4 citations · 4 across the 3 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2026
Doubly reflected BSDEs driven by Inhomogeneous simple Levy processes: Applications to generalized Dynkin games
Badr Elmansouri, Ibtissam Hdhiri
We study doubly reflected backward stochastic differential equations with jumps and two completely separated right-continuous with left limits barriers in a filtration generated by…
math.PR2026
Optimal stochastic impulse control problem with delay with actions decided at the execution time
Said Hamadène, Ibtissam Hdhiri
In this paper, we consider a class of stochastic impulse control problem when there is a fixed delay between the decision and execution times. The dynamics of the controlled sy…
math.PR2008★ 4 cited
Stochastic Impulse Control of Non-Markovian Processes
Boualem Djehiche, Said Hamadene, Ibtissam Hdhiri
We consider a class of stochastic impulse control problems of general stochastic processes i.e. not necessarily Markovian. Under fairly general conditions we establish existence of…