Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988)
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scientific article; zbMATH DE number 6636868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition |
scientific article; zbMATH DE number 6636868 |
Statements
Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (English)
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10 October 2016
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backward stochastic differential equations
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penalization
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Mokobodzki's hypothesis
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local solution
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Snell envelope
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