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Matoussi, Anis
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1

Dynamic programming principle for backward doubly stochasti..:

Li, Yunhong ; Matoussi, Anis ; Wei, Lifeng.
Fundamental Research.  , 2023
Link: https://doi.org/10.1016/..
 
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2

Quasilinear Stochastic PDEs with two obstacles: Probabilist..:

Denis, Laurent ; Matoussi, Anis ; Zhang, Jing
Stochastic Processes and their Applications.  133 (2021)  - p. 1-40 , 2021
Link: https://doi.org/10.1016/..
 
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3

An Extended Mean Field Game for Storage in Smart Grids:

Alasseur, Clémence ; Ben Taher, Imen ; Matoussi, Anis
Journal of Optimization Theory and Applications.  184 (2020)  2 - p. 644-670 , 2020
Link: https://doi.org/10.1007/..
 
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4

Large Deviation Principles of Obstacle Problems for Quasili..:

Matoussi, Anis ; Sabbagh, Wissal ; Zhang, Tusheng
Applied Mathematics & Optimization.  83 (2019)  2 - p. 849-879 , 2019
Link: https://doi.org/10.1007/..
 
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5

Probabilistic interpretation for solutions of fully nonline..:

Matoussi, Anis ; Possamaï, Dylan ; Sabbagh, Wissal
Probability Theory and Related Fields.  174 (2018)  1-2 - p. 177-233 , 2018
Link: https://doi.org/10.1007/..
 
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6

Convex duality for Epstein–Zin stochastic differential util..:

Matoussi, Anis ; Xing, Hao
Mathematical Finance.  28 (2018)  4 - p. 991-1019 , 2018
Link: https://doi.org/10.1111/..
 
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7

Backward doubly SDEs and semilinear stochastic PDEs in a co..:

Matoussi, Anis ; Sabbagh, Wissal ; Zhang, Tusheng
Stochastic Processes and their Applications.  127 (2017)  9 - p. 2781-2815 , 2017
Link: https://doi.org/10.1016/..
 
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8

Empirical Regression Method for Backward Doubly Stochastic ..:

Bachouch, Achref ; Gobet, Emmanuel ; Matoussi, Anis
SIAM/ASA Journal on Uncertainty Quantification.  4 (2016)  1 - p. 358-379 , 2016
Link: https://doi.org/10.1137/..
 
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9

Euler time discretization of backward doubly SDEs and appli..:

Bachouch, Achref ; Ben Lasmar, Mohamed Anis ; Matoussi, Anis.
Stochastics and Partial Differential Equations: Analysis and Computations.  4 (2016)  3 - p. 592-634 , 2016
Link: https://doi.org/10.1007/..
 
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10

Wong–Zakai approximations of backward doubly stochastic dif..:

Hu, Ying ; Matoussi, Anis ; Zhang, Tusheng
Stochastic Processes and their Applications.  125 (2015)  12 - p. 4375-4404 , 2015
Link: https://doi.org/10.1016/..
 
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11

THE OBSTACLE PROBLEM FOR QUASILINEAR STOCHASTIC PDES: ANALY..:

Denis, Laurent ; Matoussi, Anis ; Zhang, Jing
The Annals of Probability.  42 (2014)  3 - p. 865-905 , 2014
Link: https://www.jstor.org/st..
 
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12

Robust Utility Maximization Under Convex Portfolio Constrai..:

Matoussi, Anis ; Mezghani, Hanen ; Mnif, Mohamed
Applied Mathematics & Optimization.  71 (2014)  2 - p. 313-351 , 2014
Link: https://doi.org/10.1007/..
 
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13

Second-order BSDEs with general reflection and game options..:

Matoussi, Anis ; Piozin, Lambert ; Possamaï, Dylan
Stochastic Processes and their Applications.  124 (2014)  7 - p. 2281-2321 , 2014
Link: https://doi.org/10.1016/..
 
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14

SECOND ORDER REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQU..:

Matoussi, Anis ; Possamai, Dylan ; Zhou, Chao
The Annals of Applied Probability.  23 (2013)  6 - p. 2420-2457 , 2013
Link: https://www.jstor.org/st..
 
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15

Maximum principle for quasilinear SPDE's on a bounded domai..:

Denis, Laurent ; Matoussi, Anis
Stochastic Processes and their Applications.  123 (2013)  3 - p. 1104-1137 , 2013
Link: https://doi.org/10.1016/..
 
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