WebJul 14, 2011 · Adel Chala Applied Mathematics & Optimization 65 , 15–29 ( 2012) Cite this article 195 Accesses 6 Citations Metrics Abstract We consider a stochastic control problem where the system is governed by a non linear stochastic differential equation with jumps. The control is allowed to enter into both diffusion and jump terms. WebAdelChala Laboratory of Applied Mathematics, University Mouhamed Khider, P.O. Box, Biskra, Algeria Correspondence should be addressed to A del Chala; [email protected] Received December ; AcceptedJanuary; Published March Academic Editors: F. Jauberteau and F. Sartoretto Copyright © Adel Chala.
(PDF) Malliavin calculus used to derive a stochastic
WebMar 5, 2024 · Authors: Rania Khallout, Adel Chala. Download PDF Abstract: Throughout this paper, we focused our aim on the problem of optimal control under a risk-sensitive performance functional, where the system is given by a fully coupled forward-backward stochastic differential equation with jump. The risk neutral control system has been used … WebAug 30, 2015 · Adel Chala; Content type: OriginalPaper Published: 04 November 2015; Pages: 459 - 476; An Efficient Class of Estimators for the Mean of a Finite Population in Two-Phase Sampling Using Multi-Auxiliary Variates Authors. Gajendra K. Vishwakarma; Manish Kumar; Content ... hunar haat 2021 dates
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WebAdel Chala is on Facebook. Join Facebook to connect with Adel Chala and others you may know. Facebook gives people the power to share and makes the world more open and … WebAdel Chala. Keyword(s): ... We generalized the result of Chala [A. Chala, Pontryagin’s risk-sensitive stochastic maximum principle for backward stochastic differential equations with application, Bull. Braz. Math. Soc. (N. S.) 48 2024, 3, 399–411] to a backward doubly stochastic differential equation by using the same contribution of ... WebHi! Please let us know how we can help. More. Home. Reviews. Videos. Photos. Adel ChaLa "̮. Albums. See All hunar haat 2022 dates