Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Subscription
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teor. Veroyatnost. i Primenen., 2015, Volume 60, Issue 2, Pages 357–376 (Mi tvp4623)  

This article is cited in 22 scientific papers (total in 22 papers)

Reflected backward SDEs with general jumps

S. Hamadenea, Y. Ouknineb

a Université du Maine, Laboratoire Manceau de Mathématiques
b Départment de Mathématiquea, Faculté des Sciences Semlalia, Univeristé Cadi Ayyad

DOI: https://doi.org/10.4213/tvp4623

Full text: PDF file (234 kB)
References: PDF file   HTML file

English version:
Theory of Probability and its Applications, 2016, 60:2, 263–280

Bibliographic databases:

Received: 02.02.2015
Language:

Citation: S. Hamadene, Y. Ouknine, “Reflected backward SDEs with general jumps”, Teor. Veroyatnost. i Primenen., 60:2 (2015), 357–376; Theory Probab. Appl., 60:2 (2016), 263–280

Citation in format AMSBIB
\Bibitem{HamOuk15}
\by S.~Hamadene, Y.~Ouknine
\paper Reflected backward SDEs with general jumps
\jour Teor. Veroyatnost. i Primenen.
\yr 2015
\vol 60
\issue 2
\pages 357--376
\mathnet{http://mi.mathnet.ru/tvp4623}
\crossref{https://doi.org/10.4213/tvp4623}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=3568776}
\elib{https://elibrary.ru/item.asp?id=24073899}
\transl
\jour Theory Probab. Appl.
\yr 2016
\vol 60
\issue 2
\pages 263--280
\crossref{https://doi.org/10.1137/S0040585X97T987648}
\isi{http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&DestLinkType=FullRecord&DestApp=ALL_WOS&KeyUT=000377914700006}
\scopus{https://www.scopus.com/record/display.url?origin=inward&eid=2-s2.0-84973442751}


Linking options:
  • http://mi.mathnet.ru/eng/tvp4623
  • https://doi.org/10.4213/tvp4623
  • http://mi.mathnet.ru/eng/tvp/v60/i2/p357

    SHARE: VKontakte.ru FaceBook Twitter Mail.ru Livejournal Memori.ru


    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. Marzougue M., El Otmani M., “Reflected Bsdes With Jumps and Two Rcll Barriers Under Stochastic Lipschitz Coefficient”, Commun. Stat.-Theory Methods  crossref  isi
    2. Arharas I., Bouhadou S., Ouknine Y., “Doubly Reflected Backward Stochastic Differential Equations in the Predictable Setting”, J. Theor. Probab.  crossref  isi
    3. T. Klimsiak, A. Rozkosz, L. Slominski, “Reflected BSDEs in time-dependent convex regions”, Stoch. Process. Their Appl., 125:2 (2015), 571–596  crossref  mathscinet  zmath  isi
    4. R. Dumitrescu, M.-C. Quenez, A. Sulem, “Generalized Dynkin games and doubly reflected BSDEs with jumps”, Electron. J. Probab., 21 (2016), 64  crossref  mathscinet  zmath  isi
    5. B. Bouchard, D. Possamai, X. Tan, “A general Doob-Meyer-Mertens decomposition for $g$-supermartingale systems”, Electron. J. Probab., 21 (2016), 36  crossref  mathscinet  zmath  isi
    6. B. Baadi, Y. Ouknine, “Reflected BSDEs When the Obstacle Is Not Right-Continuous in a General Filtration”, ALEA-Latin Am. J. Probab. Math. Stat., 14:1 (2017), 201–218  mathscinet  zmath  isi
    7. M. Grigorova, P. Imkeller, E. Offen, Y. Ouknine, M.-C. Quenez, “Reflected BSDEs when the obstacle is not right-continuous and optimal stopping”, Ann. Appl. Probab., 27:5 (2017), 3153–3188  crossref  mathscinet  zmath  isi
    8. R. Dumitrescu, M.-C. Quenez, A. Sulem, “Mixed generalized Dynkin game and stochastic control in a Markovian framework”, Stochastics, 89:1 (2017), 400–429  crossref  mathscinet  zmath  isi
    9. I. Fakhouri, Y. Ouknine, Y. Ren, “Reflected backward stochastic differential equations with jumps in time-dependent random convex domains”, Stochastics, 90:2 (2018), 256–296  crossref  mathscinet  isi
    10. B. Baadi, Y. Ouknine, “Reflected BSDEs with optional barrier in a general filtration”, Afr. Mat., 29:7-8 (2018), 1049–1064  crossref  mathscinet  zmath  isi  scopus
    11. Grigorova M., Imkeller P., Ouknine Y., Quenez M.-C., “Doubly Reflected Bsdes and Epsilon(F)-Dynkin Games: Beyond the Right-Continuous Case”, Electron. J. Probab., 23 (2018), 122  crossref  isi
    12. L. Zhang, B. Liu, “The obstacle problem of integro-partial differential equations with applications to stochastic optimal control/stopping problem”, J. Frankl. Inst.-Eng. Appl. Math., 356:3 (2019), 1396–1423  crossref  mathscinet  zmath  isi  scopus
    13. M. Marzougue, M. El Otmani, “Bsdes with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient”, Random Operators Stoch. Equ., 27:1 (2019), 27–41  crossref  mathscinet  zmath  isi  scopus
    14. M. Karouf, “Reflected and doubly reflected backward stochastic differential equations with time-delayed generators”, J. Theor. Probab., 32:1 (2019), 216–248  crossref  isi
    15. M. Karouf, “Reflected solutions of backward doubly sdes driven by brownian motion and Poisson random measure”, Discret. Contin. Dyn. Syst., 39:10 (2019), 5571–5601  crossref  mathscinet  zmath  isi
    16. Eddahbi M'hamed, Fakhouri I., Ouknine Y., “Reflected bsdes with jumps in time-dependent convex cadlag domains”, Stoch. Process. Their Appl., 130:11 (2020), 6515–6555  crossref  mathscinet  zmath  isi
    17. M. El Jamali, M. El Otmani, “Bsde with rat reflecting barrier driven by a levy process”, Random Operators Stoch. Equ., 28:1 (2020), 63–77  crossref  mathscinet  zmath  isi
    18. Zh. Xu, “Stochastic recursive optimal control problem with obstacle constraint involving diffusion type control”, Adv. Differ. Equ., 2020:1 (2020), 381  crossref  mathscinet  isi
    19. M. Marzougue, M. El Otmani, “Predictable solution for reflected bsdes when the obstacle is not right-continuous”, Random Operators Stoch. Equ., 28:4 (2020), 269–279  crossref  mathscinet  isi
    20. M. Grigorova, P. Imkeller, Y. Ouknine, M.-C. Quenez, “Optimal stopping with f-expectations: the irregular case”, Stoch. Process. Their Appl., 130:3 (2020), 1258–1288  crossref  mathscinet  zmath  isi
    21. S. Yao, “L-p solutions of reflected backward stochastic differential equations with jumps”, ESAIM-Prob. Stat., 24 (2020), 935–962  crossref  mathscinet  zmath  isi
    22. Kh. Akdim, M. Haddadi, Y. Ouknine, “Strong snell envelopes and rbsdes with regulated trajectories when the barrier is a semimartingale”, Stochastics, 92:3 (2020), 335–355  crossref  mathscinet  isi  scopus
  • Теория вероятностей и ее применения Theory of Probability and its Applications
    Number of views:
    This page:285
    Full text:103
    References:57
    First page:5

     
    Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2022