Seuraa
Farid Chighoub
Farid Chighoub
Prof. of Mathematics
Vahvistettu sähköpostiosoite verkkotunnuksessa univ-biskra.dz
Nimike
Viittaukset
Viittaukset
Vuosi
A characterization of equilibrium strategies in continuous-time mean–variance problems for insurers
I Alia, F Chighoub, A Sohail
Insurance: Mathematics and Economics 68, 212-223, 2016
292016
Optimality necessary conditions in singular stochastic control problems with nonsmooth data
K Bahlali, F Chighoub, B Djehiche, B Mezerdi
Journal of mathematical analysis and applications 355 (2), 479-494, 2009
252009
Near optimality conditions in stochastic control of jump diffusion processes
F Chighoub, B Mezerdi
Systems & control letters 60 (11), 907-916, 2011
242011
On the relationship between the stochastic maximum principle and dynamic programming in singular stochastic control
K Bahlali, F Chighoub, B Mezerdi
Stochastics An International Journal of Probability and Stochastic Processes …, 2012
162012
A stochastic maximum principle in mean-field optimal control problems for jump diffusions
F Chighoub, B Mezerdi
Arab Journal of Mathematical Sciences 19 (2), 223-241, 2013
152013
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
F Chighoub, B Djehiche, B Mezerdi
Walter de Gruyter GmbH & Co. KG 17 (1), 37-54, 2009
152009
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
F Chighoub, B Djehiche, B Mezerdi
Walter de Gruyter GmbH & Co. KG 17 (1), 37-54, 2009
152009
Time-consistent investment and consumption strategies under a general discount function
I Alia, F Chighoub, N Khelfallah, J Vives
Journal of Risk and Financial Management 14 (2), 86, 2021
8*2021
The relationship between the stochastic maximum principle and the dynamic programming in singular control of jump diffusions
F Chighoub, B Mezerdi
International Journal of Stochastic Analysis 2014, 2014
82014
The maximum principle in time-inconsistent LQ equilibrium control problem for jump diffusions
I Alia, F Chighoub, A Sohail
Serdica Math. J 42, 103-138, 2016
52016
The co-movement of Bitcoin and some African currencies–A wavelet analysis
C Okonkwo, BO Osu, F Chighoub, BI Oruh
Journal of Research in Emerging Markets, 2021
32021
Spectral analysis of the stochastic time-fractional-KdV equation
A Sohail, F Chighoub, ZW Li
Alexandria engineering journal 57 (4), 2509-2514, 2018
32018
Relationship between maximum principle and dynamic programming for systems driven by normal martingales
F Chighoub, IE Lakhdari, JT Shi
Mathematics in Engineering, Science & Aerospace (MESA) 8 (1), 2017
32017
Near-optimality conditions in mean-field control models involving continuous and impulse controls
F Chighoub, A Sohail, I Alia
Nonliner Studies 22, 719-738, 2015
32015
Characterization of optimality for controlled Markovian jump diffusion processes
F Chighoub
Nonlinear Studies 22 (3), 525-541, 2015
32015
Conditional LQ time-inconsistent Markov-switching stochastic optimal control problem for diffusion with jumps
NEH Bouaicha, F Chighoub, I Alia, A Sohail
Modern Stochastics: Theory and Applications 9 (2), 157-205, 2022
22022
Continuous-time mean-variance portfolio selection with regime-switching financial market: Time-consistent solution
I Alia, F Chighoub
Random Operators and Stochastic Equations 29 (1), 11-25, 2021
12021
The maximum principle in time-inconsistent LQ optimal control problem for jump diffusions
I Alia, F Chighoub, A Sohail
arXiv preprint arXiv:1505.04674, 2015
12015
Continuous-Time Mean-Variance Portfolio Selection with Regime Switching Financial Market: Time-Consistent Solution
NEH Bouaicha, F Chighoub
International Conference on Research in Applied Mathematics and Computer …, 2021
2021
Principe du maximum pour les EDSs de type champ $ moyen et application
F CHIGHOUB, I LAKHDARI, A GHOUL
2019
Järjestelmä ei voi suorittaa toimenpidettä nyt. Yritä myöhemmin uudelleen.
Artikkelit 1–20