cadlag processes
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Stochastics ◽  
2019 ◽  
Vol 92 (7) ◽  
pp. 1043-1063
Author(s):  
Christos E. Kountzakis ◽  
Damiano Rossello
Keyword(s):  

Author(s):  
Sheng-wu He ◽  
Jia-gang Wang ◽  
Jia-an Yan

2019 ◽  
Vol 39 (1) ◽  
pp. 199-218 ◽  
Author(s):  
Mateusz Topolewski

We consider reflected backward stochastic differential equations, with two barriers, defined on probability spaces equipped with filtration satisfying only the usual assumptions of right-continuity and completeness. As for barriers, we assume that there are càdlàg processes of class D that are completely separated. We prove the existence and uniqueness of solutions for an integrable final condition and an integrable monotone generator. An application to the zero-sum Dynkin game is given.


2006 ◽  
Vol 10 (3) ◽  
pp. 427-448 ◽  
Author(s):  
Patrick Cheridito ◽  
Freddy Delbaen ◽  
Michael Kupper

2005 ◽  
Vol 9 (3) ◽  
pp. 369-387 ◽  
Author(s):  
Patrick Cheridito ◽  
Freddy Delbaen ◽  
Michael Kupper

2004 ◽  
Vol 112 (1) ◽  
pp. 1-22 ◽  
Author(s):  
Patrick Cheridito ◽  
Freddy Delbaen ◽  
Michael Kupper

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