Backward stochastic differential equations with mean reflection and two constraints (Q2123434)

The authors investigate the solutions for a class of reflected backward stochastic differential equations (on short RBSDE, for details see for example [\textit{J. Cvitanić} and \textit{I. Karatzas}, Ann. Probab. 24, No. 4, 2024--2056 (1996; Zbl 0876.60031); \textit{N. El Karoui} et al., Ann. Probab. 25, No. 2, 702--737 (1997; Zbl 0899.60047)]), with two deterministic càdlàg constraints. The main result concerns the existence and uniqueness of solutions. Also, they provide a study of the general problem of stability of solutions with respect to the convergence of filtrations (in the sense introduced by \textit{F. Coquet} et al. [Lect. Notes Math. 1755, 306--328 (2001; Zbl 0987.60009)]). Their results seems to extend some important results on class of reflected stochastic differential equations, given by \textit{N. El Karoui} et al. [Ann. Probab. 25, No. 2, 702--737 (1997; Zbl 0899.60047)], \textit{P. Briand} et al. [Ann. Appl. Probab. 28, No. 1, 482--510 (2018; Zbl 1391.60133)] or \textit{P. Briand} et al. [Adv. Appl. Probab. 52, No. 2, 523--562 (2020; Zbl 1473.60088)].