M. Marzougue

collaborators

2 papers

math.PR2026

Reflected generalized BDSDEs driven by non-homogeneous LÃ©vy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions

Badr Elmansouri, Mohammed Elhachemy, Mohamed Marzougue +1

We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous LÃ©vy process. Under stochastic conditions on the coefficients, we p…

math.PR2025

$L^{p}$ -solutions $(1 < p < 2)$ for reflected BSDEs with general jumps and stochastic monotone generators

Badr Elmansouri, Mohamed El Otmani, Mohamed Marzougue

We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random…

Reflected generalized BDSDEs driven by non-homogeneous LÃ©vy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions

Lp-solutions (1<p<2) for reflected BSDEs with general jumps and stochastic monotone generators

$L^{p}$ -solutions $(1 < p < 2)$ for reflected BSDEs with general jumps and stochastic monotone generators