S. Bouhadou

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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!

PublicationDate of PublicationType
Optimal stopping in predictable setting
Probability, Uncertainty and Quantitative Risk
2024-02-05Paper
RBSDEs with optional barriers: monotone approximation
Probability, Uncertainty and Quantitative Risk
2022-08-22Paper
Doubly reflected backward stochastic differential equations in the predictable setting
Journal of Theoretical Probability
2022-03-17Paper
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
Stochastics and Dynamics
2022-01-12Paper
Reflected backward stochastic differential equations with optional barriers: monotone approximation2021-07-01Paper
Optimal Stopping in General Predictable Framework2018-12-04Paper
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations with jumps
Springer Proceedings in Mathematics & Statistics
2018-11-30Paper
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting2018-11-01Paper
STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS
Stochastics and Dynamics
2014-05-02Paper
Mimicking finite dimensional marginals of a controlled diffusion with jumps
Stochastics and Dynamics
2014-05-02Paper
On the time inhomogeneous skew Brownian motion
Bulletin des Sciences Mathématiques
2014-01-08Paper
Balayage formula, local time and applications in stochastic differential equations
Bulletin des Sciences Mathématiques
2013-12-19Paper
On semimartingale local time inequalities and applications in SDE's2011-08-19Paper
Optimal Stopping Under Model Uncertainty in a General Setting
(available as arXiv preprint)
N/APaper


Research outcomes over time


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