Marie-Amélie Morlais

Doctor in applied Mathematics
lecturer at University of Le Mans (France)


Some links:

University of Le Mans

Laboratoire Manceau de Mathématiques,
Membre de la fédération des Pays de Loire


How to contact me:
Tél : (+33)2 43 83 32 25
E-mail :Marie-Amelie.Morlais [at]univ-lemans.fr



( page en francais A link towards the french version.)

Doctor in Applied Mathematics
PhD thesis defended the 12 October 2007 at the University of de Rennes 1
Present situation (since September 2008)
Lecturer at the university of Le Mans, France.

RESEARCH ACTIVITIES

Publications (and submitted preprints) :

  • Existence and uniqueness of viscosity solutions for second order integro-differential equations without monotonicity conditions
  • (J.w.w Boualem Djehiche (KTH Stockholm) and Said Hamadène LMM Le Mans Available on arxiV site in November 2014: ( arXiv:1411.2266)
  • On the Equality of Solutions of Max-Min and Min-Max Systems of Variational Inequalities with Interconnected Bilateral Obstacles
  • (J.w.w Boualem Djehiche (KTH Stockholm) Said Hamadène LMM and Zhao Xuzhe LMM) Xuzhe LMM) and submitted to Journal of Mathematical Analysis and Applications (JMAA) in September 2014.
  • Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles.
  • (Jww Boualem Djehiche (KTH Stockholm) and Said Hamadène) Submitted in October 2012 and accepted in September 2014.
  • Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Multi-Modes Switching Problem
  • Jww Said Hamadène (Le Mans), Accepted to Applied Mathematics and Optimization in September 2012 (DOI: 10.1007/s00245-012-9184-y) and available on ArxiV: .lien arxiV
  • Reflected backward stochastic differential equations and nonlinear dynamic pricing rule
  • Accepted to Stochastics (December 2011) and current version available on ArxiV: .lien arxiV
  • Optimal stopping of expected profit and cost yields in an investment under uncertainty
  • (Jww Boualem Djehiche and Said Hamadene) Accepted to stochastics in July 2010 and available on arxiV: .ARXIV
  • A new existence result for BSDEs with jumps and application to the utility maximization problem,
  • Accepted for publication in May 2010 to Stochastic processes and their applications and available here .pdf
  • Quadratic BSDEs driven by a continuous Martingale and application to Utility Maximization.
  • PDF file available here (.pdf ) or on the web site of arxiV ( .ARXIV ) Published in Finance and stochastics, February 2009.
  • Utility Maximization in a jump market model.
  • Available here (.pdf ) Published in Stochastics (February 2009) and accepted for oral presentation at Bachelier colloquium, London, July 2008

    PhDthesis (September 2004-October 2007)

    Backward stochastic differential equations with quadratic growth and applications .
    Manuscript available at the following address: CCSD site
    Thesis defended at the university of Rennes 1 and supervised by Professor Ying Hu

    Post doctoral situation (November 2007-June 2008)


    Post doctorant at the ETH (Zurich, Switzerland) with Professor Delbaen.

    Talks given during conferences and seminars:

    My curriculum vitae

    The .pdf version is available here .