Tomasz Klimsiak, Maurycy Rzymowski, Leszek Słomiński
Published 2016-08-31Version 1
We consider reflected backward stochastic different equations with optional barrier and so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove existence and uniqueness results. We also show that the solution may be approximated by a modified penalization method. Application to an optimal stopping problem is given.
Existence and uniqueness results for BSDEs with jumps: the whole nine yards
Existence, uniqueness and approximation for $L^p$ solutions of reflected BSDEs under weaker assumptions
A note on a new existence result for reflected BSDEs with interconnected obstacles
![QR code for arXiv:1608.08926 [math.PR]](http://oss.arxitics.com/images/favicon.svg)