| Large deviation principles of obstacle problems for quasilinear stochastic PDEs A Matoussi, W Sabbagh, T Zhang Applied Mathematics & Optimization 83 (2), 849-879, 2021 | 52 | 2021 |
| Backward doubly SDEs and semilinear stochastic PDEs in a convex domain A Matoussi, W Sabbagh, T Zhang Stochastic Processes and their Applications 127 (9), 2781-2815, 2017 | 18 | 2017 |
| When capital is a funding source: The anticipated backward stochastic differential equations of X-Value Adjustments S Crépey, W Sabbagh, S Song SIAM Journal on Financial Mathematics 11 (1), 99-130, 2020 | 15 | 2020 |
| The obstacle problem for semilinear parabolic partial integro-differential equations A Matoussi, W Sabbagh, C Zhou Stochastics and Dynamics 15 (01), 1550007, 2015 | 10 | 2015 |
| Numerical Computation for Backward Doubly SDEs with random terminal time A Matoussi, W Sabbagh Monte Carlo Methods and Applications 22 (3), 229-258, 2016 | 9 | 2016 |
| Probabilistic interpretation for solutions of fully nonlinear stochastic PDEs A Matoussi, D Possamaï, W Sabbagh Probability Theory and Related Fields 174 (1), 177-233, 2019 | 6 | 2019 |
| BSDEs with weak reflections and partial hedging of American options R Dumitrescu, R Elie, W Sabbagh, C Zhou arXiv preprint arXiv:1708.05957, 2017 | 6 | 2017 |
| Deep learning scheme for forward utilities using ergodic BSDEs G Broux-Quemerais, S Kaakaï, A Matoussi, W Sabbagh arXiv preprint arXiv:2403.15039, 2024 | | 2024 |
| A new Mertens decomposition of Yg, ξ-submartingale systems. Application to BSDEs with weak constraints at stopping times R Dumitrescu, R Elie, W Sabbagh, C Zhou Stochastic Processes and their Applications 164, 183-205, 2023 | | 2023 |
| Pathwise XVAs: The Direct Scheme L Abbas-Turki, S Crépey, B Saadeddine, W Sabbagh | | 2022 |
| A new Mertens decomposition of -submartingale systems. Application to BSDEs with weak constraints at stopping times R Dumitrescu, R Elie, W Sabbagh, C Zhou arXiv preprint arXiv:1708.05957, 2017 | | 2017 |
| Systems of reflected quasilinear stochastic PDEs in a convex domain W Sabbagh, T Zhang arXiv preprint arXiv:1603.08610, 2016 | | 2016 |
| Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs W Sabbagh Le Mans, 2014 | | 2014 |
