E. Essaky
Finance · 2003–2008
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Finance — 6 citations into it; #5,882 of 10,518 by trust here, #9,027 by citations
Whom E. Essaky trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts E. Essaky overall
Papers from E. Essaky's perspective
Ordered by how strongly the researchers E. Essaky trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations with locally Lipschitz coefficient
- Chaotic and predictable representation for L'evy Processes
- Reflected BSDE's with discontinuous barrier and application
- Backward stochastic differential equations with jumps and related non-linear expectations
- BSDEs with polynomial growth generators
- Risk-sensitive portfolio optimization on infinite time horizon
- Reflected BSDEs and mixed game problem
- On the comparison theorem for multidimensional BSDEs
- The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles
- Multi-dimensional BSDE with oblique reflection and optimal switching
Their papers
- Reflected Backward Stochastic Differential Equation with Jumps and RCLL Obstacle (2008) — 102 citations
- BSDE associated with Lévy processes and application to PDIE (2003) — 62 citations