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math.PR2022
Reflected BSDEs with Logarithmic Growth and Applications in Mixed Stochastic Control Problems
Brahim El Asri, Khalid Oufdil
In this article we study the existence and the uniqueness of a solution for reflected backward stochastic differential equations in the case when the generator is logarithmic growt…
math.PR2008
The Finite Horizon Optimal Multi-Modes Switching Problem: the Viscosity Solution Approach
Brahim El Asri, Said Hamadene
In this paper we show existence and uniqueness of a solution for a system of m variational partial differential inequalities with inter-connected obstacles. This system is the dete…