6 papers
-solutions for BSDEs with jumps and stochastic monotone generator
Badr Elmansouri, Mohamed El Otmani
We study multidimensional discontinuous backward stochastic differential equations in a filtration that supports both a Brownian motion and an independent integer-valued random mea…
Well-posedness of reflected BSDEs with default time and irregular barrier: An application to optimal control
Badr Elmansouri, Mohamed El Otmani
We consider a reflected backward stochastic differential equations with default time and an optional barrier in a filtration generated by a one-dimensional Brownian motion and a de…
Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
Badr Elmansouri, Mohamed El Otmani
This paper addresses the existence and uniqueness of solutions to Reflected Generalized Backward Stochastic Differential Equations (GRBSDEs) within a general filtration that suppor…
Doubly reflected BSDEs with default time under stochastic Lipschitz coefficients: Filtration links and generalized Dynkin games
Badr Elmansouri, Mohamed El Otmani
We study doubly reflected backward stochastic differential equations (DRBSDEs) on a random horizon generated by a default time in a progressively enlarged filtrati…
-solutions for reflected BSDEs with general jumps and stochastic monotone generators
Badr Elmansouri, Mohamed El Otmani, Mohamed Marzougue
We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random…
-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
Badr Elmansouri, Mohamed El Otmani
We study multidimensional generalized backward stochastic differential equations (GBSDEs) within a general filtration that supports a Brownian motion under weak assumptions on the…