Safa’ Alsheyab

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20212025

most citedOptimal stopping problem under random horizon

1 citations · 1 across the 4 of their papers we have counts for

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3 papers · 1 filter

math.PR2024

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 $(F, τ)$ , where $F$ is the "public" flow of information, and $τ$ is a random time which might not be $F$ -obse…

math.PR2023★ 1 cited

Optimal stopping problem under random horizon

Tahir Choulli, Safa' Alsheyab

This paper considers a pair $(F, τ)$ , where $F$ is a filtration representing the "public" flow of information which is available to all agents overtime, and $τ$ is…

math.PR2021

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…