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We consider a one-reflected backward stochastic differential equation with a general RCLL barrier in a filtration that supports a Brownian motion and an independent Poisson random measure. We establish the existence and uniqueness of a…

Probability · Mathematics 2025-04-22 Badr Elmansouri , Mohamed El Otmani , Mohamed Marzougue

We study multidimensional generalized backward stochastic differential equations (GBSDEs) within a general filtration that supports a Brownian motion under weak assumptions on the associated data. We establish the existence and uniqueness…

Probability · Mathematics 2025-01-28 Badr Elmansouri , Mohamed El Otmani

We study multidimensional discontinuous backward stochastic differential equations in a filtration that supports both a Brownian motion and an independent integer-valued random measure. Under suitable $\mathbb{L}^p$-integrability conditions…

Probability · Mathematics 2025-02-04 Badr Elmansouri , Mohamed El Otmani

In this paper, we study backward stochastic differential equations (BSDEs shortly) with jumps that have Lipschitz generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. Under just…

Probability · Mathematics 2017-11-23 Imen Hassairi

In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) with a new kind of non-Lipschitz coefficients. We establish an existence and uniqueness result of solutions in $L^p\ (p>1)$,…

Probability · Mathematics 2014-02-28 ShengJun Fan , Long Jiang

In the first part of this paper we give a solution for the one-dimensional reflected backward stochastic differential equation (BSDE for short) when the noise is driven by a Brownian motion and an independent Poisson point process. The…

Probability · Mathematics 2011-09-12 S. Hamadene , Y. Ouknine

In [8] we established existence and uniqueness of solutions of backward stochastic differential equations in L^p under a monotonicity condition on the generator and in a general filtration. There was a mistake in the case 1 \textless{} p…

Probability · Mathematics 2017-02-01 Thomas Kruse , Alexandre Popier

In this paper, a solution is given to reflected backward doubly stochastic differential equations when the barrier is not necessarily right-continuous, and the noise is driven by two independent Brownian motions and an independent Poisson…

Probability · Mathematics 2020-06-29 Mohamed Marzougue , Yaya Sagna

Given $p \in (1, 2)$, we study $L^p$-solutions of a multi-dimensional backward stochastic differential equation with jumps (BSDEJ) whose generator may not be Lipschitz continuous in $(y,z)-$variables. We show that such a BSDEJ with a…

Probability · Mathematics 2017-02-13 Song Yao

In this paper, we deal with a class of one-dimensional reflected backward doubly stochastic differential equations with one continuous lower barrier. We derive the existence and uniqueness of solutions for these equations with Lipschitz…

Probability · Mathematics 2015-01-06 Wen Lu

In this paper, we continue in solving reflected generalized backward stochastic differential equations (RGBSDE for short) and fixed terminal time with use some new technical aspects of the stochastic calculus related to the reflected…

Probability · Mathematics 2009-07-14 Auguste Aman

This paper addresses the existence and uniqueness of solutions to Reflected Generalized Backward Stochastic Differential Equations (GRBSDEs) within a general filtration that supports a Brownian motion and an independent integer-valued…

Probability · Mathematics 2026-03-09 Badr Elmansouri , Mohamed El Otmani

We prove existence and uniqueness of the reflected backward stochastic differential equation's (RBSDE) solution with a lower obstacle which is assumed to be right upper-semicontinuous but not necessarily right-continuous in a filtration…

Probability · Mathematics 2018-12-20 Brahim Baadi , Youssef Ouknine

This paper deals with the problem of existence and uniqueness of a solution for a backward stochastic differential equation (BSDE for short) with one reflecting barrier in the case when the terminal value, the generator and the obstacle…

Probability · Mathematics 2008-07-14 Said Hamadene , Alexandre Popier

In this paper, we are interested in solving multidimensional backward stochastic differential equations (BSDEs) in $L^p\ (p>1)$ under weaker assumptions on the coefficients, considering both a finite and an infinite time interval. We…

Probability · Mathematics 2014-03-21 ShengJun Fan , Long Jiang

In this paper, we deal with a class of one-dimensional reflected backward stochastic differential equations with stochastic Lipschitz coefficient. We derive the existence and uniqueness of the solutions for those equations via Snell…

Probability · Mathematics 2015-01-06 Wen Lu

In this paper, we study multidimensional generalized BSDEs that have a monotone generator in a general filtration supporting a Brownian motion and an independent Poisson random measure. First, we prove the existence and uniqueness of…

Probability · Mathematics 2017-04-10 M'hamed Eddahbi , Imade Fakhouri , Youssef Ouknine

We study the problem of existence and uniqueness of solutions of backward stochastic differential equations with two reflecting irregular barriers, $L^p$ data and generators satisfying weak integrability conditions. We deal with equations…

Probability · Mathematics 2016-11-04 Tomasz Klimsiak

In this paper, we are interested in solving general time interval multidimensional backward stochastic differential equations in $L^p$ $(p\geq 1)$. We first study the existence and uniqueness for $L^p$ $(p>1)$ solutions by the method of…

Probability · Mathematics 2014-04-09 Lishun Xiao , Shengjun Fan , Na Xu

We prove existence and uniqueness of L^p solutions of reflected backward stochastic differential equations with p-integrable data and generators satisfying the monotonicity condition. We also show that the solution may be approximated by…

Probability · Mathematics 2012-10-05 Andrzej Rozkosz , Leszek Slominski
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