2 citations · 2 across the 2 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2012
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…
math.PR2011★ 2 cited
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…