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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

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