All Stories

  1. A new numerical method for 1-D backward stochastic differential equations without using conditional expectations

    Article • Random Operators and Stochastic Equations, March 2020, De Gruyter

    sghir aissa

  2. Continuity in law of some additive functionals of bifractional Brownian motion

    Article • Stochastics, January 2019, Taylor & Francis

    Mohamed Ait Ouahra, sghir aissa

  3. An approximation result and Monte Carlo simulation of the adapted solution of the one-dimensional backward stochastic differential equation

    Article • Random Operators and Stochastic Equations, September 2018, De Gruyter

    sghir aissa

  4. Weak convergence in a class of anisotropic Besov–Orlicz space

    Article • Random Operators and Stochastic Equations, January 2017, De Gruyter

    sghir aissa, Mohamed Ait Ouahra

  5. self

    Article • Random Operators and Stochastic Equations, January 2016, De Gruyter

    sghir aissa