13 citations · 18 across the 6 of their papers we have counts for
6 papers
Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions
Badr Elmansouri, Mohammed Elhachemy, Mohamed Marzougue +1
We consider reflected generalized backward doubly stochastic differential equations driven by a non-homogeneous Lévy process. Under stochastic conditions on the coefficients, we pr…
-solutions for reflected BSDEs with general jumps and stochastic monotone generators
Badr Elmansouri, Mohamed El Otmani, Mohamed Marzougue
We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random…
Existence and uniqueness for reflected BSDE with multivariate point process and right upper-semi-continuous obstacle
Brahim Baadi, Mohamed Marzougue
In a noise driving by a multivariate point process with predictable compensator , we prove existence and uniqueness of the reflected backward stochastic differential equatio…
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…
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…
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…