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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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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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Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles

 Said Hamadène , Tingshu Mu
2020
Pré-publication, Document de travail hal-02883241v1

L p -SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS

 Alexandre Popier , Said Hamadène
Stochastics and Dynamics, 2012, 12 (02), ⟨10.1142/S0219493712003651⟩
Article dans une revue hal-01636326v1
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On the Stochastic Control-Stopping Problem

 Brahim El Asri , Said Hamadène , Khalid Oufdil
2020
Pré-publication, Document de travail hal-02571866v1

Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles of Non-Local Type

 Said Hamadene , Xuzhe Zhao
Journal of Dynamics and Differential Equations, 2017, ⟨10.1007/s10884-017-9623-1⟩
Article dans une revue hal-01759563v1
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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

A Finite Horizon Optimal Multiple Switching Problem

 Alexandre Popier , Boualem Djehiche , Said Hamadène
SIAM Journal on Control and Optimization, 2009, 48 (4), pp.2751 - 2770. ⟨10.1137/070697641⟩
Article dans une revue hal-01636320v1
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Viscosity Solutions of system of PDEs with Interconnected Obstacles and nonlinear Neumann Boundary Conditions

 Brahim Boufoussi , Said Hamadène , Manal Jakani
2022
Pré-publication, Document de travail hal-03120824v2
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Systems of reflected BSDEs with interconnected bilateral obstalces: Existence, Uniqueness and Applications

 Said Hamadène , Tingshu Mu
2019
Pré-publication, Document de travail hal-01973450v1
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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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