Reflected BSDEs with jumps and two rcll barriers under stochastic Lipschitz coefficient

DOI10.1080/03610926.2020.1738491OpenAlexW3010714699MaRDI QIDQ5079193

Mohamed El Otmani, Mohamed Marzougue

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1738491

zbMATH Keywords

stochastic Lipschitz coefficientdoubly reflected backward stochastic differential equations with jumpsright continuous with left limits barrier

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions ⋮ Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions

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