Reflected BSDEs with optional barrier in a general filtration

Author:

Baadi BrahimORCID,Ouknine Youssef

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference30 articles.

1. Baadi, B., Ouknine, Y.: Reflected BSDEs when the obstacle is not right-continuous in a general filtration. ALEA, Lat. Am. J Probab. Math. Stat. 14, 201–218 (2017)

2. Baadi, B., Ouknine, Y.: Reflected BSDEs with two completely separated barriers and regulated trajectories in general filtration. working paper

3. Bismut, J.M.: Conjugate convex functions in optimal stochastic control. J. Math. Anal. Appl. 44(2), 384–404 (1973)

4. Bismut, J.M.: Théorie probabiliste du contrôle des diffusions, vol. 4. American Mathematical Society, Providence, Rhode Island (1976)

5. Crépey, S., Matoussi, A.: Reflected and doubly reflected BSDEs with jumps: a priori estimates and comparison. Ann. Appl. Probab. 18(5), 2041–2069 (2008)

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