Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictable solution for reflected BSDEs when the obstacle is not right-continuous |
scientific article |
Statements
Predictable solution for reflected BSDEs when the obstacle is not right-continuous (English)
0 references
31 March 2021
0 references
reflected backward stochastic differential equations
0 references
làdlàg predictable obstacle
0 references
predictable solution
0 references
general filtration
0 references
stochastic Lipschitz coefficient
0 references
predictable Mertens decomposition
0 references
0 references
0 references
