57 citations · 135 across the 37 of their papers we have counts for
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math.PR2018
Reflected BSDEs when the obstacle is not right-continuous in a general filtration
Brahim Baadi, Youssef Ouknine
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinu…
math.PR2018★ 1 cited
Optimal Stopping in General Predictable Framework
Siham Bouhadou, Youssef Ouknine
In this paper, we study the optimal stopping problem in the case where the reward is given by a family $(ϕ(τ),\;\;τ\in \stopo)$ of non negative random variables indexed by predicta…
math.PR2018★ 3 cited
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting
S. Bouhadou, Y. Ouknine
In the first part of this paper, we study RBSDEs in the case where the filtration is not quasi-left continuous and the lower obstacle is given by a predictable process. We prove th…