Safa’ Alsheyab

collaborators

3 papers

stat.AP2025

A new stochastic diffusion process to model and predict electricity production from natural gas sources in the United States

Safa' Alsheyab

This paper introduces a new stochastic diffusion process to model the electricity production from natural gas sources (as a percentage of total electricity production) in the Unite…

math.PR2024

Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon

T. Choulli, S. Alsheyab

This paper considers the setting governed by $(F, I ¨ )$ , where $F$ is the "public" flow of information, and $I ¨ $ is a random time which might not be $F$ -ob…

math.PR2024

Optimal stopping problem under random horizon

Tahir Choulli, Safa' Alsheyab

This paper considers a pair $(F, I ¨ )$ , where $F$ is a filtration representing the "public" flow of information which is available to all agents overtime, and $I ¨ $ …