Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
type: Item
instance of: scholarly article
title: Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
zbMATH Open document ID: 1537.60067
author: Badr Elmansouri
author: Mohamed El Otmani
published in: Stochastics and Dynamics
publication date: 2024-05-17T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 7850281
zbMATH Keywords: doubly reflected backward stochastic differential equations
zbMATH Keywords: RCLL martingales
zbMATH Keywords: stochastic Lipschitz coefficient
zbMATH Keywords: penalization method
zbMATH Keywords: Azéma's martingale
zbMATH Keywords: game contingent claims
zbMATH Keywords: initial enlargement of filtration
MaRDI profile type: MaRDI publication profile
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DOI: 10.1142/S0219493724500011
description: scientific article; zbMATH DE number 7850281