1 citations · 1 across the 4 of their papers we have counts for
4 papers
A new stochastic diffusion process to model and predict electricity production from natural gas sources in the United States
Safa' Alsheyab
This paper introduces a new stochastic diffusion process to model the electricity production from natural gas sources (as a percentage of total electricity production) in the Unite…
Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
T. Choulli, S. Alsheyab
This paper considers the setting governed by , where is the "public" flow of information, and is a random time which might not be -obse…
Optimal stopping problem under random horizon
Tahir Choulli, Safa' Alsheyab
This paper considers a pair , where is a filtration representing the "public" flow of information which is available to all agents overtime, and is…
Reflected backward stochastic differential equations under stopping with an arbitrary random time
Safa Alsheyab, Tahir Choulli
This paper addresses reflected backward stochastic differential equations (RBSDE hereafter) that take the form of \begin{eqnarray*} \begin{cases} dY_t=f(t,Y_t, Z_t)d(t\wedgeτ)+Z_td…