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1

Obstacle problem for SPDE with nonlinear Neumann boundary condition via reflected generalized backward doubly SDEs

Aman, Auguste, Mrhardy, Naoul

Journal:

Statistics & Probability Letters

Year:

2013

Language:

english

File:

PDF, 238 KB

english, 2013

2

Generalized BSDE with two reflecting barriers

El Otmani, Mohamed, Mrhardy, Naoual

Journal:

Random Operators and Stochastic Equations

Year:

2008

Language:

english

File:

PDF, 240 KB

english, 2008

3

An approximation result for nonlinear SPDEs with Neumann boundary conditions

Journal:

Comptes Rendus Mathematique

Year:

2008

Language:

english

File:

PDF, 121 KB

english, 2008

4

One barrier reflected backward doubly stochastic differential equations with continuous generator

Kahled Bahlali, M. Hassani, B. Mansouri, N. Mrhardy

Journal:

Comptes Rendus Mathematique

Year:

2009

File:

PDF, 155 KB

2009

5

MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS

BOUFOUSSI, B., MRHARDY, N.

Journal:

Stochastics and Dynamics

Year:

2008

Language:

english

File:

PDF, 309 KB

english, 2008

6

Correction on a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition

Boufoussi, B., Mrhardy, N.

Journal:

Random Operators and Stochastic Equations

Year:

2007

Language:

english

File:

PDF, 57 KB

english, 2007

7

On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition

Boufoussi, B., Mrhardy, N.

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 244 KB

english, 2006

8

On a generalized BSDE involving local time and application to a PDE with nonlinear boundary condition

Boufoussi, B., Mrhardy, N.

Journal:

Random Operators and Stochastic Equations

Year:

2006

Language:

english

File:

PDF, 225 KB

english, 2006

9

Generalized Backward Doubly Stochastic Differential Equations and SPDEs with Nonlinear Neumann Boundary Conditions

Brahim Boufoussi, Jan Van Casteren and N. Mrhardy

Journal:

Year:

2007

Language:

english

File:

PDF, 1.35 MB

english, 2007

10

Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions

Boufoussi, Brahim, Van Casteren, Jan, Mrhardy, N.

Journal:

Year:

2007

Language:

english

File:

PDF, 241 KB

english, 2007

11

Reflected backward doubly stochastic differential equations with discontinuous barrier

Berrhazi, Badr-eddine, El Fatini, Mohamed, Hilbert, Astrid, Mrhardy, Naoual, Pettersson, Roger

Journal:

Year:

2019

Language:

english

File:

PDF, 1.97 MB

english, 2019