| Publication | Date of Publication | Type |
|---|
BSDEs and reflected BSDEs with default time and stochastic Lipschitz drivers: theory and some financial applications
Journal of Dynamics and Games | 2026-09-28 | Paper |
Reflected BSDEs driven by RCLL martingales with stochastic Lipschitz coefficient in a general filtration: analysis and applications
Communications in Mathematical Analysis and Applications | 2026-08-27 | Paper |
Game options with jumps and multiple defaults: valuation via doubly reflected BSDEs
Statistics & Probability Letters | 2026-08-18 | Paper |
On reflected BSDEs with jumps and default time
International Journal of Theoretical and Applied Finance | 2026-08-14 | Paper |
On the \(\mathbb{L}^p\)-solution for BSDELs with continuous or left continuous coefficient
Statistics & Risk Modeling | 2026-05-08 | Paper |
Optimal control over split stopping times in defaultable settings and reflected BSDEs with irregular obstacles
Journal of Mathematical Analysis and Applications | 2026-03-11 | Paper |
Doubly reflected generalized BSDEs with two completely separated RCLL barriers in a general filtration
Random Operators and Stochastic Equations | 2026-03-04 | Paper |
Minimal supersolution of BSDEs driven by continuous martingales in a general filtration
Journal of Stochastic Analysis | 2026-02-25 | Paper |
Generalized Dynkin games and doubly reflected BSDEs driven by RCLL martingales
Applied Mathematics and Optimization | 2026-01-21 | Paper |
Backward doubly SDEs driven by a nonhomogeneous Lévy process with continuous and stochastic linear growth coefficients
Journal of Integral Equations and Applications | 2026-01-16 | Paper |
Generalized Reflected BSDEs with RCLL Random Obstacles in a General Filtration
(available as arXiv preprint) | 2026-01-01 | Paper |
Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions
(available as arXiv preprint) | 2026-01-01 | Paper |
Well-posedness of reflected BSDEs with default time and irregular barrier: An application to optimal control
(available as arXiv preprint) | 2026-01-01 | Paper |
Doubly reflected BSDEs driven by Inhomogeneous simple Levy processes: Applications to generalized Dynkin games
(available as arXiv preprint) | 2026-01-01 | Paper |
Generalized reflected BSDEs with irregular obstacles driven by RCLL increasing processes on general filtered space
(available as arXiv preprint) | 2026-01-01 | Paper |
\(\mathbb{L}^p\)-solutions for BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
Moroccan Journal of Pure and Applied Analysis | 2026-01-01 | Paper |
Backward and reflected backward stochastic differential equations under initial enlargement of Brownian filtrations
(available as arXiv preprint) | 2026-01-01 | Paper |
Reflected BSDEs under random horizons: Sharp support criteria, irregular reflection, and Cox reconstruction
(available as arXiv preprint) | 2026-01-01 | Paper |
\(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
Modern Stochastics. Theory and Applications | 2025-12-16 | Paper |
Penalization method for doubly reflected generalized BSDEs with general filtration and RCLL barriers
Differential Equations and Dynamical Systems | 2025-11-18 | Paper |
Pricing game options in financial markets with default: a doubly reflected BSDEs approach
International Journal of Theoretical and Applied Finance | 2025-10-22 | Paper |
Applications of doubly reflected BSDEs driven by RCLL martingales to Dynkin games and American game options
Mediterranean Journal of Mathematics | 2025-09-17 | Paper |
\(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time
Statistics & Probability Letters | 2025-04-28 | Paper |
Reflected BSDEs with default time and irregular obstacles
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2025-04-25 | Paper |
$\mathbb{L}^p$ $(p>1)$-solutions for BSDEs with jumps and stochastic monotone generator
(available as arXiv preprint) | 2025-01-01 | Paper |
$\mathbb{L}^p$-solutions $(1 <p< 2)$ for reflected BSDEs with general jumps and stochastic monotone generators
(available as arXiv preprint) | 2025-01-01 | Paper |
Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
(available as arXiv preprint) | 2025-01-01 | Paper |
$\mathbb{L}^p$-solutions for BSDEs and Reflected BSDEs with jumps in a general filtration under stochastic Lipschitz coefficient
(available as arXiv preprint) | 2025-01-01 | Paper |
Multivalued backward stochastic differential equations with jumps and moving boundary
(available as arXiv preprint) | 2025-01-01 | Paper |
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
Stochastics and Dynamics | 2024-05-17 | Paper |
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients
Modern Stochastics. Theory and Applications | 2024-04-30 | Paper |
Generalized backward stochastic differential equations with jumps in a general filtration
Random Operators and Stochastic Equations | 2023-09-18 | Paper |
