Two-barriers reflected backward doubly SDEs beyond right continuity
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- scientific article; zbMATH DE number 1066321
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Cites work
- A note on optional Snell envelopes and reflected backward SDEs
- Adapted solution of a backward stochastic differential equation
- Backward doubly SDEs with continuous and stochastic linear growth coefficients
- Backward doubly stochastic differential equation driven by Lévy process: a comparison theorem
- Backward doubly stochastic differential equations and systems of quasilinear SPDEs
- Backward doubly stochastic differential equations driven by Levi process: the case of non-Lipschitz coefficients
- Backward doubly stochastic differential equations with stochastic Lipschitz condition
- BDSDE with Poisson jumps under stochastic Lipschitz and linear growth conditions
- BSDEs with jumps and two completely separated irregular barriers in a general filtration
- [[:Publication:1722018|Doubly reflected BSDEs and \(\mathcal{E} ^Template:F\)-Dynkin games: beyond the right-continuous case]]
- Generalized Dynkin games and doubly reflected BSDEs with jumps
- scientific article; zbMATH DE number 3740439 (Why is no real title available?)
- scientific article; zbMATH DE number 3505964 (Why is no real title available?)
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
- Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
- On a class of backward doubly stochastic differential equations
- On a class of backward doubly stochastic differential equations with continuous coefficients
- On a class of backward stochastic Volterra integral equations
- One barrier reflected backward doubly stochastic differential equations with continuous generator
- One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients
- Reflected backward doubly stochastic differential equations driven by a Lévy process
- Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
- Reflected backward doubly stochastic differential equations with discontinuous barrier
- Reflected backward doubly stochastic differential equations with discontinuous generator
- Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
- Reflected solutions of backward doubly SDEs driven by Brownian motion and Poisson random measure
Cited in
(8)- Doubly reflected backward stochastic differential equations in the predictable setting
- Irregular barrier reflected BDSDEs with general jumps under stochastic Lipschitz and linear growth conditions
- Existence and uniqueness for \(\mathbb{D}\)-solutions of reflected BSDEs with two barriers without Mokobodzki's condition
- The two-barrier problem for continuously differentiable processes
- scientific article; zbMATH DE number 1066321 (Why is no real title available?)
- Backward SDEs with two barriers and continuous coefficient: an existence result
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient
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