BSDEs with jumps and two completely separated irregular barriers in a general filtration
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Publication:4989417
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Cites work
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- A note on optional Snell envelopes and reflected backward SDEs
- Adapted solution of a backward stochastic differential equation
- BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration
- BSDEs with right upper-semicontinuous reflecting obstacle and stochastic Lipschitz coefficient
- BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game
- BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
- BSDEs with two reflecting barriers: the general result
- Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and integral-partial differential equations
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Backward stochastic differential equations with reflection and Dynkin games
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient
- Calcul stochastique et problèmes de martingales
- Conjugate convex functions in optimal stochastic control
- Double barrier reflected BSDEs with stochastic Lipschitz coefficient
- [[:Publication:1722018|Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case]]
- Doubly reflected backward stochastic differential equations in the predictable setting
- Optimal stopping with \(f\)-expectations: the irregular case
- Predictable solution for reflected BSDEs when the obstacle is not right-continuous
- Reflected BSDE's with discontinuous barrier and application
- Reflected BSDEs and mixed game problem
- Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps
- Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
- Reflected BSDEs when the obstacle is not right-continuous in a general filtration
- Reflected BSDEs with optional barrier in a general filtration
- Reflected BSDEs with regulated trajectories
- Reflected backward SDEs with general jumps
- Reflected backward stochastic differential equation with jumps and RCLL obstacle
- Reflected backward stochastic differential equation with jumps and random obstacle
- Reflected backward stochastic differential equations with two optional barriers
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's
- Solving the double barrier reflected BSDEs via penalization method
- Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale
- The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
Cited in
(8)- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
- Irregular barrier reflected BSDEs driven by a Lévy process
- Backward Stochastic Differential Equation with Two Reflecting Barriers and Jumps
- Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration
- Two-barriers reflected backward doubly SDEs beyond right continuity
- Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
- Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies
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