arXiv subjects

Badreddine Mansouri

Publications and source records attributed to Badreddine Mansouri.

3 recordsLinked to original sources

arXiv2017

Reflected Discontinuous Backward Doubly Stochastic Differential Equation With Poisson Jumps

In this paper{\}we prove the existence of a solution for reflected backward doubly stochastic differential equations with poisson jumps (RBDSDEPs) with one continuous barrier where the generator is continuous and also we study the RBDSDEPs with a linear growth condition and left continuity in $y$ on the generator. By a comparison theorem established here for this type of equation we provide a minimal or a maximal solution to RBDSDEPs.

math.PR↗

arXiv2017

Reflected backward doubly stochastic differential equations with time delayed generators

We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator at time $t$ can depend on the values of a solution in the past. Under a Lipschitz condition, we ensure the existence and uniqueness of the solution.

math.PR↗

arXiv2017

Reflected solutions of Anticipated Backward Doubly SDEs driven by Teugels Martingales

We deal with reflected solutions of anticipated backward doubly stochastic differential equations (RABDSDEs) driven by Teugels martingales associated with Lévy process under a Lipschitz generator where the coefficients of these BDSDEs depend on the future and present value of the solution $\left( Y,Z\right) $. Also we study the existence of a solution for anticipated BDSDEs.

math.PR↗