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math.PR2019
Doubly Reflected BSDEs in the predictable setting
Ihsan Arharas, Siham Bouhadou, Youssef Ouknine
In this paper, we introduce a specific kind of doubly reflected Backward Stochastic Differential Equations (in short DRBSDEs), defined on probability spaces equipped with general f…
math.PR2019
On Skorokhod Problem with Two RCLL Reflecting Completely Separated Barriers
Rachid Belfadli, Imane Jarni, Youssef Ouknine
In this paper we deal with Skorokhod problem for right continuous left limited (rcll) barriers. We prove existence and uniqueness of the solution when the barriers are only suppose…