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Modern Stochastics: Theory and Applications


Cited by 9
Double barrier reflected BSDEs with stochastic Lipschitz coefficient

BSDEs with jumps and two completely separated irregular barriers in a general filtration
Mohamed Marzougue, Mohamed El Otmani
https://doi.org/10.30757/ALEA.v18-28
Journal:  Latin American Journal of Probability and Mathematical Statistics Volume 18, Issue 1 (2021), p. 761
Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
Mohamed Marzougue   Yaya Sagna  
https://doi.org/10.15559/20-VMSTA155
Pub. online: 10 Jun 2020      Type: Research Article      Open accessOpen Access
Journal:  Modern Stochastics: Theory and Applications Volume 7, Issue 2 (2020), pp. 157–190
   Abstract
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator
Brahim El Asri, Nacer Ourkiya
https://doi.org/10.1007/s13235-023-00515-w
Journal:  Dynamic Games and Applications (2023)
On the stochastic control-stopping problem
Brahim El Asri, Said Hamadene, Khalid Oufdil
https://doi.org/10.1016/j.jde.2022.07.025
Journal:  Journal of Differential Equations Volume 336 (2022), p. 387
REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS
MOHAMED MARZOUGUE
https://doi.org/10.1142/S021902492050034X
Journal:  International Journal of Theoretical and Applied Finance Volume 23, Issue 05 (2020), p. 2050034
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient
Mohamed Marzougue, Mohamed El Otmani
https://doi.org/10.1080/03610926.2020.1738491
Journal:  Communications in Statistics - Theory and Methods Volume 50, Issue 24 (2021), p. 6049
Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process
Mohamed El Otmani
https://doi.org/10.1515/rose-2021-2060
Journal:  Random Operators and Stochastic Equations Volume 29, Issue 3 (2021), p. 173
Stochastic Viscosity Solution to Obstacle SPDE
Tadashi Hayashi
https://doi.org/10.5687/sss.2022.29
Journal:  Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications Volume 2022 (2022), p. 29
Survey for Double Barrier Backward Doubly Stochastic Differential Equations
Tadashi Hayashi
https://doi.org/10.5687/sss.2021.34
Journal:  Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications Volume 2021 (2021), p. 34


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