Anis Matoussi

Available identifiers

zbMath Open matoussi.anisMaRDI QIDQ240472

List of research outcomes

Publication	Date of Publication	Type
Utility Maximization Problem with Uncertainty and a Jump Setting	2022-10-14	Paper
DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE	2022-03-29	Paper
Corrigendum to: ``Second-order reflected backward stochastic differential equations and ``Second-order BSDEs with general reflection and game options under uncertainty	2021-11-04	Paper
Large deviation principles of obstacle problems for quasilinear stochastic PDEs	2021-04-23	Paper
Quasilinear stochastic PDEs with two obstacles: probabilistic approach	2021-02-18	Paper
Dynamic Programming Principle for Backward Doubly Stochastic Recursive Optimal Control Problem and Sobolev Weak Solution of The Stochastic Hamilton-Bellman Equation	2020-08-12	Paper
L2-regularity result for solutions of backward doubly stochastic differential equations	2020-04-01	Paper
An extended mean field game for storage in smart grids	2020-02-26	Paper
Mean-Field Backward-Forward SDE with Jumps and Storage problem in Smart Grids	2019-06-20	Paper
Probabilistic interpretation for solutions of fully nonlinear stochastic pdes	2019-05-23	Paper
Exponential Quadratic BSDEs with infinite activity Jumps	2019-04-18	Paper
Convex duality for Epstein–Zin stochastic differential utility	2018-11-02	Paper
Zhang $L^2$-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions	2017-09-22	Paper
Backward doubly SDEs and semilinear stochastic PDEs in a convex domain	2017-09-07	Paper
OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY	2017-05-16	Paper
Stochastic partial differential equations with singular terminal condition	2017-02-14	Paper
Euler time discretization of backward doubly SDEs and application to semilinear SPDEs	2016-11-04	Paper
Numerical computation for backward doubly SDEs with random terminal time	2016-09-06	Paper
Empirical Regression Method for Backward Doubly Stochastic Differential Equations	2016-07-22	Paper
Quadratic Exponential Semimartingales and Application to BSDEs with jumps	2016-03-20	Paper
The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator	2016-03-09	Paper
The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions	2015-11-20	Paper
Wong-Zakai approximations of backward doubly stochastic differential equations	2015-10-12	Paper
Robust utility maximization under convex portfolio constraints	2015-06-15	Paper
ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL	2015-04-24	Paper
The obstacle problem for semilinear parabolic partial integro-differential equations	2015-01-30	Paper
Second-order BSDEs with general reflection and game options under uncertainty	2014-08-28	Paper
Maximum principle for quasilinear stochastic PDEs with obstacle	2014-06-27	Paper
The obstacle problem for quasilinear stochastic PDEs: analytical approach	2014-05-19	Paper
Second order reflected backward stochastic differential equations	2014-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4912177	2013-04-03	Paper
Maximum principle for quasilinear SPDE's on a bounded domain without regularity assumptions	2013-03-06	Paper
Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach	2012-04-19	Paper
Robust utility maximization problem in model with jumps and unbounded claim	2012-01-12	Paper
The obstacle problem for quasilinear stochastic PDE's	2010-07-19	Paper
Sobolev solution for semilinear PDE with obstacle under monotonicity condition	2009-11-20	Paper
Maximum principle and comparison theorem for quasi-linear stochastic PDE's	2009-11-20	Paper
https://portal.mardi4nfdi.de/entity/Q3613981	2009-03-16	Paper
Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison	2008-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q5436596	2008-01-17	Paper
\(L^p\) estimates for the uniform norm of solutions of quasilinear SPDE's	2005-12-06	Paper
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions	2005-05-03	Paper
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces	2003-04-27	Paper
Stochastic PDEs driven by nonlinear noise and backward doubly SDEs	2002-04-07	Paper
Weak solutions for SPDE's and backward doubly stochastic differential equations	2001-07-12	Paper
https://portal.mardi4nfdi.de/entity/Q4357508	1998-06-01	Paper
Reflected solutions of backward stochastic differential equations with continuous coefficient	1997-08-28	Paper

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