BSDEs with two RCLL reflecting barriers driven by a Lévy process

MaRDI QIDQ5882297zbMATH OpenFDO

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

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)

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Cited in

(4)

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

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