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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
publication
Journal Article
2021

Quadratic BSDEs with jumps and related PIDEs.

Publication Work Type
Article
Publisher Name
Stochastics: An International Journal of Probability and Stochastic Processes
Volume Number
NA
Issue Number
NA
Pages
29
more of publication
publications

We focus on solving stochastic differential equations driven by jump processes (SDEJs) with measurable drifts that may exhibit quadratic growth. Our approach leverages

by M. Eddahbi
2025
Published in:
Axioms
publications

In this short note we provide an additional term that was missing in the proof of Theorem 5.1 in section 5 (Comparison and strict comparison theorems) of our previous paper entitled: Quadratic…

by I. Madoui, M. Eddahbi, and N. Khelfallah
2025
Published in:
Stochastics
publications

In this article, we introduce a new stochastic process called the sub-fractional G-Brownian motion, which serves as an intermediate between the G-Brownian motion and the fractional G-Brownian…

by O. Kebiri, Z. Boumezbeur, M. Eddahbi, and H. Boutabia
2025
Published in:
Hacettepe Journal of Mathematics and Statistics