{"id":32,"date":"2021-11-23T08:09:49","date_gmt":"2021-11-23T08:09:49","guid":{"rendered":"http:\/\/qufaculty.qu.edu.qa\/hzaatra\/?page_id=32"},"modified":"2026-08-16T11:34:51","modified_gmt":"2026-08-16T11:34:51","slug":"publication","status":"publish","type":"page","link":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/publication\/","title":{"rendered":"Publication"},"content":{"rendered":"\n<ul class=\"wp-block-list\">\n<li><a href=\"https:\/\/www.researchgate.net\/publication\/332726349_Infinite_Horizon_Stochastic_Impulse_Control_with_Delay_and_Random_Coefficients?_sg=Php4yNz1rhdcaJU7BQn4N-CZFOEcJq-EoHU4TKf-2aXSDb_sJWVBVQCDIkylvuJ_gJCJ_6OJMS7b2A.sq6mhH64l3rOb8NYQ0lGI8SyAbpNgc9LQQupwhmVYtrkMp5SVwTV-GhGAPMc94jAjf2qmc0h9UdGkSeUT120Rw&amp;_sgd%5Bnc%5D=1&amp;_sgd%5Bncwor%5D=0\">Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients<\/a>, Authors:\u00a0 Boualem Djehiche, Said Hamad\u00e8ne, Ibtissem Hdhiri\u00a0 and Helmi Zaatra, 2021. Mathematics of Operations Research. <a href=\"https:\/\/pubsonline.informs.org\/doi\/abs\/10.1287\/moor.2021.1145\">Doi: 10.1287\/moor.2021.1145<\/a><\/li>\n\n\n\n<li>Recursive algorithm for transition density approximation and simulation of diffusion processes. Authors: Helmi Zaatra , Samir Ben Hariz and\u00a0<a href=\"https:\/\/onlinelibrary.wiley.com\/authored-by\/Esstafa\/Youssef\">Youssef Esstafa<\/a>. Statistica Neerlandica. DOI:\u00a0<a href=\"https:\/\/doi.org\/10.1111\/stan.70020\" target=\"_blank\" rel=\"noreferrer noopener\">10.1111\/stan.70020<\/a><\/li>\n\n\n\n<li>Risk-Sensitive Impulse Control Problems with Jumps and Execution Delays, Authors\u00a0: Ibtissem Hdhiri and Helmi Zaatra. Doi:\u00a0<a href=\"https:\/\/doi.org\/10.3934\/mcrf.2025021\" target=\"_blank\" rel=\"noreferrer noopener\">10.3934\/mcrf.2025021<\/a><\/li>\n\n\n\n<li>Optimal Investment Management in Natural Resources Market: Stochastic Impulse Control Problem. Authors\u00a0: Helmi Zaatra\u00a0 and Ibtissem Hdhiri. Doi:\u00a0<a href=\"https:\/\/doi.org\/10.3934\/jdg.2026013\" target=\"_blank\" rel=\"noreferrer noopener\">10.3934\/jdg.2026013<\/a><\/li>\n\n\n\n<li>Risk-sensitive stochastic impulse control problems with random coefficients and execution delays. Author: Helmi Zaatra. https:\/\/doi.org\/10.1515\/rose-2026-3009<\/li>\n\n\n\n<li>Stochastic Impulse Control Problems with Partial Information. Authors: Helmi Zaatra and Ibtissem Hdhiri (submitted).<\/li>\n\n\n\n<li>Stochastic Impulse Control of Non-Markovian Processes with Unbounded Running Rewards. Author\u00a0: Helmi Zaatra. (submitted).<\/li>\n\n\n\n<li>Backward Stochastic Differential Equations with Conditional Reflection and Infinite Horizon. Helmi Zaatra and Ibtissem Hdhiri (In progress).<\/li>\n<\/ul>\n\n\n\n<p><\/p>\n","protected":false},"excerpt":{"rendered":"Infinite Horizon Stochastic Impulse Control with Delay and Random Coefficients, Authors:\u00a0 Boualem Djehiche, Said Hamad\u00e8ne, Ibtissem Hdhiri\u00a0 and Helmi Zaatra, [...]","protected":false},"author":1180,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-32","page","type-page","status-publish","hentry"],"_links":{"self":[{"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/pages\/32","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/users\/1180"}],"replies":[{"embeddable":true,"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/comments?post=32"}],"version-history":[{"count":2,"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/pages\/32\/revisions"}],"predecessor-version":[{"id":75,"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/pages\/32\/revisions\/75"}],"wp:attachment":[{"href":"https:\/\/qufaculty.qu.edu.qa\/hzaatra\/wp-json\/wp\/v2\/media?parent=32"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}