{"paper":{"title":"Doubly Reflected BSDEs and ${\\cal E}^{f}$-Dynkin games: beyond the right-continuous case","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.OC"],"primary_cat":"math.PR","authors_text":"Marie-Claire Quenez (LPSM UMR 8001), Miryana Grigorova, Peter Imkeller, Youssef Ouknine","submitted_at":"2017-04-03T14:50:37Z","abstract_excerpt":"We formulate a notion of doubly reflected BSDE in the case where the barriers $\\xi$ and $\\zeta$ do not satisfy any regularity assumption and with a general filtration.  Under a technical assumption (a Mokobodzki-type condition), we show existence and uniqueness of the solution. In the case where $\\xi$ is right upper-semicontinuous and $\\zeta$ is right lower-semicontinuous, the solution is  characterized in terms of the value of a corresponding  $\\mathcal{E}^f$-Dynkin game, i.e. a game problem over stopping times with (non-linear) $f$-expectation, where $f$ is the driver of the doubly reflected"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1704.00625","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}