Mohamed El Otmani

Available identifiers

zbMath Open el-otmani.mohamedMaRDI QIDQ425968

List of research outcomes

Publication	Date of Publication	Type
Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions	2024-06-12	Paper
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	2024-05-17	Paper
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients	2024-04-30	Paper
Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions	2024-01-23	Paper
Generalized backward stochastic differential equations with jumps in a general filtration	2023-09-18	Paper
Irregular barrier reflected BSDEs driven by a Lévy process	2023-07-25	Paper
Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions	2023-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q5882297	2023-03-15	Paper
On generalized reflected BSDEs with Rcll obstacle	2022-10-06	Paper
Reflected BSDEs driven by inhomogeneous simple Lévy processes with rcll barrier	2022-08-29	Paper
Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient	2022-05-25	Paper
BSDEs driven by normal martingale	2022-04-21	Paper
Reflected generalized BSDEs with discontinuous barriers driven by a Lévy process	2021-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q4989417	2021-05-25	Paper
Predictable solution for reflected BSDEs when the obstacle is not right-continuous	2021-03-31	Paper
BSDE with rcll reflecting barrier driven by a Lévy process	2020-04-07	Paper
Predictable representation for time inhomogeneous Lévy processes and BSDEs	2019-09-04	Paper
BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient	2019-05-21	Paper
Double barrier reflected BSDEs with stochastic Lipschitz coefficient	2018-02-15	Paper
Backward stochastic differential equations associated with Lévy processes and partial integro-differential equations	2016-03-04	Paper
Converse comparison theorems for backward doubly stochastic differential equations	2016-03-04	Paper
Doubly reflected BSDEs driven by a Lévy process	2012-06-10	Paper
Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition	2010-01-15	Paper
Reflected BSDE driven by a Lévy process	2009-09-25	Paper
Generalized BSDE with two reflecting barriers	2009-08-08	Paper
Discrete time approximation of BSDEs driven by a Lévy process	2009-08-08	Paper
Studying anticipation on financial markets via BSDEs with random terminal time	2009-08-08	Paper
BSDEs driven by Lévy process with enlarged filtration and applications in finance	2009-01-21	Paper
BSDE driven by a simple Lévy process with continuous coefficient	2008-09-12	Paper
Generalized BSDE driven by a Lévy process	2008-08-15	Paper
Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers	2008-02-21	Paper
Approximation scheme for solutions of backward stochastic differential equations via the representation theorem	2008-02-05	Paper

Research outcomes over time

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