S. Bouhadou

Available identifiers

Publication	Date of Publication	Type
Optimal stopping in predictable setting	2024-02-05	Paper
RBSDEs with optional barriers: monotone approximation	2022-08-22	Paper
Doubly reflected backward stochastic differential equations in the predictable setting	2022-03-17	Paper
Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem	2022-01-12	Paper
Reflected backward stochastic differential equations with optional barriers: monotone approximation	2021-07-01	Paper
Optimal Stopping in General Predictable Framework	2018-12-04	Paper
On the Pathwise Uniqueness of Solutions of One-Dimensional Stochastic Differential Equations with Jumps	2018-11-30	Paper
Non linear optimal stopping problem and Reflected BSDEs in the predictable setting	2018-11-01	Paper
STOCHASTIC EQUATIONS OF PROCESSES WITH JUMPS	2014-05-02	Paper
MIMICKING FINITE DIMENSIONAL MARGINALS OF A CONTROLLED DIFFUSION WITH JUMPS	2014-05-02	Paper
On the time inhomogeneous skew Brownian motion	2014-01-08	Paper
Balayage formula, local time and applications in stochastic differential equations	2013-12-19	Paper
On semimartingale local time inequalities and applications in SDE's	2011-08-19	Paper
Optimal Stopping Under Model Uncertainty in a General Setting	N/A	Paper

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