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math.PR2026
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…
math.PR2025
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…
math.PR2025
-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…