4 papers
One dimensional reflected BSDEs with two barriers under logarithmic growth and applications
Brahim El Asri, Khalid Oufdil, Nacer Ourkiya
In this paper we deal with the problem of the existence and the uniqueness of a solution for one dimensional reflected backward stochastic differential equations with two strictly…
Reflected BSDEs with Logarithmic Growth and Applications in Mixed Stochastic Control Problems
Brahim El Asri, Khalid Oufdil
In this article we study the existence and the uniqueness of a solution for reflected backward stochastic differential equations in the case when the generator is logarithmic growt…
BSDEs with logarithmic growth driven by a Brownian motion and a Poisson random measure and connection to stochastic control problem
Khalid Oufdil
In this paper, we study one-dimensional backward stochastic differential equation with jump under logarithmic growth assumption in the z-variable (|z|\sqrt{|\ln|z|}|) and an L^p te…
On the Stochastic Control-Stopping Problem
Brahim Asri, Said Hamadène, Khalid Oufdil
We study the stochastic control-stopping problem when the data are of polynomial growth. The approach is based on backward stochastic dierential equations (BSDEs for short). The pr…