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On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles

 Boualem Djehiche , Said Hamadène , Marie Amélie Morlais , Xuzhe Zhao
2018
Pré-publication, Document de travail hal-01835081v1
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Viscosity solutions for second order integro-differential equations without monotonicity conditions: The Probabilistic Approach

 Said Hamadène , Marie Amélie Morlais
2018
Pré-publication, Document de travail hal-01835069v1
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Stochastic maintenance for large numbers of bridges

 Alain Bensoussan , Alexandre Brouste , F.B. Cartiaux , Véronique Le Corvec , Jorge Semiao , et al.
2023
Pré-publication, Document de travail hal-03918289v1
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Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem

 Marie Amélie Morlais , Said Hamadène
Applied Mathematics and Optimization, 2013, 67 (2), pp.163-196. ⟨10.1007/s00245-012-9184-y⟩
Article dans une revue hal-01835115v1
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Optimal stopping of expected profit and cost yields in an investment under uncertainty

 Boualem Djehiche , Said Hamadène , Marie Amélie Morlais
2009
Pré-publication, Document de travail hal-00448458v1
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An extended existence result for quadratic BSDEs with jumps with application to the utility maximization problem

 Marie Amélie Morlais
2018
Pré-publication, Document de travail hal-01835176v1
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Utility Maximization in a jump market model

 Marie Amélie Morlais
2018
Pré-publication, Document de travail hal-01835198v1
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Equations différentielles stochastiques rétrogrades à croissance quadratique et applications

 Marie Amélie Morlais
Mathématiques [math]. Université Rennes 1, 2007. Français. ⟨NNT : ⟩
Thèse tel-00179388v1
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Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles

 Boualem Djehiche , Said Hamadène , Marie Amélie Morlais
2018
Pré-publication, Document de travail hal-01835105v1
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Reflected backward stochastic differential equations and a class of non linear dynamic pricing rule

 Marie Amélie Morlais
2018
Pré-publication, Document de travail hal-01835159v1
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Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs

 Marco Fuhrman , Marie Amélie Morlais
Stochastic Processes and their Applications, In press, ⟨10.1016/j.spa.2019.09.008⟩
Article dans une revue hal-01992004v2
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Quadratic Backward Stochastic Differential Equations (BSDEs) Driven by a Continuous Martingale and Application to the Utility Maximization Problem

 Marie Amélie Morlais
Finance and Stochastics, 2009, 13 (1), pp.121-150
Article dans une revue hal-00020254v2
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