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Mhamed Eddahbi

Professor

Faculty

كلية العلوم
Department of Mathematics, College of Sciences, King Saud University, Building 4, second floor, Office Nu. 2B65, PO. Box 2455 Riyadh, Z.C. 11451
المنشورات
مقال فى مجلة
2017

$L^p$ (p ≥ 2)-solutions of generalized BSDEs with jumps and monotone generator in a general filtration

Eddahbi, M. . 2017

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 $L^p$ (p ≥ 2)-solutions in the case of a fixed terminal time under suitable p-integrability conditions on the data. Then, we extend these results to the case of a random terminal time. Furthermore, we provide a comparison result in dimension 1.

نوع عمل المنشور
Research paper
رقم المجلد
4
رقم الانشاء
1
الصفحات
25 to 63
مزيد من المنشورات
publications

This paper deals with numerical analysis of solutions to stochastic differential equations
with jumps (SDEJs) with measurable drifts that may have quadratic growth. The main tool used is…

بواسطة M. Siddiqui, M. Eddahbi, O. Kebiri
2023
تم النشر فى:
MDPI: Mathematics
publications

In this paper we are interested in solving numerically quadratic SDEs with non-necessary continuous drift of the from
\begin{equation*}
X_{t}=x+\int_{0}^{t}b(s,X_{s})ds+\int_{0}^{t}f(…

بواسطة M. Eddahbi, L. Mchiri, M. Rhaima
2022
تم النشر فى:
Filomat
publications

We study both Malliavin regularity and numerical approximation schemes for a class of quadratic backward stochastic

بواسطة Doubbakh, S.; Eddahbi, M.; Khelfallah, N.; Almualim, A.
2023
تم النشر فى:
Axioms