2 papers
math.PR2012
A Simple Proof of Berry-Esséen Bounds for the Quadratic Variation of the Subfractional Brownian Motion
Soufiane Aazizi
We give a simple technic to derive the Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion (subfBm). Our approach has two main ingredients: () b…
math.PR2012
Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time
Soufiane Aazizi, Imade Fakhouri
In this paper, we study the solvability of a class of multi-dimensional forward backward stochastic differential equations (FBSDEs) with oblique reflection and unbounded stopping t…