Soufiane Aazizi

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
Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections Statistics & Probability Letters	2018-06-14	Paper
Constrained backward SDEs with jumps and American options	2017-04-25	Paper
A simple proof of Berry-Esséen bounds for the quadratic variation of the subfractional Brownian motion Annales Mathématiques Blaise Pascal	2017-01-06	Paper
Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion Random Operators and Stochastic Equations	2016-03-08	Paper
Optimal switching problem and system of reflected multi-dimensional FBSDEs with random terminal time Bulletin des Sciences Mathématiques	2013-12-19	Paper
Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes Advances in Applied Probability	2013-10-23	Paper
Discrete-time approximation of decoupled forward-backward stochastic differential equations driven by pure jump Lévy processes Advances in Applied Probability	2013-10-23	Paper
Strong envelope and strong supermartingale: application to reflected bsdes	2011-12-01	Paper
Skorohod equation and BSDE's with two reflecting barriers	2011-10-03	Paper

Research outcomes over time

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