.2022.2113080
https://doi.org/10.1080/17442508.2022.2113080
Publikováno v:
Stochastics. 92:1100-1124
In this paper, we investigate reflected backward doubly stochastic differential equations (RBDSDEs) with a lower not necessarily right-continuous obstacle. First, we establish the existence and uni...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e92382370883318eb1bfff0acc8183d8
https://doi.org/10.1080/17442508.2019.1691207
https://doi.org/10.1080/17442508.2019.1691207
Autor:
Naoual Mrhardy
Publikováno v:
Comptes Rendus Mathematique. 346:79-82
We establish an approximation result to the solution of a semi linear stochastic partial differential equation with a Neumann boundary condition. Our approach is based on the theory of backward doubly stochastic differential equations. To cite this a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::36e5e150467cf505ece74d915748300b
https://doi.org/10.1016/j.crma.2007.11.025
https://doi.org/10.1016/j.crma.2007.11.025
Autor:
Naoual Mrhardy, Auguste Aman
This paper is intended to give a probabilistic representation for stochastic viscosity solution of semi-linear reflected stochastic partial differential equations with nonlinear Neumann boundary condition. We use it connection with reflected generali
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d282a4f99d131432ee29ab94d2edff80
http://arxiv.org/abs/1011.3220
http://arxiv.org/abs/1011.3220
Autor:
Naoual Mrhardy, Mohamed El Otmani
Publikováno v:
Communications on Stochastic Analysis. 3
Converse and general converse comparison theorems are proved for backward doubly stochastic difierential equations.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e28834fdebd69a754f6d1df85e4fbe6
https://doi.org/10.31390/cosa.3.3.08
https://doi.org/10.31390/cosa.3.3.08
Autor:
Mohamed El Otmani, Naoual Mrhardy
Publikováno v:
Random Operators and Stochastic Equations. 16
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e21323a319ef9d5450126909f38ef213
https://doi.org/10.1515/rose.2008.020
https://doi.org/10.1515/rose.2008.020