13 citations · 13 across the 4 of their papers we have counts for
Showing 2025 · math.PRShow all
2 papers · 2 filters
math.PR2025
Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
Badr Elmansouri, Mohamed El Otmani
This paper addresses the existence and uniqueness of solutions to Reflected Generalized Backward Stochastic Differential Equations (GRBSDEs) within a general filtration that suppor…
math.PR2025
-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
Badr Elmansouri, Mohamed El Otmani
We study multidimensional generalized backward stochastic differential equations (GBSDEs) within a general filtration that supports a Brownian motion under weak assumptions on the…