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pro vyhledávání: '"Mostapha Abdelouahab Saouli"'
Autor:
Mostapha Abdelouahab Saouli
Publikováno v:
Mendel, Vol 29, Iss 2 (2023)
We deal with fractional mean field backwardWe deal with fractional mean field backward stochastic differential equations with hurst parameter $H\in (\frac{1}{2},1)$ when the coefficient $f$ satisfy a stochastic Lipschitz conditions, we prove the exis
Externí odkaz:
https://doaj.org/article/2c342d4d4aa64612832cbeece318360a
Autor:
Mostapha abdelouahab Saouli
Publikováno v:
Advances in Mathematics: Scientific Journal. 11:1345-1359
In this paper, we deal with the fractional backward stochastic differential equations (F-BSDEs in short) with Hurst parameter $H\in (\frac{1}{2},1)$ when the driver $g$ is weak monotone. Via an approximation theory, we derive the existence and unique
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea008290bb6d6f2f215e3b7e216ae6a3
https://doi.org/10.37418/amsj.11.12.12
https://doi.org/10.37418/amsj.11.12.12
Autor:
Mostapha abdelouahab Saouli
Publikováno v:
Random Operators and Stochastic Equations.
In this work, we will try to weaken the hypothesis imposed by Hu and Peng. We will be concerned with finding the solution of locally monotone BSDEs associated to fBm. As an auxiliary step, we study the existence and uniqueness of a solution to the mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e485b92e7a7ff39e42b1cb639a7283a5
https://doi.org/10.1515/rose-2022-2095
https://doi.org/10.1515/rose-2022-2095
Autor:
Mostapha Abdelouahab Saouli
Publikováno v:
Applied Mathematics and Nonlinear Sciences. 5:205-216
In this paper we prove the existence of a solution for mean-field reflected backward doubly stochastic differential equations (MF-RBDSDEs) with one continuous barrier and discontinuous generator (left-continuous). By a comparison theorem establish he
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::08b280d84659e2748f56c1267d7912ec
https://doi.org/10.2478/amns.2020.2.00038
https://doi.org/10.2478/amns.2020.2.00038
