Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions

DOI10.1515/ROSE-2024-2002MaRDI QIDQ6554577zbMATH OpenFDO

Authors Mohammed Elhachemy, Mohamed El Otmani

Publication date 12 June 2024

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/ROSE-2024-2002

zbMATH Keywords

generalized BSDE with jumpsNeumann boundary conditionsreflectedviscosity solution

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Integro-partial differential equations (35R09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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Cited in

(3)

• Reflected generalized BSDE with jumps under stochastic conditions and an obstacle problem for integral-partial differential equations with nonlinear Neumann boundary conditions
• Two-barriers-reflected generalized BSDE: a general result and application
• Multidimensional generalized discontinuous BSDEs with weak monotonicity and general growth coefficients

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