Achref Bachouch

collaborators

2 papers

math.OC2019

A new approach to optimal stopping for Hunt processes

Achref Bachouch, Olfa Draouil, Bernt Øksendal

In this paper we present a new verification theorem for optimal stopping problems for Hunt processes. The approach is based on the Fukushima-Dynkin formula, and its advantage is th…

math.PR2017

Zhang $L^{2}$ -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Achref Bachouch, Anis Matoussi

We prove an $L^{2}$ -regularity result for the solutions of Forward Backward Doubly Stochastic Differentiel Equations (FBDSDEs in short) under globally Lipschitz continuous assumption…

A new approach to optimal stopping for Hunt processes

Zhang L2-Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions

Zhang $L^{2}$ -Regularity for the solutions of Backward Doubly Stochastic Differential Equations under globally Lipschitz continuous assumptions