Abbes Benchaabane

Scientific publications

1. A.Benchaabane and A. Benchettah :Optimal investment under stochastic volatility and power type utility function, Serdica Mathematical Journal , Volume 37, Number 3, 2011 (pp. 237-250). http://www.math.bas.bg/serdica/n3_11.html
2. A. Benchaabane and A. Benchettah :  Explicit bond option in Heath Jarrow Morton model with constant volatility , International Journal of Pure and Applied Mathematics, ISSN 1311-8080 (printed version), ISSN 1314-3395 (on line version), Volume 88, Number 4, 2013. http://www.ijpam.eu/contents/2013-88-4/9/
3. A.Benchaabane : Controllability of neutral stochastic integro-differential systems with impulsive effects, Electronic Journal of Differential Equations, (ISSN: 1072-6691), Vol 2015 (2015), No 256 (pp. 1-11).  http://ejde.math.txstate.edu/
4. A.Benchaabane and R. Sakthivel: Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients, Journal of Computational and Applied Mathematics, ISSN: 0377-0427, (2016),http://dx.doi.org/10.1016/j.cam.2015.12.020
5. A.Benchaabane : COMPLETE CONTROLLABILITY OF GENERAL STOCHASTIC INTEGRODIFFERENTIAL SYSTEMS, Journal MATHEMATICAL REPORTS, ISSN 2285-3898, ISSN-L 1582-3067 (2016)