Mohamed Marzougue

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Person:1697202

Available identifiers

zbMath Open marzougue.mohamedMaRDI QIDQ1697202

List of research outcomes





PublicationDate of PublicationType
Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle2023-11-30Paper
Irregular barrier reflected BSDEs driven by a Lévy process2023-07-25Paper
Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process2023-06-09Paper
BSDEs with two RCLL reflecting barriers driven by a Lévy process2023-03-15Paper
Non-linear Dynkin games over split stopping times2022-12-08Paper
Two-barriers reflected backward doubly SDEs beyond right continuity2022-12-05Paper
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient2022-05-25Paper
BSDEs driven by normal martingale2022-04-21Paper
Monotonic limit theorem for BSDEs with regulated trajectories2021-11-12Paper
BSDEs with jumps and two completely separated irregular barriers in a general filtration2021-05-25Paper
Predictable solution for reflected BSDEs when the obstacle is not right-continuous2021-03-31Paper
Reflected BDSDEs with stochastic monotone generator and application to valuing American options2021-01-29Paper
Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions2020-11-04Paper
A note on optional Snell envelopes and reflected backward SDEs2020-09-01Paper
BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient2019-05-21Paper
Double barrier reflected BSDEs with stochastic Lipschitz coefficient2018-02-15Paper

Research outcomes over time

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