\(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method

DOI10.1007/s40324-018-0159-zzbMath1420.60067OpenAlexW2801891193MaRDI QIDQ2321007

Imade Fakhouri, Youssef Ouknine

Publication date: 28 August 2019

Published in: S\(\vec{\text{e}}\)MA Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40324-018-0159-z

zbMATH Keywords

jumpspenalization methodreflected backward stochastic differential equationgeneral filtration

Mathematics Subject Classification ID

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

Related Items (2)

Generalized BSDE and reflected BSDE with random time horizon ⋮ Reflected BSDEs with jumps in time-dependent convex càdlàg domains

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