3 papers
math.OC2018
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…
math.PR2017
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…
math.PR2017
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…