On generalized reflected BSDEs with Rcll obstacle

DOI10.1515/EQC-2022-0001OpenAlexW4226391281MaRDI QIDQ2088569

Mohamed El Otmani, Mohamed El Jamali

Publication date: 6 October 2022

Published in: Stochastics and Quality Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/eqc-2022-0001

zbMATH Keywords

generalized BSDEsRcll barrierstochastic Lipschitz

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
• Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition

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