Zobrazeno 1 - 10
of 48
pro vyhledávání: '"Mohamed El Otmani"'
Autor:
Badr Elmansouri, Mohamed El Otmani
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 11, Iss 1, Pp 109-128 (2023)
A solution is given to generalized backward stochastic differential equations driven by a real-valued RCLL martingale on an arbitrary filtered probability space. The existence and uniqueness of a solution are proved via the Yosida approximation metho
Externí odkaz:
https://doaj.org/article/4bdbc00b90c045cf8be77174f8a4472d
Autor:
Mohammed Elhachemy, Mohamed El Otmani
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 10, Iss 1, Pp 77-110 (2022)
Reflected generalized backward stochastic differential equations (BSDEs) with one discontinuous barrier are investigated when the noise is driven by a Brownian motion and an independent Poisson measure. The existence and uniqueness of the solution ar
Externí odkaz:
https://doaj.org/article/2e814c8253134cc1acdbfee59d58c4e8
Autor:
Mohamed Marzougue, Mohamed El Otmani
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 4, Iss 4, Pp 353-379 (2017)
This paper proves the existence and uniqueness of a solution to doubly reflected backward stochastic differential equations where the coefficient is stochastic Lipschitz, by means of the penalization method.
Externí odkaz:
https://doaj.org/article/4578c5b35d1e4ad995db7da85d320023
Autor:
Mohamed Marzougue, Mohamed El Otmani
Publikováno v:
Stochastic Analysis and Applications. :1-18
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::902e0cce9c17a4d956a7debf1f082704
https://doi.org/10.1080/07362994.2022.2079529
https://doi.org/10.1080/07362994.2022.2079529
Autor:
Mohamed El Otmani
Publikováno v:
Random Operators and Stochastic Equations. 29:173-195
This article deals with the reflected and doubly reflected generalized backward stochastic differential equations when the noise is given by Brownian motion and Teugels martingales associated with an independent pure jump Lévy process. We prove the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::583b3261c939d726123c59d1f1ab06cb
https://doi.org/10.1515/rose-2021-2060
https://doi.org/10.1515/rose-2021-2060
Autor:
Mohamed Marzougue, Mohamed El Otmani
Publikováno v:
Random Operators and Stochastic Equations. 28:269-279
In the present paper, we consider reflected backward stochastic differential equations when the reflecting obstacle is not necessarily right-continuous in a general filtration that supports a one-dimensional Brownian motion and an independent Poisson
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::253ff29d5833b3a5ea3e87f859e5f2cb
https://doi.org/10.1515/rose-2020-2045
https://doi.org/10.1515/rose-2020-2045
Autor:
Mohamed Marzougue, Mohamed El Otmani
Publikováno v:
Communications in Statistics - Theory and Methods. 50:6049-6066
In this article, we give a solution to doubly reflected backward stochastic differential equations when the barriers are right continuous with left limits, and the noise is driven by a Brownian mot...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f6064ff0b0d0d2abe33db6840a10ccfa
https://doi.org/10.1080/03610926.2020.1738491
https://doi.org/10.1080/03610926.2020.1738491
Autor:
Mohamed El Otmani, Mohamed El Jamali
Publikováno v:
Afrika Matematika. 30:697-714
The aim of this paper is to give the predictable representation property associated with Levy process in the non-homogeneous case. In this latter, we establish the existence and uniqueness of solution for the Backward Stochastic Differential Equation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ee3282222c5ef8a4c48524dc288ae66
https://doi.org/10.1007/s13370-019-00677-0
https://doi.org/10.1007/s13370-019-00677-0
Autor:
Mohammed El Azzouzi, Mohamed El Otmani, Mariem Ennouhi, A. Guessous, Lahcen Hasnaoui, Abdellah El Boukili, Abderrahim khadir, Abderrahim El Hourch
Publikováno v:
Mediterranean Journal of Chemistry. 7:472-477
Treatment of the surface water of the city of Khenifra combines a conventional treatment and a membrane process unit (reverse osmosis). The conventional treatment in question uses an aluminium base reagentin the form of Aluminum sulphate that may cau
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1637cfb2771babc7544edffc9e8adee2
https://doi.org/10.13171/mjc7619011409mea
https://doi.org/10.13171/mjc7619011409mea
Autor:
Redouane Choukr-Allah, Lhoussaine Bouchaou, Bouchra Yaacoubi, Mohamed El Otmani, Imane Mansir, Afaf Belabhir
Publikováno v:
Water Resources in Arid Lands: Management and Sustainability ISBN: 9783030670276
The limited availability of freshwater and succession of drought years and climate change have put the pressor to look for alternative water resources including treated wastewater, in order to meet the demands of agriculture in the Souss-Massa, Moroc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::361a95d188cc24a3aeac0733e30e3b51
https://doi.org/10.1007/978-3-030-67028-3_22
https://doi.org/10.1007/978-3-030-67028-3_22
