BSDE associated with Lévy processes and application to PDIE K Bahlali, M Eddahbi, E Essaky
International Journal of Stochastic Analysis 16, 1-17, 2003
94 2003 Quadratic BSDE with -terminal data: Krylov’s estimate, Itô–Krylov’s formula and existence results K Bahlali, M Eddahbi, Y Ouknine
42 2017 Regularity of the Local Time for the d -dimensional Fractional Brownian Motion with N -parameters M Eddahbi, R Lacayo, JL Solé, J Vives, CA Tudor
Stochastic Analysis and Applications 23 (2), 383-400, 2005
37 2005 Fractional SPDEs driven by spatially correlated noise: existence of the solution and smoothness of its density L Boulanba, M Eddahbi, M Mellouk
23 2010 Théorèmes limites pour certaines fonctionnelles associées aux processus stables sur l'espace de Hölder MA Ouahra, M Eddahbi
Publicacions matematiques, 371-386, 2001
20 2001 Solvability of some quadratic BSDEs without exponential moments K Bahlali, M Eddahbi, Y Ouknine
Comptes Rendus Mathématique 351 (5-6), 229-233, 2013
17 2013 Hedging options in market models modulated by the fractional Brownian motion B Djehiche, M Eddahbi
Taylor & Francis Group 19 (5), 753-770, 2001
16 2001 Chaotic expansion and smoothness of some functionals of the fractional Brownian motion M Eddahbi, J Vives
Journal of Mathematics of Kyoto University 43 (2), 349-368, 2003
15 2003 Grandes déviations des diffusions sur les espaces de Besov-Orlicz et application M Eddahbi, M N'zi, Y Ouknine
Stochastics: An International Journal of Probability and Stochastic …, 1999
15 1999 Large Deviations of Solutions of Hyperbolic SPDE's in the Hölder Norm M Eddahbi
Potential Analysis 7 (2), 517-537, 1997
14 1997 Sur la dérivée fractionnaire du temps local brownien B Boufoussi, M Eddahbi, A Kamont
PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 17, 311-319, 1997
11 1997 Limit theorems for BSDE with local time applications to non-linear PDE M Eddahbi, Y Ouknine
Stochastics and Stochastic Reports 73 (1-2), 159-179, 2002
10 2002 Regularity and Asymptotic Behaviour of the Local Time for the-Dimensional Fractional Brownian Motion with-Parameters M Eddahbi, R Lacayo, JL Sole, J Vives, CA Tudor
Science Direct Working Paper, 04, 2002
8 2002 On quasi-linear parabolic SPDEs with non-Lipschitz coefficients M Eddahbi, M Erraoui
Walter de Gruyter, Berlin/New York 6 (2), 105-126, 1998
8 1998 Quadratic BSDEs with jumps and related PIDEs I Madoui, M Eddahbi, N Khelfallah
Stochastics 94 (3), 386-414, 2022
7 2022 Freidliln–Wentzell type estimates for solutions of hyperbolic SPDEs in Besov–Orlicz spaces and applications B Boufoussi, M Eddahbi, M N’zi
Stochastic analysis and applications 18 (5), 697-722, 2000
7 2000 FRACTIONAL DERIVATIVES OF LOCAL TIMES OF STABLE LEVY PROCESSES AS TIPE LIMITS OF THE OCCUPATION'ITME PROBLEM IN BESOV SPACE M OUAHBA, M Eddahbi, M Ouali
Probab. Math. Statist 24, 2004
6 2004 A Stroock formula for a certain class of Lévy processes and applications to finance M Eddahbi, JL Solé, J Vives
International Journal of Stochastic Analysis 2005, 211-235, 2005
5 2005 Backward stochastic differential equations driven by a jump Markov process with continuous and non-necessary continuous generators K Abdelhadi, M Eddahbi, N Khelfallah, A Almualim
Fractal and Fractional 6 (6), 331, 2022
4 2022 Renormalization of the local time for the d-dimensional fractional Brownian motion with N parameters M Eddahbi, R Lacayo, JL Solé, J Vives, CA Tudor
Nagoya Mathematical Journal 186, 173-191, 2007
4 2007