Reflected BSDEs with default time and irregular obstacles

DOI10.5802/CRMATH.713MaRDI QIDQ6993300zbMATH OpenFDO

Authors Badr Elmansouri

Publication date 25 April 2025

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

zbMATH Keywords

backward stochastic differential equationsirregular obstaclesMertens decompositionstochastic Lipschitz coefficient

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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