2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2025
Multidimensional McKean-Vlasov SDEs with mean reflection: well-posedness and existence of optimal control
Imane Jarni, Ayoub Laayoun, Badr Missaoui
In this work, we investigate the multidimensional Skorokhod problem for càdlàg processes, where the reflection is subject to a minimality condition depending on the law of the solu…
math.PR2022★ 2 cited
Stochastic differential equations with respect to optional semimartingales and two reflecting regulated barriers
Astrid Hilbert, Imane Jarni, Youssef Ouknine
In this work, we introduce a new Skorokhod problem with two reflecting barriers when the trajectories of the driven process and the barriers are right and left limited. We show tha…
math.PR2019
On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers
Rachid Belfadli, Imane Jarni, Youssef Ouknine
In this paper we deal with Skorokhod problem for right continuous left limited (rcll) barriers. We prove existence and uniqueness of the solution when the barriers are only suppose…