A. Bachouch

发表

Deep neural networks algorithms for stochastic control problems on finite horizon, part I: convergence analysis

H. Pham, Nicolas Langren'e, Côme Huré, 2020 .

Zhang L2 -Regularity for the solutions of Forward Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

A. Matoussi, A. Bachouch, 2020 .

Euler time discretization of backward doubly SDEs and application to semilinear SPDEs

A. Matoussi, A. Bachouch, M. Mnif, 2013, 1302.0440.

HASTINGS-METROPOLIS ALGORITHM ON MARKOV CHAINS FOR SMALL-PROBABILITY ESTIMATION ;

Franccois Bachoc, Lionel Lenotre, Achref Bachouch, 2014, 1411.5883.

Numerical Computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs

A. Bachouch, 2014 .

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Numerical Applications

H. Pham, Côme Huré, A. Bachouch, 2018, Methodology and Computing in Applied Probability.

Deep Neural Networks Algorithms for Stochastic Control Problems on Finite Horizon: Convergence Analysis

H. Pham, Côme Huré, A. Bachouch, 2018, SIAM J. Numer. Anal..

Singular Control Optimal Stopping of Memory Mean-Field Processes

Bernt Øksendal, Achref Bachouch, Nacira Agram, 2018, SIAM J. Math. Anal..

Deep neural networks algorithms for stochastic control problems on fi nite horizon Les Cahiers de la Chaire / N°78

H. Pham, Côme Huré, A. Bachouch, 2019 .

HASTINGS-METROPOLIS ALGORITHM ON MARKOV CHAINS FOR SMALL-PROBABILITY ESTIMATION ;

F. Bachoc, A. Bachouch, L. Lenôtre, 2014, 1411.5883.

Euler time discretization of backward doubly SDEs and application to semilinear SPDEs

A. Matoussi, A. Bachouch, M. Mnif, 2016, Stochastics and Partial Differential Equations: Analysis and Computations.