4 citations · 12 across the 6 of their papers we have counts for
7 papers
Backward Stochastic Evolution Inclusions in UMD Banach Spaces
E. H. Essaky, M. Hassani, C. E. Rhazlane
In this paper, we prove the existence of a mild -solution for the backward stochastic evolution inclusion (BSEI for short) of the form \begin{align*}%\label{BSDI3} \begin{case…
Doubly Reflected BSDEs With Stochastic Quadratic Growth: Around The Predictable Obstacles
E. H. Essaky, M. Hassani, C. Rhazlane
We prove the existence of maximal (and minimal) solution for one-dimensional generalized doubly reflected backward stochastic differential equation (RBSDE for short) with irregular…
Generalized Snell Envelope as a Minimal Solution of BSDE With Lower Barriers
E. H. Essaky, M. Hassani, Y. Ouknine
The aim of this paper is to characterize the Snell envelope of a given P-measurable process l as the minimal solution of some backward stochastic differential equation with lower g…
Stochastic Quadratic BSDE With Two RCLL Obstacles
E. H. Essaky, M. Hassani, Y. Ouknine
We study the problem of existence of solutions for generalized backward stochastic differential equation with two reflecting barriers (GRBSDE for short) under weaker assumptions on…
p-integrable solutions to multidimensional BSDEs and degenerate systems of PDEs with logarithmic nonlinearities
K. Bahlali, E. H. Essaky, M. Hassani
We study multidimensional backward stochastic differential equations (BSDEs) which cover the logarithmic nonlinearity u log u. More precisely, we establish the existence and unique…
General Existence Results for Reflected BSDE and BSDE
E. H. Essaky, M. Hassani
In this paper, we are concerned with the problem of existence of solutions for generalized reflected backward stochastic differential equations (GRBSDEs for short) and generalized…