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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
2024

One-Dimensional BSDEs with Jumps and Logarithmic Growth

In this study, we explore backward stochastic differential equations driven by a Poisson process and an independent Brownian motion, denoted for short as BSDEJs. The generator exhibits logarithmic growth in both the state variable and the Brownian component while maintaining Lipschitz continuity with respect to the jump component. Our study rigorously establishes the existence and uniqueness of solutions within suitable functional spaces. Additionally, we relax the Lipschitz condition on the Poisson component, permitting the generator to exhibit logarithmic growth with respect to all variables. Taking a step further, we employ an exponential transformation to establish an equivalence between a solution of a BSDEJ exhibiting quadratic growth in the $z$-variable  and a BSDEJ showing a logarithmic growth with respect to $y$ and $z$.

اسم الناشر
Axioms
مدينة النشر
Switzerland
رقم المجلد
13
رقم الانشاء
6, 354
الصفحات
1-31
مزيد من المنشورات
publications

In this paper, we considered a stochastic model of chemical reactive flows acting through porous media under the influence of nonlinear external random fluctuations, where the interchanges of…

بواسطة Mhamed Eddahbi, Mogtaba Mohammed, and Hammou El-Otmany
2024
تم النشر فى:
AIMS Mathematics
publications

In this study, we explore backward stochastic differential equations driven by a Poisson process and an independent Brownian motion, denoted for short as BSDEJs. The generator exhibits logarithmic…

بواسطة E. M. B. Bouhadjar, N. Khelfallah, M.Eddahbi
2024
تم النشر فى:
Axioms
publications

The predominant approach for studying volatility is through various GARCH specifications, which are widely utilized in model-based analyses. This study focuses on assessing the predictive…

بواسطة B. Benaid, I. Al Hasani, M. Eddahbi
2024
تم النشر فى:
Symmetry