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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 92, 2020 - Issue 3
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Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale

Khadija AkdimDepartment of Mathematics, Faculty of Sciences and Techniques, Cadi Ayyad University, Marrakech, MoroccoCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-1287-128X
ORCID Icon,
Mouna HaddadiDepartment of Mathematics, Faculty of Sciences and Techniques, Cadi Ayyad University, Marrakech, Morocco
&
Youssef OuknineFaculty of Sciences Semlalia, Cadi Ayyad University, Marrakesh, Morocco
Pages 335-355 | Received 05 Nov 2017, Accepted 20 Jun 2019, Published online: 30 Jun 2019

Citations (6)

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Read on this site (1)

Mohamed Marzougue & Mohamed El Otmani. (2023) Irregular barrier reflected BSDEs driven by a Lévy process. Stochastic Analysis and Applications 41:4, pages 734-751.
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Articles from other publishers (5)

Brahim Baadi & Mohamed Marzougue. (2023) Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle. Random Operators and Stochastic Equations 31:4, pages 351-370.
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Mohamed Marzougue. (2023) Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process. Bulletin des Sciences Mathématiques 186, pages 103282.
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Mohamed Marzougue. (2021) Monotonic limit theorem for BSDEs with regulated trajectories. Statistics & Probability Letters 176, pages 109151.
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Mohamed Marzougue & Mohamed El Otmani. (2021) BSDEs with jumps and two completely separated irregular barriers in a general filtration. Latin American Journal of Probability and Mathematical Statistics 18:1, pages 761.
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Mohamed Marzougue & Yaya Sagna. (2020) Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions. Modern Stochastics: Theory and Applications, pages 157-190.
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