2 citations · 2 across the 5 of their papers we have counts for
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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…
Mean Field Games with Reflected Dynamics
Imane Jarni, Ayoub Laayoun, Badr Missaoui
This paper establishes an equilibrium existence result for a class of Mean Field Games involving Reflected Stochastic Differential Equations. The proof relies on the framework of r…
Reflected Mckean-Vlasov stochastic differential equations with jumps in time-dependent domains
Imane Jarni, Badr Missaoui, Youssef Ouknine
In this paper, we investigate the deterministic multidimensional Skorokhod problem with normal reflection in a family of time-dependent convex domains that are càdlàg with respect…
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…
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…