Systems of BSDES with oblique reflection and related optimal switching problems

We consider systems of backward stochastic differential equations with càdlàg upper barrier [Formula: see text] and oblique reflection from below driven by an increasing continuous function [Formula: see text]. Our equations are defined on general probability spaces with a filtration satisfying merely the usual assumptions of right continuity and completeness. We assume that the pair [Formula: see text] satisfies a Mokobodzki-type condition. We prove the existence of a solution for integrable terminal conditions and integrable quasi-monotone generators. Applications to the optimal switching problem are given.

Introduction

“Women and Creativity” is an important text in Simone de Beauvoir’s corpus of nonfictional writing. It develops her arguments on gender and creativity first expounded in the second volume of The Second Sex and offers an oblique reflection on her own experience and “situation” as France’s most well-known woman intellectual and writer in the mid-1960s. Beauvoir delivered her lecture on “Women and Creativity” on September 22, 1966, the second in a series of three lectures she gave during a visit to Japan with Jean-Paul Sartre....