Predictable solution for reflected BSDEs when the obstacle is not right-continuous (Q2660766): Difference between revisions

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Latest revision as of 21:36, 24 July 2024

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Predictable solution for reflected BSDEs when the obstacle is not right-continuous
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    Predictable solution for reflected BSDEs when the obstacle is not right-continuous (English)
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    31 March 2021
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    reflected backward stochastic differential equations
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    làdlàg predictable obstacle
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    predictable solution
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    general filtration
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    stochastic Lipschitz coefficient
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    predictable Mertens decomposition
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