Follow
Anis Matoussi
Anis Matoussi
Professeur de Mathématiques Appliquées, Université du Mans
Verified email at univ-lemans.fr - Homepage
Title
Cited by
Cited by
Year
Weak solutions for SPDEs and backward doubly stochastic differential equations
V Bally, A Matoussi
Journal of Theoretical Probability 14, 125-164, 2001
1892001
Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison
S Crépey, A Matoussi
1532008
Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model
A Matoussi, D Possamaï, C Zhou
Mathematical Finance 25 (2), 258-287, 2015
1062015
A stochastic control approach to a robust utility maximization problem
G Bordigoni, A Matoussi, M Schweizer
Stochastic Analysis and Applications: The Abel Symposium 2005, 125-151, 2007
1062007
An extended mean field game for storage in smart grids
C Alasseur, I Ben Taher, A Matoussi
Journal of Optimization Theory and Applications 184, 644-670, 2020
1022020
Backward stochastic differential equations and applications
N El Karoui, S Hamadène, A Matoussi
Indifference pricing: theory and applications 8, 267-320, 2008
952008
Reflected solutions of backward stochastic differential equations with continuous coefficient
A Matoussi
Statistics & probability letters 34 (4), 347-354, 1997
911997
Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions
JP Lepeltier, A Matoussi, M Xu
Advances in applied probability 37 (1), 134-159, 2005
852005
On the link between small ball probabilities and the quantization problem for Gaussian measures on Banach spaces
S Dereich, F Fehringer, A Matoussi, M Scheutzow
Journal of Theoretical Probability 16 (1), 249-265, 2003
732003
L p estimates for the uniform norm of solutions of quasilinear SPDE's
L Denis, A Matoussi, L Stoica
Probability theory and related fields 133, 437-463, 2005
692005
Double barrier backward SDEs with continuous coefficient
S Hamadène, JP Lepeltier, A Matoussi
Pitman research notes in mathematics series, 161-176, 1997
631997
Double barriers reflected backward SDE’s with continuous coefficients
S Hamadene, JP Lepeltier, A Matoussi
Pitman Research Notes in Mathematics Series 364, 115-128, 1997
551997
Large deviation principles of obstacle problems for quasilinear stochastic PDEs
A Matoussi, W Sabbagh, T Zhang
Applied Mathematics & Optimization 83 (2), 849-879, 2021
502021
Stochastic PDEs driven by nonlinear noise and backward doubly SDEs
A Matoussi, M Scheutzow
Journal of Theoretical Probability 15, 1-39, 2002
492002
Maximum principle and comparison theorem for quasi-linear stochastic PDE's
L Denis, A Matoussi, L Stoica
472009
Second order reflected backward stochastic differential equations
A Matoussi, D Possamai, C Zhou
412013
Sobolev solution for semilinear PDE with obstacle under monotonicity condition
A Matoussi, M Xu
382008
The obstacle problem for quasilinear stochastic PDEs: Analytical approach
L Denis, A Matoussi, J Zhang
302014
The obstacle problem for quasilinear stochastic PDE’s
A Matoussi, L Stoica
302010
Convex duality for Epstein–Zin stochastic differential utility
A Matoussi, H Xing
Mathematical Finance 28 (4), 991-1019, 2018
272018
The system can't perform the operation now. Try again later.
Articles 1–20