Articles dans des Revues avec Comité de Lecture:
Marzougue, M., Elmansouri, B. and El Jamali, M.: Dynkin games under progressive enlargement of filtration with random time, Statistics and Probability Letters, 233 (2026),110686.
Marzougue, M. and Elmansouri, B.: Reflected Generalized Backward Doubly Sdes with Jumps Under Stochastic Conditions: Beyond Right-Continuity, Boletim da Sociedade Paranaense de Matematica, 44 (2026), 1-30
Marzougue, M. and Elmansouri, B.: Generalized reflected backward doubly SDEs with irregular barriers and continuous coefficients Statistics and Probability Letters,231 (2026), 110629.
Marzougue, M. and Elmansouri, B.: Backward Doubly SDEs Driven by a Non-homogeneous Lévy Process with Continuous and Stochastic Linear Growth Coefficients, Journal of Integral Equations and Applications, Accepted Paper (2025).
Marzougue, M. and Elmansouri, B.: $L^p$-solutions of backward stochastic differential equations with default time, Statistics and Probability Letters, 223 (2025), 110407.
Marzougue, M.: Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process, Bulletin des Sciences Mathématiques, 186 (2023), 103282.
Marzougue, M.: Non-linear Dynkin games over split stopping times, Statistics and probability letters, 193 (2023), 109721.
Marzougue, M. and Baadi, B.: Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle, Random Operators and Stochastic Equations, 31 (2023), 351-370.
Marzougue, M.: Two-barriers reflected backward doubly SDEs beyond right continuity, Random Operators and Stochastic Equations, 30 (2022), 271-293.
Marzougue, M. and El Otmani, M.: Irregular barrier reflected BSDEs driven by a Lévy process, Stochastic Analysis and Applications, DOI: 10.1080/07362994.2022.2079529, (2022).
Marzougue, M. El Otmani, M. and El Jamali M.: BSDEs with two RCLL reflecting barriers driven by a Lévy process, Journal of Numerical Mathematics and Stochastics, 13 (2022), 1-30.
Marzougue, M.: Monotonic limit theorem for BSDEs with regulated trajectories, Statistics and Probability Letters, 176 (2021), 109151.
Marzougue, M. and Sane, I.: Homogenization of periodic elliptic degenerate PDEs with non-linear Neumann boundary condition, Partial Differential Equations in Applied Mathematics, 3 (2021), 100021.
Marzougue, M. and El Otmani, M.: BSDEs with jumps and two completely separated irregular barriers in a general filtration, Latin American Journal of Probability and Mathematical Statistics,18 (2021), 761-792.
Marzougue, M.: Reflected BSDEs with stochastic monotone generator and application to valuing American Options, International Journal of Theoretical and Applied Finance, 23(5) (2020), 1-26.
Marzougue, M.: A note on optional Snell envelopes and reflected backward SDEs, Statistics and Probability Letters, 165 (2020), 108833.
Marzougue, M. and El Otmani, M.: Predictable solution for reflected BSDEs when the obstacle is not right-continuous, Random Operators and Stochastic Equations, 28 (2020), 269-279.
Marzougue, M. and Sagna, Y.: Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions, Modern stochastics: Theory and applications, 7 (2020), 157-190.
Marzougue, M.: Convex Risk Measures for Reflected Backward SDEs with Optional Barrier, Communications on Stochastic Analysis, 14 (2020), 107-121.
Marzougue, M. and El Otmani, M.: BSDEs driven by normal martingale, Applicable Analysis, 101 (2022), 1517-1531.
Marzougue, M. and El Otmani, M.: Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient, Communications in Statistics - Theory and Methods, 50 (2021), 6049-6066.
Marzougue, M. and El Otmani, M.: BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient, Random Operators and Stochastic Equations, 27 (2019), 27-41.
Marzougue, M. and El Otmani, M.: Non-continuous double barrier reflected BSDEs with jumps and a stochastic Lipschitz coefficient}, {\em Communications on Stochastic Analysis}. {\bf 12} (2018), 359--381.
Marzougue, M. and El Otmani, M.: Double barrier reflected BSDEs with stochastic Lipschitz coefficient, Modern stochastics: Theory and applications, 4 (2017), 353-379.
Thèse Doctorat:
Marzougue, M.: Équations Différentielles Stochastiques Rétrogrades et Applications en Finance, Mathématiques [math]. Faculté des sciences Agadir, Université Ibn Zohr, 2021. tel-04647327
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