{
  "id": "1608.08926",
  "version": "v1",
  "published": "2016-08-31T16:21:01.000Z",
  "updated": "2016-08-31T16:21:01.000Z",
  "title": "Reflected BSDEs with regulated trajectories",
  "authors": [
    "Tomasz Klimsiak",
    "Maurycy Rzymowski",
    "Leszek Słomiński"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-08-31T16:21:01.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "regulated trajectories",
      "reflected bsdes",
      "right finite limits",
      "modified penalization method",
      "uniqueness results"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}