Omar Kebiri

Omar Kebiri

Brandenburgische Technische Universität Cottbus - Cottbus / Germany
Others
AD Scientific Index ID: 6017194
Brandenburg University of Technology Cottbus-Senftenberg
person_outline Omar Kebiri's MOST POPULAR ARTICLES
1-) Variational approach to rare event simulation using least-squares regressionC Hartmann, O Kebiri, L Neureither, L RichterChaos: An Interdisciplinary Journal of Nonlinear Science 29 (6), 2019332019
2-) Adaptive importance sampling with forward-backward stochastic differential equationsO Kebiri, L Neureither, C HartmannStochastic Dynamics Out of Equilibrium: Institut Henri Poincaré, Paris …, 2019232019
3-) One dimensional BSDEs with logarithmic growth application to PDEsK Bahlali, O Kebiri, N Khelfallah, H MoussaouiStochastics 89 (6-7), 1061-1081, 2017182017
4-) Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systemsO Kebiri, L Neureither, C HartmannComputation 6 (3), 41, 201892018
5-) Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equationsK Bahlali, O Kebiri, A MtiraouiComptes Rendus. Mathématique 355 (1), 84-89, 201772017