| Deep neural networks algorithms for stochastic control problems on finite horizon: convergence analysis C Huré, H Pham, A Bachouch, N Langrené SIAM Journal on Numerical Analysis 59 (1), 525-557, 2021 | 129 | 2021 |
| Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications A Bachouch, C Huré, N Langrené, H Pham Methodology and Computing in Applied Probability 24 (1), 143-178, 2022 | 98 | 2022 |
| Deep neural networks algorithms for stochastic control problems on finite horizon, part 2: Numerical applications A Bachouch, C Huré, N Langrené, H Pham arXiv preprint arXiv:1812.05916, 2018 | 30 | 2018 |
| Numerical scheme for semilinear stochastic PDEs via backward doubly stochastic differential equations A Bachouch, AB Lasmar, A Matoussi, M Mnif arXiv preprint Arxiv:1302.0440, 3, 2013 | 20 | 2013 |
| Empirical regression method for backward doubly stochastic differential equations A Bachouch, E Gobet, A Matoussi SIAM/ASA Journal on Uncertainty Quantification 4 (1), 358-379, 2016 | 14 | 2016 |
| Singular control optimal stopping of memory mean-field processes N Agram, A Bachouch, B Øksendal, F Proske SIAM Journal on Mathematical Analysis 51 (1), 450-468, 2019 | 10 | 2019 |
| Euler time discretization of backward doubly SDEs and application to semilinear SPDEs A Bachouch, MA Ben Lasmar, A Matoussi, M Mnif Stochastics and Partial Differential Equations: Analysis and Computations 4 …, 2016 | 6 | 2016 |
| Numerical computations for Backward Doubly Stochastic Differential Equations and Nonlinear Stochastic PDEs A Bachouch Université du Maine, 2014 | 6 | 2014 |
| Hastings-Metropolis algorithm on Markov chains for small-probability estimation F Bachoc, A Bachouch, L Lenôtre ESAIM: Proceedings and Surveys 48, 276-307, 2015 | 5 | 2015 |
| -regularity result for solutions of backward doubly stochastic differential equations A Bachouch, A Matoussi Stochastics and Dynamics 20 (02), 2050012, 2020 | 1 | 2020 |
| Zhang L2-Regularity for the solutions of Forward Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions A Bachouch, A Matoussi | 1 | 2017 |
| A new approach to optimal stopping for Hunt processes A Bachouch, O Draouil, B Øksendal arXiv preprint arXiv:1909.00163, 2019 | | 2019 |
| Zhang -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions A Bachouch, A Matoussi arXiv preprint arXiv:1709.07627, 2017 | | 2017 |
| Resolving Stochastic PDEs with Backward Doubly Stochastic Differential Equations A BACHOUCH, MABEN LASMER, A MATOUSSI, M MNIF International Conference on Stochastic Analysis and Applications, 2013 | | 2013 |
| A variance reduction method for interacting particles system F Bachoc, A Bachouch, L Lenôtre CEMRACS 2013, 2013 | | 2013 |
