{
  "id": "1810.07969",
  "version": "v1",
  "published": "2018-10-18T09:38:08.000Z",
  "updated": "2018-10-18T09:38:08.000Z",
  "title": "Reflected backward stochastic differential equations with two optional barriers",
  "authors": [
    "Tomasz Klimsiak",
    "Maurycy Rzymowski",
    "Leszek Słomiński"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We consider reflected backward stochastic differential equations with two general optional barriers. The solutions to these equations have the so-called regulated trajectories, i.e trajectories with left and right finite limits. We prove the existence and uniqueness of $\\mathbb L^p$ solutions, $p\\geq 1$, and show that the solutions may be approximated by a modified penalization method.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2018-10-18T09:38:08.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "reflected backward stochastic differential equations",
      "general optional barriers",
      "right finite limits",
      "modified penalization method",
      "trajectories"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}