Mohamed Marzougue

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
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
Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle Random Operators and Stochastic Equations	2023-11-30	Paper
Irregular barrier reflected BSDEs driven by a Lévy process Stochastic Analysis and Applications	2023-07-25	Paper
Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process Bulletin des Sciences Mathématiques	2023-06-09	Paper
BSDEs with two RCLL reflecting barriers driven by a Lévy process	2023-03-15	Paper
Non-linear Dynkin games over split stopping times Statistics & Probability Letters	2022-12-08	Paper
Two-barriers reflected backward doubly SDEs beyond right continuity Random Operators and Stochastic Equations	2022-12-05	Paper
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient Communications in Statistics: Theory and Methods	2022-05-25	Paper
BSDEs driven by normal martingale Applicable Analysis	2022-04-21	Paper
Monotonic limit theorem for BSDEs with regulated trajectories Statistics & Probability Letters	2021-11-12	Paper
BSDEs with jumps and two completely separated irregular barriers in a general filtration	2021-05-25	Paper
Predictable solution for reflected BSDEs when the obstacle is not right-continuous Random Operators and Stochastic Equations	2021-03-31	Paper
Reflected BDSDEs with stochastic monotone generator and application to valuing American options International Journal of Theoretical and Applied Finance	2021-01-29	Paper
Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions Modern Stochastics. Theory and Applications	2020-11-04	Paper
A note on optional Snell envelopes and reflected backward SDEs Statistics & Probability Letters	2020-09-01	Paper
BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient Random Operators and Stochastic Equations	2019-05-21	Paper
Double barrier reflected BSDEs with stochastic Lipschitz coefficient Modern Stochastics. Theory and Applications	2018-02-15	Paper

Research outcomes over time

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