Reflected BSDEs with general filtration and two completely separated barriers

DOI10.19195/0208-4147.39.1.13zbMath1482.60083arXiv1611.06745OpenAlexW3011023179MaRDI QIDQ5227576

Mateusz Topolewski

Publication date: 6 August 2019

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.06745

zbMATH Keywords

reflected BSDEgeneral filtrationcompletely separated barrierintegrable final condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic analysis (60H99)

Related Items (6)

Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration ⋮ Backward stochastic differential equations with two barriers and generalized reflection ⋮ Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games ⋮ Mean-field doubly reflected backward stochastic differential equations ⋮ Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games ⋮ Systems of BSDES with oblique reflection and related optimal switching problems

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