scientific article; zbMATH DE number 7350825

zbMath1469.60190MaRDI QIDQ4989417

Mohamed Marzougue, Mohamed El Otmani

Publication date: 25 May 2021

Full work available at URL: http://alea.impa.br/articles/v18/18-28.pdf

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

penalization methoddoubly reflected backward stochastic differential equationsgeneral filtrationstochastic Lipschitz coefficientoptional barriers

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic integral equations (60H20)

Related Items (3)

Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games ⋮ Irregular barrier reflected BSDEs driven by a Lévy process ⋮ Two-barriers reflected backward doubly SDEs beyond right continuity

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