4 papers
Reflected Advanced Backward Stochastic Differential Equations with Default
N. Agram, S. Labed, B. Mansouri +1
We are interested on reflected advanced backward stochastic differential equations (RABSDE) with default. By the predictable representation property and for a Lipschitz driver, we…
Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps
Badreddine Mansouri, Mostapha abd elouahab Saouli
In this paper{\}we prove the existence of a solution for reflected backward doubly stochastic differential equations with poisson jumps (RBDSDEPs) with one continuous barrier where…
Reflected backward doubly stochastic differential equations with time delayed generators
Badreddine Mansouri, Imen Salhi, Lazhar Tamer
We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator…
Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales
Badreddine Mansouri, Mostapha abd el ouahab Saouli
We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with Lévy process under a Lips…