Generalized Dynkin games and doubly reflected BSDEs with jumps
نویسندگان
چکیده
منابع مشابه
Reflected and Doubly Reflected Bsdes with Jumps: a Priori Estimates and Comparison
It is now established that under quite general circumstances, including in models with jumps, the existence of a solution to a reflected BSDE is guaranteed under mild conditions, whereas the existence of a solution to a doubly reflected BSDE is essentially equivalent to the so-called Mokobodski condition. As for uniqueness of solutions, this holds under mild integrability conditions. However, f...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2016
ISSN: 1083-6489
DOI: 10.1214/16-ejp4568