22 citations · 22 across the 2 of their papers we have counts for
2 papers
math.PR2026
Stochastic Perturbation of Sweeping Processes Driven by Continuous Uniformly Prox-Regular Moving Sets
Juan Guillermo Garrido, Nabil Kazi-Tani, Emilio Vilches
In this paper, we study the existence of solutions to sweeping processes in the presence of stochastic perturbations, where the moving set takes uniformly prox-regular values and v…
math.PR2012★ 22 cited
Second-order BSDEs with jumps: Formulation and uniqueness
Nabil Kazi-Tani, Dylan Possamaï, Chao Zhou
In this paper, we define a notion of second-order backward stochastic differential equations with jumps (2BSDEJs for short), which generalizes the continuous case considered by Son…