scholarly journals Generalized Dynkin games and doubly reflected BSDEs with jumps

2016 ◽  
Vol 21 (0) ◽  
Author(s):  
Roxana Dumitrescu ◽  
Marie-Claire Quenez ◽  
Agnès Sulem
Keyword(s):  
Dynkin Games ◽  
Reflected Bsdes

scholarly journals Doubly Reflected BSDEs and $\mathcal{E} ^{{f}}$-Dynkin games: beyond the right-continuous case

2018 ◽  
Vol 23 (0) ◽  
Author(s):  
Miryana Grigorova ◽  
Peter Imkeller ◽  
Youssef Ouknine ◽  
Marie-Claire Quenez
Keyword(s):  
Continuous Case ◽  
Dynkin Games ◽  
The Right ◽  
Reflected Bsdes

scholarly journals Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs

2005 ◽  
Vol 2005 (1) ◽  
pp. 37-53 ◽  
Author(s):  
N. Harraj ◽  
Y. Ouknine ◽  
I. Turpin
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Viscosity Solutions ◽  
Backward Stochastic Differential Equations ◽  
Probabilistic Interpretation ◽  
Reflected Bsdes

We give a probabilistic interpretation of the viscosity solutions of parabolic integrodifferential partial equations with two obstacles via the solutions of forward-backward stochastic differential equations with jumps.

Quadratic reflected BSDEs and related obstacle problems for PDEs

2018 ◽  
Vol 49 (3) ◽  
pp. 567-589 ◽  
Author(s):  
Zongyuan Huang ◽  
Haiyang Wang ◽  
Zhen Wu ◽  
Zhiyong Yu
Keyword(s):  
Obstacle Problems ◽  
Reflected Bsdes
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