Monographie imprimée

Some results on the stochastic control of backward doubly stochastic differential equations

Abdelhakim Ninouh, Auteur ; Boulakhras Gherbal, Directeur de thèse | Biskra [Algérie] : Faculté des Sciences Exactes et des Sciences de la Nature et de la Vie, Université Mohamed Khider | 2020

The objective of this thesis is to proof the existence of optimal relaxed controls as well as optimal stricts controls for systems governed by non linear forward–backward stochastic differential equations (FBSDEs). In the first part, we study an[...]

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