Predictable solution for reflected BSDEs when the obstacle is not right-continuous
2020 ◽
Vol 28
(4)
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pp. 269-279
Keyword(s):
AbstractIn the present paper, we consider reflected backward stochastic differential equations when the reflecting obstacle is not necessarily right-continuous in a general filtration that supports a one-dimensional Brownian motion and an independent Poisson random measure. We prove the existence and uniqueness of a predictable solution for such equations under the stochastic Lipschitz coefficient by using the predictable Mertens decomposition.
2007 ◽
Vol 2007
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pp. 1-14
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2020 ◽
Vol 23
(05)
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pp. 2050034
2016 ◽
Vol 6
(3)
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pp. 253-277
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2021 ◽
Vol 37
(7)
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pp. 1156-1170