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Doubly Reflected BSDEs in the predictable setting

math.PR · 2019-08-21 · conditional · novelty 5.0

Doubly reflected BSDEs with predictable barriers and non-quasi-left-continuous filtration have a unique solution under Mokobodzki's condition.

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  • Doubly Reflected BSDEs in the predictable setting math.PR · 2019-08-21 · conditional · none · ref 1

    Doubly reflected BSDEs with predictable barriers and non-quasi-left-continuous filtration have a unique solution under Mokobodzki's condition.