OPTIONAL MARTINGALES
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Publication:3925627
DOI10.1070/SM1981v040n04ABEH001838zbMath0472.60048OpenAlexW4231588497MaRDI QIDQ3925627
Publication date: 1981
Published in: Mathematics of the USSR-Sbornik (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1070/sm1981v040n04abeh001838
Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)
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Reflected backward doubly stochastic differential equations with discontinuous barrier ⋮ On reflection with two-sided jumps ⋮ Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle ⋮ Reflected BSDEs with regulated trajectories ⋮ RBDSDEs with jumps and optional Barrier and mean field game with common noise ⋮ Generalized BSDE and reflected BSDE with random time horizon ⋮ A note on optional Snell envelopes and reflected backward SDEs ⋮ Reflected BSDEs with optional barrier in a general filtration ⋮ On reflected stochastic differential equations driven by regulated semimartingales ⋮ Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case ⋮ The fundamental theorem of asset pricing under transaction costs ⋮ Optimal stopping with \(f\)-expectations: the irregular case ⋮ Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem ⋮ Doubly reflected backward stochastic differential equations in the predictable setting
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