2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2023
Existence and uniqueness for reflected BSDE with multivariate point process and right upper-semi-continuous obstacle
Brahim Baadi, Mohamed Marzougue
In a noise driving by a multivariate point process with predictable compensator , we prove existence and uniqueness of the reflected backward stochastic differential equatio…
math.PR2018
Reflected BSDEs when the obstacle is not right-continuous in a general filtration
Brahim Baadi, Youssef Ouknine
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinu…
math.PR2018★ 2 cited
Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration
Brahim Baadi
In this paper, we study doubly reflected Backward Stochastic Differential Equations defined on probability spaces equipped with filtration satisfying only the usual assumptions of…