Concepedia

Saïd Hamadène

SH

Statistics

Publications

34

Citations

2.4K

H-Index

24

Active since

1995

Affiliations

Le Mans Université(Current)

Laboratoire de Mathématiques d'Orsay

Cadi Ayyad University

KTH Royal Institute of Technology

Shandong University

Saïd Hamadène is an author at Le Mans Université specializing in stochastic processes, mathematics, and stochastic differential equations.

Publications per year

1995–2023

34

Publications

34

Zero-sum stochastic differential games and backward equations

Saïd Hamadène, J. P. Lepeltier · Systems & Control Letters · 1995 · 241 citations

Engineering, Mathematics, Differential Equations +13

BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations

Nicole El-Karoui, Saïd Hamadène · Stochastic Processes and their Applications · 2003 · 199 citations

Natural Sciences, Mathematics, Risk Management +16

On the Starting and Stopping Problem: Application in Reversible Investments

Saïd Hamadène, Monique Jeanblanc · Mathematics of Operations Research · 2007 · 177 citations

Engineering, Finance, Dynamical Systems +13

Backward equations, stochastic control and zero-sum stochastic differential games

Saïd Hamadène, J. P. Lepeltier · Stochastics and stochastics reports · 1995 · 156 citations

Engineering, Mathematics, Dynamical Systems +16

Reflected BSDEs and mixed game problem

Saïd Hamadène, J. P. Lepeltier · Stochastic Processes and their Applications · 2000 · 137 citations

Social Sciences, Mathematics, Distributed Systems +11

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