Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis

DOI10.1016/j.bulsci.2010.03.001zbMath1208.60056MaRDI QIDQ616310

Said Hamadène, Youssef Ouknine, Mohammed Hassani

Publication date: 7 January 2011

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2010.03.001

zbMATH Keywords

backward stochastic differential equations; reflecting barriers

Mathematics Subject Classification ID

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

60G99: Stochastic processes

Related Items

The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps, Dynkin games in a general framework, Solving the double barrier reflected BSDEs via penalization method, BSDEs with monotone generator and two irregular reflecting barriers, Stochastic quadratic BSDE with two RCLL obstacles, Reflected BSDEs in time-dependent convex regions, L^p-Solutions for Doubly Reflected Backward Stochastic Differential Equations

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