2 papers
math.PR2022
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…
math.PR2021
Mixed Zero-Sum Stochastic Differential Game and Doubly Reflected BSDEs with a Specific Generator
Brahim El Asri, Nacer Ourkiya
This paper studies the mixed zero-sum stochastic differential game problem. We allow the functionals and dynamics to be of polynomial growth. The problem is formulated as an extend…