11 papers
Generalized reflected BSDEs with irregular obstacles driven by RCLL increasing processes on general filtered space
Badr Elmansouri, Youssef Ouknine
We study generalized backward stochastic differential equations (GBSDEs) and generalized reflected backward stochastic differential equations (GRBSDEs) on a general filtered probab…
Doubly reflected BSDEs driven by Inhomogeneous simple Levy processes: Applications to generalized Dynkin games
Badr Elmansouri, Ibtissam Hdhiri
We study doubly reflected backward stochastic differential equations with jumps and two completely separated right-continuous with left limits barriers in a filtration generated by…
-solutions for Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficients
Yassine El Qalli, Badr Elmansouri
In this paper, we establish existence and uniqueness of -solutions, for , to reflected backward stochastic differential equations (RBSDEs) in a general f…
-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…