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scientific article; zbMATH DE number 7350825

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7350825

Statements

scholarly article

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Mohamed Marzougue

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Mohamed El Otmani

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publication date

25 May 2021

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full work available at URL

http://alea.impa.br/articles/v18/18-28.pdf

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zbMATH Keywords

doubly reflected backward stochastic differential equations

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optional barriers

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general filtration

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stochastic Lipschitz coefficient

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penalization method

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MaRDI profile type

MaRDI publication profile

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Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale

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Doubly reflected backward stochastic differential equations in the predictable setting

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Reflected BSDEs when the obstacle is not right-continuous in a general filtration

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Reflected BSDEs with optional barrier in a general filtration

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Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient

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Backward stochastic differential equations and integral-partial differential equations

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Conjugate convex functions in optimal stochastic control

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Backward stochastic differential equations with reflection and Dynkin games

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Reflected solutions of backward SDE's, and related obstacle problems for PDE's

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Backward Stochastic Differential Equations in Finance

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Reflected backward stochastic differential equation with jumps and RCLL obstacle

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Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps

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Reflected BSDEs when the obstacle is not right-continuous and optimal stopping

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Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case

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Optimal stopping with \(f\)-expectations: the irregular case

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Reflected BSDE's with discontinuous barrier and application

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BSDEs with two reflecting barriers: the general result

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BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game

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Reflected BSDEs and mixed game problem

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Reflected backward stochastic differential equation with jumps and random obstacle

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Reflected Backward SDEs with General Jumps

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BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game

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Calcul stochastique et problèmes de martingales

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Reflected BSDEs with regulated trajectories

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Reflected backward stochastic differential equations with two optional barriers

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BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

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Solving the double barrier reflected BSDEs via penalization method

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A note on optional Snell envelopes and reflected backward SDEs

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Double barrier reflected BSDEs with stochastic Lipschitz coefficient

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BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient

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Predictable solution for reflected BSDEs when the obstacle is not right-continuous

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Adapted solution of a backward stochastic differential equation

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Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps

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Backward stochastic differential equations with jumps and related nonlinear expectations

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The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4989417

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