Concepedia

Anis Matoussi

AM

20

Publications

802

Citations

15

H-Index

1997

Active since

Affiliations

Le Mans Université(Current)

Université d'Évry Val-d'Essonne

University of Bucharest

University of Manchester

École Polytechnique

Anis Matoussi is an author at Le Mans Université specializing in engineering, stochastic calculus, and probability theory.

Top concepts

EngineeringStochastic CalculusProbabilityFunctional AnalysisStochastic AnalysisStochastic ProcessesBusinessEconomicsRisk-averse OptimizationVariational Inequalities

Publications per year

1997–2019

20

Publications

20

Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations

V. Bally, Anis Matoussi · Journal of Theoretical Probability · 2001 · 143 citations

ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL

Anis Matoussi, Dylan Possamaï, Chao Zhou · Mathematical Finance · 2013 · 88 citations · Full text

Mathematical Programming, Engineering, Volatility Uncertainty +22

On the Link Between Small Ball Probabilities and the Quantization Problem for Gaussian Measures on Banach Spaces

Steffen Dereich, Franz Fehringer, Anis Matoussi et al. · Journal of Theoretical Probability · 2003 · 70 citations

Reflected solutions of backward stochastic differential equations with continuous coefficient

Anis Matoussi · Statistics & Probability Letters · 1997 · 61 citations

Stochastic System, Continuous Coefficient, Stochastic Calculus +4

Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs

Anis Matoussi, Wissal Sabbagh, Tusheng Zhang · Applied Mathematics & Optimization · 2019 · 61 citations · Full text

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