Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (Q5021120)

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scientific article; zbMATH DE number 7455952
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Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem
scientific article; zbMATH DE number 7455952

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    Reflected BSDEs when the obstacle is predictable and nonlinear optimal stopping problem (English)
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    12 January 2022
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    optimal stopping
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    no quasi-left-continuous filtration
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    predictable supermartingale
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    predictable Snell envelope
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    reflected backward stochastic differential equation
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