Advanced search
Publication Cover
Stochastics and Stochastic Reports Volume 65, 1998 - Issue 1-2
Journal homepage
153
Views
35
CrossRef citations to date
0
Altmetric
Original Articles

Reflected backward stochastic differential equations with jumps

Y. Ouknine Department of Mathematics Faculty of Sciences, Cadi Ayyad University, B.P. S15, Marrakesh, 40 000, Morocco
Pages 111-125 | Published online: 04 Apr 2007

Citations (35)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (5)

Mohamed Marzougue & Mohamed El Otmani. (2023) Irregular barrier reflected BSDEs driven by a Lévy process. Stochastic Analysis and Applications 41:4, pages 734-751.
Read now
Imade Fakhouri, Youssef Ouknine & Yong Ren. (2018) Reflected backward stochastic differential equations with jumps in time-dependent random convex domains. Stochastics 90:2, pages 256-296.
Read now
K. Nyström & M. Olofsson. (2016) Reflected BSDE of Wiener-Poisson type in time-dependent domains. Stochastic Models 32:2, pages 275-300.
Read now
K. Bahlali, E. H. Essaky & Y. Ouknine. (2004) Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient. Stochastic Analysis and Applications 22:4, pages 939-970.
Read now
El Hassan Essaky & Youssef Ouknine. (2004) Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations. Stochastic Analysis and Applications 22:1, pages 81-98.
Read now

Articles from other publishers (30)

Abdelkarim Oualaid, Khaled Bahlali & Youssef Ouknine. (2022) Reflected Backward Stochastic Differential Equations Associated to Jump Markov Processes and Application to Partial Differential Equations. Journal of Theoretical Probability 36:3, pages 1400-1436.
Crossref
Siham Bouhadou & Youssef Ouknine. (2021) Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem. Stochastics and Dynamics 21:08.
Crossref
Jasmina Ðorđević. 2021. Recent Developments in the Solution of Nonlinear Differential Equations. Recent Developments in the Solution of Nonlinear Differential Equations.
Jean-François Chassagneux & Adrien Richou. (2020) Obliquely reflected backward stochastic differential equations. Annales de l'Institut Henri Poincaré, Probabilités et Statistiques 56:4.
Crossref
M’hamed Eddahbi, Imade Fakhouri & Youssef Ouknine. (2020) Reflected BSDEs with jumps in time-dependent convex càdlàg domains. Stochastic Processes and their Applications 130:11, pages 6515-6555.
Crossref
Adrian Falkowski & Leszek Słomiński. (2020) Backward stochastic differential equations with two barriers and generalized reflection. Stochastic Processes and their Applications 130:8, pages 4746-4765.
Crossref
Mohamed El Jamali & Mohamed El Otmani. (2020) BSDE with rcll reflecting barrier driven by a Lévy process. Random Operators and Stochastic Equations 28:1, pages 63-77.
Crossref
Rachid Belfadli, M’hamed Eddahbi, Imade Fakhouri & Youssef Ouknine. 2020. Computational Science – ICCS 2020. Computational Science – ICCS 2020 575 589 .
Khadija Akdim. 2020. Recent Advances in Mathematics and Technology. Recent Advances in Mathematics and Technology 21 31 .
Soufiane Aazizi, Tarik El Mellali, Imade Fakhouri & Youssef Ouknine. (2018) Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections. Statistics & Probability Letters 137, pages 70-78.
Crossref
Tomasz Klimsiak, Andrzej Rozkosz & Leszek Słomiński. (2016) Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles. Applied Mathematics & Optimization 77:3, pages 541-566.
Crossref
Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine & Marie-Claire Quenez. (2017) Reflected BSDEs when the obstacle is not right-continuous and optimal stopping. The Annals of Applied Probability 27:5.
Crossref
Tomasz Klimsiak, Andrzej Rozkosz & Leszek Słomiński. (2015) Reflected BSDEs in time-dependent convex regions. Stochastic Processes and their Applications 125:2, pages 571-596.
Crossref
Francesco Cordoni & Luca Di Persio. (2014) Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. International Journal of Stochastic Analysis 2014, pages 1-11.
Crossref
Marie-Claire Quenez & Agnès Sulem. (2014) Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Stochastic Processes and their Applications 124:9, pages 3031-3054.
Crossref
Yan Qin & Ning-Mao Xia. (2013) BSDE driven by Poisson point processes with discontinuous coefficient. Journal of Mathematical Analysis and Applications 406:2, pages 365-372.
Crossref
Khaled Bahlali, Nabil Khelfallah & Brahim Mezerdi. (2012) Optimality conditions for partial information stochastic control problems driven by Lévy processes. Systems & Control Letters 61:11, pages 1079-1084.
Crossref
Yong Ren & Mohamed El Otmani. (2012) Doubly reflected BSDEs driven by a Lévy process. Nonlinear Analysis: Real World Applications 13:3, pages 1252-1267.
Crossref
Lanying Hu & Yong Ren. (2011) A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition. Applied Mathematics and Computation 218:8, pages 4325-4332.
Crossref
Marie-Claire Quenez. 2010. Encyclopedia of Quantitative Finance. Encyclopedia of Quantitative Finance.
Qing Zhou. (2010) Reflected and doubly reflected BSDEs for Lévy processes: Solutions and comparison. Acta Mathematicae Applicatae Sinica, English Series 26:2, pages 333-344.
Crossref
Yong Ren & Mohamed El Otmani. (2010) Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition. Journal of Computational and Applied Mathematics 233:8, pages 2027-2043.
Crossref
Kahled Bahlali, M. Hassani, B. Mansouri & N. Mrhardy. (2009) One barrier reflected backward doubly stochastic differential equations with continuous generator. Comptes Rendus Mathematique 347:19-20, pages 1201-1206.
Crossref
Lanying Hu & Yong Ren. (2009) Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes. Journal of Computational and Applied Mathematics 229:1, pages 230-239.
Crossref
YONG REN & XILIANG FAN. (2009) REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS. The ANZIAM Journal 50:4, pages 486-500.
Crossref
Yong Ren, Aihong Lin & Lanying Hu. (2009) Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes. Journal of Computational and Applied Mathematics 223:2, pages 901-907.
Crossref
Mohamed El Otmani. (2008) BSDE driven by a simple Lévy process with continuous coefficient. Statistics & Probability Letters 78:11, pages 1259-1265.
Crossref
Qing Zhou. (2007) On Comparison Theorem and Solutions of BSDEs for Lévy Processes. Acta Mathematicae Applicatae Sinica, English Series 23:3, pages 513-522.
Crossref
Anilesh Mohari. (2004) Ergodicity of Lévy flows. Stochastic Processes and their Applications 112:2, pages 245-259.
Crossref
Khaled Bahlali, El Hassan Essaky & Boubakeur Labed. 2004. Proceedings of the International Conference on Stochastic Analysis and Applications. Proceedings of the International Conference on Stochastic Analysis and Applications 199 216 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.