Badr Elmansouri

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 control over split stopping times in defaultable settings and reflected BSDEs with irregular obstacles Journal of Mathematical Analysis and Applications	2026-03-11	Paper
Doubly reflected generalized BSDEs with two completely separated RCLL barriers in a general filtration Random Operators and Stochastic Equations	2026-03-04	Paper
Minimal supersolution of BSDEs driven by continuous martingales in a general filtration Journal of Stochastic Analysis	2026-02-25	Paper
Generalized Dynkin games and doubly reflected BSDEs driven by RCLL martingales Applied Mathematics and Optimization	2026-01-21	Paper
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
\(\mathbb{L}^p\)-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients Modern Stochastics. Theory and Applications	2025-12-16	Paper
Penalization method for doubly reflected generalized BSDEs with general filtration and RCLL barriers Differential Equations and Dynamical Systems	2025-11-18	Paper
Pricing game options in financial markets with default: a doubly reflected BSDEs approach International Journal of Theoretical and Applied Finance	2025-10-22	Paper
Applications of doubly reflected BSDEs driven by RCLL martingales to Dynkin games and American game options Mediterranean Journal of Mathematics	2025-09-17	Paper
\(\mathbb{L}^p\)-solutions of backward stochastic differential equations with default time Statistics & Probability Letters	2025-04-28	Paper
Reflected BSDEs with default time and irregular obstacles Comptes Rendus. Mathématique. Académie des Sciences, Paris	2025-04-25	Paper
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient Stochastics and Dynamics	2024-05-17	Paper
Generalized BSDEs driven by RCLL martingales with stochastic monotone coefficients Modern Stochastics. Theory and Applications	2024-04-30	Paper
Generalized backward stochastic differential equations with jumps in a general filtration Random Operators and Stochastic Equations	2023-09-18	Paper

Research outcomes over time

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