𝕃p solutions of reflected backward stochastic differential equations with jumps

DOI10.1051/ps/2020026zbMath1454.60084OpenAlexW3122668379MaRDI QIDQ5140349

Song Yao

Publication date: 15 December 2020

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/ps/2020026

zbMATH Keywords

optimal stoppingcomparison theoremDoob-Meyer decompositionSnell envelopemartingale representation theoremfixed-point argumentreflected backward stochastic differential equations with jumps\(g\)-evaluations\(\mathbb{L}^{p}\) solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (L^p)-limit theorems (60F25) Jump processes on general state spaces (60J76)

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