1 citations · 1 across the 1 of their papers we have counts for
3 papers
math.PR2017
Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty"
Anis Matoussi, Dylan Possamaï, Chao Zhou
The aim of this short note is to fill in a gap in our earlier paper [16] on 2BSDEs with reflections, and to explain how to correct the subsequent results in the second paper [15].…
math.PR2015★ 1 cited
Stochastic partial differential equations with singular terminal condition
A. Matoussi, Lambert Piozin, A. Popier
In this paper, we first prove existence and uniqueness of the solution of a backward doubly stochastic differential equation (BDSDE) and of the related stochastic partial different…
math.PR2012
Second-order BSDEs with general reflection and game options under uncertainty
Anis Matoussi, Lambert Piozin, Dylan Possamaï
The aim of this paper is twofold. First, we extend the results of [33] concerning the existence and uniqueness of second-order reflected 2BSDEs to the case of two obstacles. Under…