3 papers
math.PR2021
Reflected backward stochastic differential equations with optional barriers: monotone approximation
Siham Bouhadou, Astrid Hilbert, Youssef Ouknine
In this short note we consider RBSDE with Lipschitz drivers and barrier processes that are optional and right upper semicontinuous. We treat the case when the barrier can be repres…
math.PR2018
Optimal Stopping in General Predictable Framework
Siham Bouhadou, Youssef Ouknine
In this paper, we study the optimal stopping problem in the case where the reward is given by a family $(ϕ(τ),\;\;τ\in \stopo)$ of non negative random variables indexed by predicta…
math.PR2018
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting
S. Bouhadou, Y. Ouknine
In the first part of this paper, we study RBSDEs in the case where the filtration is not quasi-left continuous and the lower obstacle is given by a predictable process. We prove th…