Two-barriers reflected backward doubly SDEs beyond right continuity

DOI10.1515/ROSE-2022-2089zbMath1499.60199OpenAlexW4307211975MaRDI QIDQ2101309

Mohamed Marzougue

Publication date: 5 December 2022

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose-2022-2089

zbMATH Keywords

Mokobodzki's conditionreflected backward doubly stochastic differential equationsdiscontinuous barriersPicard's iteration methodstochastic Dynkin games

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

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