Reflected BSDEs with jumps in time-dependent convex càdlàg domains

DOI10.1016/J.SPA.2020.06.001zbMATH Open1454.60076OpenAlexW3033758782MaRDI QIDQ2229552FDOQ2229552

Authors: Imade Fakhouri, M'hamed Eddahbi, Youssef Ouknine 

Publication date: 18 February 2021

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2020.06.001

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zbMATH Keywords

penalization methodPoisson point processreflected backward stochastic differential equationtime-dependent convex domain

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integral equations (60H20)

Cites Work

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• Title not available (Why is that?)
• Title not available (Why is that?)
• Reflected BSDEs on filtered probability spaces
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Cited In (1)

• Reflected scheme for doubly reflected BSDEs with jumps and RCLL obstacles

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