Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (Q323988)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition |
scientific article |
Statements
Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition (English)
0 references
10 October 2016
0 references
backward stochastic differential equations
0 references
penalization
0 references
Mokobodzki's hypothesis
0 references
local solution
0 references
Snell envelope
0 references
