Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Baadi, Brahim"'
Autor:
Baadi, Brahim, Marzougue, Mohamed
Publikováno v:
Random Oper. Stoch. Equ. 2023
In a noise driving by a multivariate point process $\mu$ with predictable compensator $\nu$, we prove existence and uniqueness of the reflected backward stochastic differential equation's solution with a lower obstacle $(\xi_{t})_{t\in[0,T]}$ which i
Externí odkaz:
http://arxiv.org/abs/2310.00190
Autor:
Baadi, Brahim, Ouknine, Youssef
Publikováno v:
ALEA, Lat. Am. J. Probab. Math. Stat. 14, 201-218 (2017)
We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration that supports
Externí odkaz:
http://arxiv.org/abs/1812.07990
Autor:
Baadi, Brahim
Publikováno v:
Random Operators and Stochastic Equations, April 6, 2022
In this paper, we study doubly reflected Backward Stochastic Differential Equations defined on probability spaces equipped with filtration satisfying only the usual assumptions of right continuity and completeness in the case where the barriers L and
Externí odkaz:
http://arxiv.org/abs/1812.07383
Autor:
Baadi, Brahim, Marzougue, Mohamed
Publikováno v:
Random Operators & Stochastic Equations; Dec2023, Vol. 31 Issue 4, p351-370, 20p
Autor:
Baadi, Brahim
Publikováno v:
Random Operators & Stochastic Equations; Jun2022, Vol. 30 Issue 2, p97-111, 15p
Autor:
Baadi, Brahim1 baadibrahim@gmail.com, Ouknine, Youssef2,3 ouknine@uca.ma
Publikováno v:
ALEA. Latin American Journal of Probability & Mathematical Statistics. 2017, Vol. 14, p201-218. 18p.
Autor:
Baadi, Brahim, Ouknine, Youssef
Publikováno v:
Afrika Matematica; Nov2018, Vol. 29 Issue 7/8, p1049-1064, 16p