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math.PR2026
On a class of Reflected Mean-Field Stochastic Differential Equations with jumps
Mohammed Elhachemy
This paper investigates a class of Reflected Mean-Field Stochastic Differential Equations when the noise is driven by a Brownian motion and an independent Poisson measure. We prove…
math.PR2026
Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions
Badr Elmansouri, Mohammed Elhachemy, Mohamed Marzougue +1
We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous Lévy process. Under stochastic conditions on the coefficients, we p…