BSDEs with two RCLL reflecting barriers driven by a Lévy process

MaRDI QIDQ5882297FDOQ5882297

Authors: Mohamed El Otmani, M. El Jamali, Mohamed Marzougue 

Publication date: 15 March 2023

Full work available at URL: http://www.jnmas.org/jnmas13-1.pdf

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zbMATH Keywords

doubly reflected BSDEsLévy processright continuous with left limited (RCLL) barrierstochastic Lipschitzian coefficient

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generalized stochastic processes (60G20) Stochastic integrals (60H05)

Cited In (4)

• Irregular barrier reflected BSDEs driven by a Lévy process
• BSDEs with two reflecting barriers: the general result
• Generalized BSDE with two reflecting barriers
• Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient

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