13 citations · 18 across the 3 of their papers we have counts for
3 papers
math.PR2021
Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process
Mohamed Marzougue
In this paper, we prove the existence and uniqueness of the solution to reflected backward doubly stochastic differential equations driven by Teugels martingales associated with a…
math.PR2020★ 5 cited
Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
Mohamed Marzougue, Yaya Sagna
In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by t…
math.PR2018★ 13 cited
Double barrier reflected BSDEs with stochastic Lipschitz coefficient
Mohamed Marzougue, Mohamed El Otmani
This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means…